TY - JOUR AU - Huy Hoang Nguyen PY - 2019/10/25 Y2 - 2024/03/28 TI - Ruin probabilities for risk models with constant interest JF - Ukrains’kyi Matematychnyi Zhurnal JA - Ukr. Mat. Zhurn. VL - 71 IS - 10 SE - Short communications DO - UR - https://umj.imath.kiev.ua/index.php/umj/article/view/1525 AB - UDC 519.21 We consider continuous-time risk models with $m$-dependent claim sizes and constant interest rate. Under some special conditions, we obtain the upper bound for the infinite-time ruin probability. Our approach is based on the martingale methods. ER -