Journal of Mathematical Inequalities · Volume 18, Issue 2

Inequalities for the probability of ruin in a reinsurance risk model with m-dependence assumptions

18-38 Pages 705-717 DOI 10.7153/jmi-2024-18-38

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Authors

Nguyen Huy Hoang Tran Thi Hai Ly Nguyen Quang Chung

Keywords

discrete time risk model reinsurance m-dependence random variables ultimate ruin probability Martingale process recursive equation

Subject classes

91B30 60K05 60K10