论文标题
非均匀风险模型的废墟概率的指数界限
Exponential bounds of ruin probabilities for non-homogeneous risk models
论文作者
论文摘要
本文介绍了伦德伯格型毁灭概率的不平等现象。通过采用Martingale方法，在弱假设下，获得了一般风险模型的废墟概率的上限。此外，还研究了几种风险模型，包括新定义的联合风险模型和具有利率的准周期风险模型。
Lundberg-type inequalities for ruin probabilities of non-homogeneous risk models are presented in this paper. By employing martingale method, the upper bounds of ruin probabilities are obtained for the general risk models under weak assumptions. In addition, several risk models, including the newly defined united risk model and quasi-periodic risk model with interest rate, are studied.
