Bibliographic Details
| Title: |
Lundberg-type inequalities for non-homogeneous risk models |
| Authors: |
Zhou, Qianqian, Sakhanenko, Alexander, Guo, Junyi |
| Publication Year: |
2020 |
| Collection: |
Mathematics |
| Subject Terms: |
Mathematics - Probability |
| More Details: |
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 models the adjustment coefficients of the Lundberg-type inequalities are obtained. Finally, examples are presented to show that estimations obtained in this paper are more accurate and the ruin probability in non-homogeneous risk models may be fast decreasing which is impossible for the case of homogeneity. |
| Document Type: |
Working Paper |
| Access URL: |
http://arxiv.org/abs/2004.11190 |
| Accession Number: |
edsarx.2004.11190 |
| Database: |
arXiv |
