Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875): Difference between revisions

@@ Property / cites work @@
+Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4396372
@@ Property / cites work: Q4396372 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations results for subexponential tails, with applications to insurance risk
+Normal rank
@@ Property / cites work @@
+The rate of convergence for subexponential distributions
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
+Normal rank
@@ Property / cites work @@
+Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+Insurance with borrowing: first- and second-order approximations
+Normal rank
@@ Property / cites work @@
+On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
+Normal rank
@@ Property / cites work @@
+Risk concentration and diversification: second-order properties
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Note on the inversion theorem
@@ Property / cites work: Note on the inversion theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
+Normal rank
@@ Property / cites work @@
+Second order subexponential distributions with finite mean and their applications to subordinated distributions
+Normal rank
@@ Property / cites work @@
+Second order behaviour of the tail of a subordinated probability distribution
+Normal rank
@@ Property / cites work @@
+Theory prob. appl.
@@ Property / cites work: Theory prob. appl. / rank @@
+Normal rank
@@ Property / cites work @@
+The Non-Absolute Convergence of Gil-Pelaez' Inversion Integral
+Normal rank