A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773)
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| English | A Lundberg-type inequality for an inhomogeneous renewal risk model |
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A Lundberg-type inequality for an inhomogeneous renewal risk model (English)
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15 November 2016
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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.
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inhomogeneous model
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renewal model
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Lundberg-type inequality
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exponential bound
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ruin probability
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