Power estimates for ruin probabilities (Q5697199): Difference between revisions

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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Large deviations results for subexponential tails, with applications to insurance risk
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+Large claims approximations for risk processes in a Markovian environment
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Large deviations for generalized compound Poisson risk models and its bankruptcy moments
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+Ruin probabilities in the presence of heavy-tails and interest rates
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+On the typical level crossing time and path
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+Rough descriptions of ruin for a general class of surplus processes
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+On the ruin probabilities in a general economic environment
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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