Upper and Lower Bounds for a Finite-Type Ruin Probability in a Nonhomogeneous Risk Process

Author:

Raducan Anisoara Maria,Vernic Raluca,Zbaganu Gheorghita

Publisher

Elsevier BV

Reference12 articles.

1. A Lundbergtype inequality for an inhomogeneous renewal risk model;I M Andrulyt� E;Modern Stochastics: Theory and Applications,2015

2. The exponential moment tail of inhomogeneous renewal process;E Bernackait� E;Statistics & Probability Letters,2015

3. Finite-time ruin probability in the inhomogeneous claim case;K Blazevicius;Lithuanian Mathematical Journal,2010

4. Ruin problems for a discrete time risk model with non-homogeneous conditions;A Castaner;Scandinavian Actuarial Journal,2013

5. Ruin probabilities with compounding assets for discrete time ?nite horizon problems, independent period claim sized and general premium structure;T G De Kok;Insurance: Mathematics and Economics,2003

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