A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Lundberg-type inequality for an inhomogeneous renewal risk model |
scientific article; zbMATH DE number 6652921
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Lundberg-type inequality for an inhomogeneous renewal risk model |
scientific article; zbMATH DE number 6652921 |
Statements
A Lundberg-type inequality for an inhomogeneous renewal risk model (English)
0 references
15 November 2016
0 references
The authors of the present paper obtain a Lundberg-type inequality (exponential bound for ruin probability) for the risk model with independent, but not necessarily identically distributed, claim sizes and the inter-occurrence times. They call this risk model an inhomogeneous renewal risk model.
0 references
inhomogeneous model
0 references
renewal model
0 references
Lundberg-type inequality
0 references
exponential bound
0 references
ruin probability
0 references
0 references
0 references
0 references
0 references
0.8621708750724792
0 references
0.8375912308692932
0 references
0.8057920932769775
0 references
0.8002992272377014
0 references
0.7938337922096252
0 references
