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

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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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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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