Exponential bounds of ruin probabilities for non-homogeneous risk models (Q5029381)
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scientific article; zbMATH DE number 7473154
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| English | Exponential bounds of ruin probabilities for non-homogeneous risk models |
scientific article; zbMATH DE number 7473154 |
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Exponential bounds of ruin probabilities for non-homogeneous risk models (English)
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14 February 2022
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non-homogeneous risk model
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martingale method
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ruin probability
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Lundberg-type inequality
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0.9120075702667236
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0.8502982258796692
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0.8475285172462463
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0.8355836272239685
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