2 citations · 5 across the 9 of their papers we have counts for
3 papers · 2 filters
Exponential bounds of ruin probabilities for non-homogeneous risk models
Qianqian Zhou, Alexander Sakhanenko, Junyi Guo
Lundberg-type inequalities for ruin probabilities of non-homogeneous risk models are presented in this paper. By employing martingale method, the upper bounds of ruin probabilities…
Prokhorov distance with rates of convergence under sublinear expectations
Qianqian Zhou, Alexander Sakhanenko, Junyi Guo
Prokhorov distances under sublinear expectations are presented in CLT and functional CLT, and the convergence rates for them are obtained by Lindeberg method. In particular, the ob…
Lundberg-type inequalities for non-homogeneous risk models
Qianqian Zhou, Alexander Sakhanenko, Junyi Guo
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-hom…