论文标题
非均匀风险模型的隆德伯格型不平等现象
Lundberg-type inequalities for non-homogeneous risk models
论文作者
论文摘要
在本文中，我们研究了非均匀风险模型的破坏概率。通过采用Martingale方法，在虚弱的假设下，获得了非均匀更新风险模型的破坏概率的不平等现象。此外，对于周期性和准周期风险模型，可以获得隆德伯格型不平等的调整系数。最后，举例说明了本文获得的估计更为准确，并且非均匀风险模型中的破坏概率可能是快速减少的，这对于同质性的情况是不可能的。
In this paper, we investigate the ruin probabilities of non-homogeneous risk models. By employing martingale method, the Lundberg-type inequalities of ruin probabilities of non-homogeneous renewal risk models are obtained under weak assumptions. In addition, for the periodic and quasi-periodic risk models the adjustment coefficients of the Lundberg-type inequalities are obtained. Finally, examples are presented to show that estimations obtained in this paper are more accurate and the ruin probability in non-homogeneous risk models may be fast decreasing which is impossible for the case of homogeneity.
