Large deviations results for subexponential tails, with applications to insurance risk (Q1374626): Difference between revisions

@@ Property / author @@
-Soren Asmussen
@@ Property / author: Soren Asmussen / rank @@
-Normal rank
@@ Property / author @@
-Claudia Klüppelberg
@@ Property / author: Claudia Klüppelberg / rank @@
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@@ Property / author @@
+Soren Asmussen
@@ Property / author: Soren Asmussen / rank @@
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@@ Property / author @@
+Claudia Klüppelberg
@@ Property / author: Claudia Klüppelberg / rank @@
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+How large delays build up in a GI/G/1 queue
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+Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue
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+Approximations for the probability of ruin within finite time
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4149(96)00087-7
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+W1994145980
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