Recommendations
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Second Order Behaviour of Ruin Probabilities
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models
- Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
Cites work
- scientific article; zbMATH DE number 3755546 (Why is no real title available?)
- scientific article; zbMATH DE number 3500818 (Why is no real title available?)
- scientific article; zbMATH DE number 1203319 (Why is no real title available?)
- scientific article; zbMATH DE number 3322619 (Why is no real title available?)
- Approximations for the probability of ruin within finite time
- Asymptotic ruin probabilities when exponential moments do not exist
- Convergence rates for M/G/1 queues and ruin problems with heavy tails
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Large deviations results for subexponential tails, with applications to insurance risk
- Saddlepoint approximations for the probability of ruin in finite time
- The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence
Cited in
(9)- Approximations for the probability of ruin within finite time
- Symbolic calculation of the moments of the time of ruin.
- An asymptotic expression for the probability of ruin within finite time
- Second Order Behaviour of Ruin Probabilities
- On One Estimate of the Ruin Probability
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Ruin probabilities in models of resource management and insurance: a synthesis
- Ruin probability for a risk model
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