The finite-time ruin probability for an inhomogeneous renewal risk model
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Publication:2358483
DOI10.3934/jimo.2016012zbMath1369.91078OpenAlexW2326547818MaRDI QIDQ2358483
Emilija Bernackaitė, Jonas Šiaulys
Publication date: 15 June 2017
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2016012
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Related Items (4)
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ Lundberg-type inequalities for non-homogeneous risk models ⋮ Ruin probability for the bi-seasonal discrete time risk model with dependent claims ⋮ Exponential bounds of ruin probabilities for non-homogeneous risk models
Cites Work
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