{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,6]],"date-time":"2024-09-06T05:07:47Z","timestamp":1725599267686},"publisher-location":"Berlin, Heidelberg","reference-count":9,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642228322"},{"type":"electronic","value":"9783642228339"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2011]]},"DOI":"10.1007\/978-3-642-22833-9_35","type":"book-chapter","created":{"date-parts":[[2011,8,5]],"date-time":"2011-08-05T05:50:34Z","timestamp":1312523434000},"page":"295-300","source":"Crossref","is-referenced-by-count":2,"title":["Conditional Ruin Probability with a Markov Regime Switching Model"],"prefix":"10.1007","author":[{"given":"Xuanhui","family":"Liu","sequence":"first","affiliation":[]},{"given":"Li-Ai","family":"Cui","sequence":"additional","affiliation":[]},{"given":"Fangguo","family":"Ren","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"35_CR1","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/S0167-6687(96)00017-0","volume":"20","author":"S. Asmussen","year":"1997","unstructured":"Asmussen, S.: ControlledDiffusionModelsfor Optimal Dividend Pay-Out. Insurance. Math Econ.\u00a020, 1\u201315 (1997)","journal-title":"Insurance. Math Econ."},{"key":"35_CR2","doi-asserted-by":"crossref","first-page":"258","DOI":"10.2307\/3211999","volume":"6","author":"D.L. Iglehart","year":"1969","unstructured":"Iglehart, D.L.: DiffusionApproximations inCollective Risk Theory. J. App. Probability.\u00a06, 258\u2013262 (1969)","journal-title":"J. App. Probability."},{"key":"35_CR3","doi-asserted-by":"publisher","first-page":"979","DOI":"10.1016\/j.automatica.2010.02.027","volume":"46","author":"Ka-Fai","year":"2010","unstructured":"Ka-Fai: Optimal portfolios with regime-switching and Value-at-risk constrain. Automatica\u00a046, 979\u2013989 (2010)","journal-title":"Automatica"},{"key":"35_CR4","unstructured":"Lundberg, F.: Approximerad Framstallning av Sannolikhetsfunktionen. Almqvist and Wiksell. Uppsala (1903)"},{"key":"35_CR5","doi-asserted-by":"publisher","first-page":"965","DOI":"10.2307\/1427849","volume":"29","author":"J. Paulsen","year":"1997","unstructured":"Paulsen, J.: Ruin probability with stochastic Return on Investment. Adv. Appl. Prob.\u00a029, 965\u2013985 (1997)","journal-title":"Adv. Appl. Prob."},{"key":"35_CR6","doi-asserted-by":"publisher","first-page":"3","DOI":"10.1016\/S0167-6687(98)00009-2","volume":"22","author":"J. Paulsen","year":"1998","unstructured":"Paulsen, J.: Ruin Theory with Compounding Assets -A Survey Insurance. Math. Econ.\u00a022, 3\u201316 (1998)","journal-title":"Math. Econ."},{"key":"35_CR7","doi-asserted-by":"publisher","first-page":"2127","DOI":"10.1016\/j.na.2009.03.085","volume":"71","author":"J. Robert","year":"2009","unstructured":"Robert, J.: Portfolio risk minimization and differential games. Nonlinear Analysis\u00a071, 2127\u20132135 (2009)","journal-title":"Nonlinear Analysis"},{"key":"35_CR8","doi-asserted-by":"publisher","first-page":"148","DOI":"10.1016\/j.insmatheco.2009.05.005","volume":"45","author":"S. Xie","year":"2009","unstructured":"Xie, S.: Continuous-time mean-variance portfolio selection with liability and regime-switching, Insurance. Math. Econ.\u00a045, 148\u2013155 (2009)","journal-title":"Math. Econ."},{"issue":"2","key":"35_CR9","doi-asserted-by":"publisher","first-page":"207","DOI":"10.1081\/SAP-100000756","volume":"19","author":"H. Yang","year":"2001","unstructured":"Yang, H.: Conditional ruin probability with stochastic interest rate. Stochastic Analysis and Applications\u00a019(2), 207\u2013214 (2001)","journal-title":"Stochastic Analysis and Applications"}],"container-title":["Advances in Intelligent and Soft Computing","Nonlinear Mathematics for Uncertainty and its Applications"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-22833-9_35.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,5,3]],"date-time":"2021-05-03T07:37:25Z","timestamp":1620027445000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-22833-9_35"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011]]},"ISBN":["9783642228322","9783642228339"],"references-count":9,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-22833-9_35","relation":{},"ISSN":["1867-5662","1867-5670"],"issn-type":[{"type":"print","value":"1867-5662"},{"type":"electronic","value":"1867-5670"}],"subject":[],"published":{"date-parts":[[2011]]}}}