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Exponential bounds of ruin probabilities for non-homogeneous risk models. / Zhou, Qianqian; Саханенко, Александр Иванович; Guo, Junyi.

In: Probability and Mathematical Statistics, 2020.

Research output: Contribution to journal › Article › peer-review

Harvard

Zhou, Q, Саханенко, АИ & Guo, J 2020, 'Exponential bounds of ruin probabilities for non-homogeneous risk models', Probability and Mathematical Statistics. https://doi.org/10.19195/0208-4147.0.0.0

APA

Zhou, Q., Саханенко, А. И., & Guo, J. (2020). Exponential bounds of ruin probabilities for non-homogeneous risk models. Probability and Mathematical Statistics. https://doi.org/10.19195/0208-4147.0.0.0

Vancouver

Zhou Q, Саханенко АИ, Guo J. Exponential bounds of ruin probabilities for non-homogeneous risk models. Probability and Mathematical Statistics. 2020. doi: 10.19195/0208-4147.0.0.0

Author

Zhou, Qianqian ; Саханенко, Александр Иванович ; Guo, Junyi. / Exponential bounds of ruin probabilities for non-homogeneous risk models. In: Probability and Mathematical Statistics. 2020.

BibTeX

@article{7de29dbe85414281a93ead93233a8156,
title = "Exponential bounds of ruin probabilities for non-homogeneous risk models",
abstract = "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.",
author = "Qianqian Zhou and Саханенко, {Александр Иванович} and Junyi Guo",
year = "2020",
doi = "10.19195/0208-4147.0.0.0",
language = "English",
journal = "Probability and Mathematical Statistics",
issn = "0208-4147",
publisher = "PWN-Polish Scientific Publishers",

}

RIS

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 -

ID: 27125420