Jinzhu Li, Rong Wu. Upper bound for finite-time ruin probability in a Markov-modulated market. J. Systems Science & Complexity, 24(2):308-316, 2011. [doi]
@article{LiW11-49, title = {Upper bound for finite-time ruin probability in a Markov-modulated market}, author = {Jinzhu Li and Rong Wu}, year = {2011}, doi = {10.1007/s11424-010-8348-6}, url = {http://dx.doi.org/10.1007/s11424-010-8348-6}, researchr = {https://researchr.org/publication/LiW11-49}, cites = {0}, citedby = {0}, journal = {J. Systems Science & Complexity}, volume = {24}, number = {2}, pages = {308-316}, }