Upper and Lower Bounds for a Finite-Type Ruin Probability in a Nonhomogeneous Risk Process
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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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2. On sequential maxima of geometric sample means, with extension to the ruin probability;Filomat;2022
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