Lundberg inequality for a sort of risk process

zbMATH Open1199.91107MaRDI QIDQ3405162FDOQ3405162

Authors: Yihe Wang, Yijun Hu 

Publication date: 12 February 2010

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zbMATH Keywords

martingaleruin probabilityrisk processLundberg inequality

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (4)

• Lundberg-type inequalities for non-homogeneous risk models
• Title not available (Why is that?)
• \(L_p\)-metric under the location-independent risk ordering of random variables
• A Lundberg-type inequality for an inhomogeneous renewal risk model

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