Lundberg inequality for a sort of risk process

MaRDI QIDQ3405162zbMATH OpenFDO

Authors Yihe Wang, Yijun Hu

Publication date 12 February 2010

zbMATH Keywords

martingaleruin probabilityrisk processLundberg inequality

Mathematics Subject Classification ID

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

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