The finite time ruin probability with the same heavy-tailed insurance and financial risks (Q2577656): Difference between revisions

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+https://doi.org/10.1007/s10255-005-0226-y
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+W2047072943
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+Subexponentiality of the product of independent random variables
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+Q4343010
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+On the ruin probabilities in a general economic environment
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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