Lundberg-type inequalities for non-homogeneous risk models

In this paper, we investigate the ruin probabilities of non-homogeneous risk models. By employing martingale method, the Lundberg-type inequalities of ruin probabilities of non-homogeneous renewal risk models are obtained under weak assumptions. In addition, for the periodic and quasi-periodic risk...

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Bibliographische Detailangaben

Hauptverfasser:	Zhou, Qianqian, Sakhanenko, Alexander, Guo, Junyi
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability
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