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Ruin probabilities for risk models with constant interest

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.

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Bibliographic Details
Date:	2026
Main Authors:	Nguyen, Huy Hoang, Нгуен, Хай Хоанг
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2026
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/1525
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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