Abstract 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-homogeneous renewal risk models are obtained under weak assumptions. In addition, for the periodic and quasi-periodic risk models the adjustment coefficients of the Lundberg-type inequalities are obtained. Finally, examples are presented to show that the estimations obtained in this paper are more accurate than those in the literatures and the ruin probabilities of non-homogeneous risk models may be fast decreasing which is impossible in the case of homogeneity.

中文翻译：

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非同质风险模型的 Lundberg 型不等式

摘要 在本文中，我们研究了非同质风险模型的破产概率。采用鞅法，在弱假设条件下，得到了非齐次更新风险模型的破产概率的Lundberg型不等式。此外，对于周期和准周期风险模型，获得了 Lundberg 型不等式的调整系数。最后，通过实例说明本文得到的估计比文献中的估计更准确，并且非同质风险模型的破产概率可能快速下降，这在同质情况下是不可能的。