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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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.
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页码：1636 / 1642
页数：6
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