Ruin probabilities for risk models with constant interest
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.
How to Cite
Nguyen, H. H. “Ruin Probabilities for Risk Models With Constant Interest”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 71, no. 10, Oct. 2019, pp. 1430-4, https://umj.imath.kiev.ua/index.php/umj/article/view/1525.