Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904): Difference between revisions

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+Asymptotic property of the distribution of the maxima of a random walk
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+Asymptotics of stochastic networks with subexponential service times
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+Second-order asymptotics for the ruin probability in the case of very large claims
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+Second Order Behaviour of Ruin Probabilities
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+Normal rank
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+Second order behaviour of ruin probabilities in the case of large claims
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+Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
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+Q4726487
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+Normal rank
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+Large deviation probabilities for random walks with semiexponential distributions
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+Q4802791
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Convolutions of Long-Tailed and Subexponential Distributions
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Non-life insurance mathematics. An introduction with stochastic processes.
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+Large deviations of heavy-tailed sums with applications in insurance
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+A Combinatorial Lemma and Its Application to Probability Theory
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