Yang, Hailiang Non-exponential bounds for ruin probabilities with interest effect included. (English) Zbl 0922.62113 Scand. Actuarial J. 1999, No. 1, 66-79 (1999). The first part of this article demonstrates how martingale techniques, in particularly simple martingale inequalities, can be used to obtain both exponential and non-exponential upper bounds for ruin probabilities. In the second part, the author discusses a risk model that includes the interest effect to the surplus process and obtains the upper bounds using the martingale approach. Reviewer: N.M.Zinchenko (Kyïv) Cited in 1 ReviewCited in 19 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 60G44 Martingales with continuous parameter 91B30 Risk theory, insurance (MSC2010) Keywords:ruin probability; martingale inequalities; Lundberg’s inequality; new worse then used distribution; new better then used distribution; decreasing failure rate distribution; investment income; interest rates PDFBibTeX XMLCite \textit{H. Yang}, Scand. Actuarial J. 1999, No. 1, 66--79 (1999; Zbl 0922.62113) Full Text: DOI References: [1] Bjork T., Scand Actuar.J. pp 77– (1988) [2] Bowers N. L., Actuarial mathematics (1986) · Zbl 0634.62107 [3] DOI: 10.1016/0167-6687(87)90019-9 · Zbl 0622.62098 · doi:10.1016/0167-6687(87)90019-9 [4] Dellacherie C., Probability and potential B. (1982) [5] Gerber H. U., Vereinigung schweizerischer Versicherungsmathematiker pp 205– (1973) [6] Liptser R. S., Statistics of random processes (1977) · Zbl 0364.60004 [7] DOI: 10.2307/3215152 · Zbl 0812.60084 · doi:10.2307/3215152 [8] DOI: 10.1016/0167-6687(94)00019-0 · Zbl 0814.62070 · doi:10.1016/0167-6687(94)00019-0 [9] DOI: 10.2307/3215275 · Zbl 0848.60082 · doi:10.2307/3215275 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.