@article{(Open Science Index):https://publications.waset.org/pdf/5556,
	  title     = {Ruin Probabilities with Dependent Rates of Interest and Autoregressive Moving Average Structures},
	  author    = {Fenglong Guo and  Dingcheng Wang},
	  country	= {},
	  institution	= {},
	  abstract     = {This paper studies ruin probabilities in two discrete-time
risk models with premiums, claims and rates of interest modelled by
three autoregressive moving average processes. Generalized Lundberg
inequalities for ruin probabilities are derived by using recursive
technique. A numerical example is given to illustrate the applications
of these probability inequalities.},
	    journal   = {International Journal of Mathematical and Computational Sciences},
	  volume    = {6},
	  number    = {8},
	  year      = {2012},
	  pages     = {865 - 870},
	  ee        = {https://publications.waset.org/pdf/5556},
	  url   	= {https://publications.waset.org/vol/68},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 68, 2012},
	}