Exponential bounds of ruin probabilities for non-homogeneous risk models

Lundberg-type inequalities for ruin probabilities of nonhomogeneous risk models are presented in this paper. By employing martingale method, the upper bounds of ruin probabilities are obtained for the general risk models under weak assumptions. In addition, several risk models, including the newly defined united risk model and quasi-periodic risk model with interest rate, are studied. 2010 AMS Mathematics Subject Classification: Primary: 91B30; Secondary: 60K10.