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Lundberg-type inequalities for non-homogeneous risk models

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

DOI

https://doi.org/10.1080/15326349.2020.1835490
Final published version

Qianqian Zhou
Alexander Sakhanenko
Junyi Guo

Original language	English
Pages (from-to)	661-680
Number of pages	20
Journal	Stochastic Models
Volume	36
Issue number	4
DOIs	https://doi.org/10.1080/15326349.2020.1835490
Publication status	Published - 1 Oct 2020
Externally published	Yes

Research areas

Lundberg-type inequality, Martingale method, Non-homogeneous risk model, ruin probability, TIME RUIN PROBABILITY

OECD FOS+WOS

ID: 27144909