Ruin probabilities in perturbed risk models (Q1265920): Difference between revisions

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+Large claims approximations for risk processes in a Markovian environment
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+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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+Convolution tails, product tails and domains of attraction
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+Q2771982
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+On convolution tails
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Q5624436
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Q5637709
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+Asymptotic results for multiplexing subexponential on-off processes
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+A note on martingale inequalities for fluid models
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+The superposition of alternating on-off flows and a fluid model
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+Q4004226
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
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+Publication:1265920