Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915): Difference between revisions

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+On ruin probability and aggregate claim representations for Pareto claim size distributions
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+Ruin probability with certain stationary stable claims generated by conservative flows
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+Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
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+On the SPH-distribution class
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+A solution to the ruin problem for Pareto distributions.
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+Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service
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