TY - JOUR
T1 - Exponential bounds of ruin probabilities for non-homogeneous risk models
AU - Zhou, Qianqian
AU - Саханенко, Александр Иванович
AU - Guo, Junyi
PY - 2020
Y1 - 2020
N2 - Lundberg-type inequalities for ruin probabilities of non-homogeneous risk models are presented in this paper. By employing martingale method, the upper bounds of ruin probabilities are obtained for the general risk models under weak assumptions. In addition, several risk models, including the newly defined united risk model and quasi-periodic risk model with interest rate, are studied.
AB - Lundberg-type inequalities for ruin probabilities of non-homogeneous risk models are presented in this paper. By employing martingale method, the upper bounds of ruin probabilities are obtained for the general risk models under weak assumptions. In addition, several risk models, including the newly defined united risk model and quasi-periodic risk model with interest rate, are studied.
U2 - 10.19195/0208-4147.0.0.0
DO - 10.19195/0208-4147.0.0.0
M3 - Article
JO - Probability and Mathematical Statistics
JF - Probability and Mathematical Statistics
SN - 0208-4147
ER -