Conditional law of risk processes given that ruin occurs (Q659222): Difference between revisions

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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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+Large deviations results for subexponential tails, with applications to insurance risk
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+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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+Optimal dividends in the dual model
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+Exponential inequalities for ruin probabilities in the Cox case
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+Martingales and insurance risk
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+Q3680030
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+Q3136505
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q4343010
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+Q3721531
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Q5637709
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+On the Time Value of Ruin
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+Q4230625
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+An extension to the renewal theorem and an application to risk theory
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+On the Distribution of the Surplus Prior and at Ruin
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+Q4489978
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+Q5434181
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