The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569): Difference between revisions

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+On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
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+The supremum of a process with stationary independent and symmetric increments
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+ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS
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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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+Randomly weighted sums of subexponential random variables with application to ruin theory
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+On the supremum of an infinitely divisible process
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