Cited by 9
A Lundberg-type inequality for an inhomogeneous renewal risk model

Exponential moments of simultaneous hitting time for non-atomic Markov chains
Vitaliy Golomoziy
Journal:  Glasnik Matematicki Volume 57, Issue 1 (2022), p. 129
Lundberg-type inequalities for non-homogeneous risk models
Qianqian Zhou, Alexander Sakhanenko, Junyi Guo
Journal:  Stochastic Models Volume 36, Issue 4 (2020), p. 661
Martingale Approach to Derive Lundberg-Type Inequalities
Tautvydas Kuras, Jonas Sprindys, Jonas Šiaulys
Journal:  Mathematics Volume 8, Issue 10 (2020), p. 1742
Solution of Ruin Probability for Continuous Time Model Based on Block Trigonometric Exponential Neural Network
Yinghao Chen, Chun Yi, Xiaoliang Xie, Muzhou Hou, Yangjin Cheng
Journal:  Symmetry Volume 12, Issue 6 (2020), p. 876
The Exponential Estimate of the Ultimate Ruin Probability for the Non-Homogeneous Renewal Risk Model
Edita Kizinevič, Jonas Šiaulys
Journal:  Risks Volume 6, Issue 1 (2018), p. 20
The finite-time ruin probability for an inhomogeneous renewal risk model
Emilija Bernackaitė, Jonas Šiaulys
Journal:  Journal of Industrial & Management Optimization Volume 13, Issue 1 (2017), p. 207
Pub. online: 8 Dec 2017      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 315–351
Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy
Olena Ragulina, Jonas Šiaulys
Journal:  Mathematics Volume 8, Issue 11 (2020), p. 1885
Upper and Lower Bounds for a Finite-Type Ruin Probability in a Nonhomogeneous Risk Process
Anisoara Maria Raducan, Raluca Vernic, Gheorghita Zbaganu
Journal:  SSRN Electronic Journal (2016)