一类非齐次更新风险模型的Lundberg型不等式
A Lundberg-type inequality for an inhomogeneous renewal risk model
摘要：
在非齐次更新风险模型下，得到了一个Lundberg型不等式.我们考虑索赔额和事件间隔时间独立但不一定同分布的模型。为了证明主要定理，我们首先给出并证明了一个关于负向渐近漂移的随机变量和的大值的辅助引理。
英文摘要：
We obtain a Lundberg-type inequality in the case of an inhomogeneous renewal risk model. We consider the model with independent, but not necessarily identically distributed, claim sizes and the interoccurrence times. In order to prove the main theorem, we first formulate and prove an auxiliary lemma on large values of a sum of random variables asymptotically drifted in the negative direction.
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