Pages that link to "Item:Q3440848"
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The following pages link to Bounds of ruin probability for regime-switching models using time scale separation (Q3440848):
Displaying 5 items.
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
- Balanced realizations of regime-switching linear systems (Q998619) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- Cramér–Lundberg asymptotics for spectrally positive Markov additive processes (Q6587493) (← links)