Ruin under interest force and subexponential claims: a simple treatment.

Cites work

scientific article; zbMATH DE number 1026574 (Why is no real title available?)
Ruin estimates under interest force
Ruin probabilities in the presence of heavy-tails and interest rates
Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
The adjustment function in ruin estimates under interest force

Cited in

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Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
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A note on discounted compound renewal sums under dependency
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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
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POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
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The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times

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