Ruin Probabilities for Risk Models with Constant Interest

被引：0

作者：

H. H. Nguyen

机构：

[1] University of Finance and Marketing,

来源：

Ukrainian Mathematical Journal | 2020年 / 71卷

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D O I：

暂无

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学科分类号：

摘要：

We consider continuous-time risk models with m-dependent claim sizes and constant interest rate. Under certain special conditions, we obtain the upper bound for the infinite-time ruin probability. Our approach is based on the martingale methods.

引用

页码：1636 / 1642

页数：6

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