Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753): Difference between revisions

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+W3123697640
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+A ruin model with dependence between claim sizes and claim intervals
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+On the discounted penalty function in a Markov-dependent risk model
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Analysis of the Expected Shortfall of Aggregate Dependent Risks
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Convolution tails, product tails and domains of attraction
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+Q4343010
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
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+Reinsurance of large claims
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+Q5706744
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+On Interchanging Limits and Integrals
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+Q3771297
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+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
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+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
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