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.
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