Approximations for the probability of ruin within finite time (Q3685056): 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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+On Deviations of the Sample Mean
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+Ruin probabilities expressed in terms of ladder height distributions
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+Some general results for many server queues
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+A class of approximations of ruin probabilities
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+A remark on ‘A class of approximations of ruin probabilities’
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+Diffusion approximations in collective risk theory
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+Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞)
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+On the Ruin Problem of Collective Risk Theory
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+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
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+Corrected diffusion approximations in certain random walk problems
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+Analytical best upper bounds on stop-loss premiums
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+The exponential rate of convergence of the distribution of the maximum of a random walk
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+Heavy Traffic Limit Theorems for Queues: A Survey
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+Some Useful Functions for Functional Limit Theorems
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