Kizinevič, Edita; Šiaulys, Jonas - In: Risks : open access journal 6 (2018) 1, pp. 1-17
In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arrival times are independent but possibly non-identically distributed. The easily verifiable conditions are found such that the ultimate ruin probability of the model satisfies the exponential estimate...