Yang, Yang; Wang, Xinzhi; Chen, Shaoying Second order asymptotics for infinite-time ruin probability in a compound renewal risk model. (English) Zbl 07554103 Methodol. Comput. Appl. Probab. 24, No. 2, 1221-1236 (2022). MSC: 91B05 60K10 60G50 62P05 65C05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1221--1236 (2022; Zbl 07554103) Full Text: DOI OpenURL
Zhang, Benjamin J.; Sahai, Tuhin; Marzouk, Youssef M. A Koopman framework for rare event simulation in stochastic differential equations. (English) Zbl 07518103 J. Comput. Phys. 456, Article ID 111025, 27 p. (2022). MSC: 60Hxx 65Cxx 60Jxx PDF BibTeX XML Cite \textit{B. J. Zhang} et al., J. Comput. Phys. 456, Article ID 111025, 27 p. (2022; Zbl 07518103) Full Text: DOI OpenURL
Lin, Jianxi Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims. (English) Zbl 07532943 Commun. Stat., Theory Methods 50, No. 5, 1200-1209 (2021). MSC: 91B30 62E20 60G50 62-XX PDF BibTeX XML Cite \textit{J. Lin}, Commun. Stat., Theory Methods 50, No. 5, 1200--1209 (2021; Zbl 07532943) Full Text: DOI OpenURL
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim Functional sensitivity analysis of ruin probability in the classical risk models. (English) Zbl 1485.91054 Scand. Actuar. J. 2021, No. 10, 936-968 (2021). MSC: 91B05 PDF BibTeX XML Cite \textit{F. Cheurfa} et al., Scand. Actuar. J. 2021, No. 10, 936--968 (2021; Zbl 1485.91054) Full Text: DOI OpenURL
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDF BibTeX XML Cite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI OpenURL
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI OpenURL
Bareche, Aicha; Cherfaoui, Mouloud Sensitivity of the stability bound for ruin probabilities to claim distributions. (English) Zbl 1437.91459 Methodol. Comput. Appl. Probab. 21, No. 4, 1259-1281 (2019). MSC: 91G70 91G05 62G32 PDF BibTeX XML Cite \textit{A. Bareche} and \textit{M. Cherfaoui}, Methodol. Comput. Appl. Probab. 21, No. 4, 1259--1281 (2019; Zbl 1437.91459) Full Text: DOI OpenURL
Heiny, Johannes Random matrix theory for heavy-tailed time series. (English) Zbl 1416.15029 J. Math. Sci., New York 237, No. 5, 652-666 (2019). MSC: 15B52 60B20 PDF BibTeX XML Cite \textit{J. Heiny}, J. Math. Sci., New York 237, No. 5, 652--666 (2019; Zbl 1416.15029) Full Text: DOI OpenURL
Butler, Ronald W. Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions. (English) Zbl 1418.60010 J. Appl. Probab. 56, No. 1, 307-338 (2019). MSC: 60E10 41A60 PDF BibTeX XML Cite \textit{R. W. Butler}, J. Appl. Probab. 56, No. 1, 307--338 (2019; Zbl 1418.60010) Full Text: DOI OpenURL
Psarrakos, Georgios; Sordo, Miguel A. On a family of risk measures based on proportional hazards models and tail probabilities. (English) Zbl 1411.91309 Insur. Math. Econ. 86, 232-240 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{M. A. Sordo}, Insur. Math. Econ. 86, 232--240 (2019; Zbl 1411.91309) Full Text: DOI OpenURL
Kamphorst, Bart; Zwart, Bert Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift. (English) Zbl 1403.60038 Stochastic Processes Appl. 129, No. 2, 572-603 (2019). MSC: 60G51 60K25 PDF BibTeX XML Cite \textit{B. Kamphorst} and \textit{B. Zwart}, Stochastic Processes Appl. 129, No. 2, 572--603 (2019; Zbl 1403.60038) Full Text: DOI arXiv Link OpenURL
Degelmann, Moritz; Hamm, Anna-Maria; Weber, Stefan The impact of insurance premium taxation. (English) Zbl 1416.91169 Eur. Actuar. J. 8, No. 1, 127-167 (2018). MSC: 91B30 91B64 PDF BibTeX XML Cite \textit{M. Degelmann} et al., Eur. Actuar. J. 8, No. 1, 127--167 (2018; Zbl 1416.91169) Full Text: DOI OpenURL
Kievinaitė, Dominyka; Šiaulys, Jonas Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. (English) Zbl 1393.91100 Mod. Stoch., Theory Appl. 5, No. 2, 129-143 (2018). MSC: 91B30 60K10 60G50 62P05 PDF BibTeX XML Cite \textit{D. Kievinaitė} and \textit{J. Šiaulys}, Mod. Stoch., Theory Appl. 5, No. 2, 129--143 (2018; Zbl 1393.91100) Full Text: DOI arXiv OpenURL
Bernackaitė, Emilija; Šiaulys, Jonas The finite-time ruin probability for an inhomogeneous renewal risk model. (English) Zbl 1369.91078 J. Ind. Manag. Optim. 13, No. 1, 207-222 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{E. Bernackaitė} and \textit{J. Šiaulys}, J. Ind. Manag. Optim. 13, No. 1, 207--222 (2017; Zbl 1369.91078) Full Text: DOI OpenURL
Davis, Richard A.; Heiny, Johannes; Mikosch, Thomas; Xie, Xiaolei Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series. (English) Zbl 1384.60023 Extremes 19, No. 3, 517-547 (2016). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{R. A. Davis} et al., Extremes 19, No. 3, 517--547 (2016; Zbl 1384.60023) Full Text: DOI arXiv OpenURL
Bladt, Mogens; Nielsen, Bo Friis; Samorodnitsky, Gennady Calculation of ruin probabilities for a dense class of heavy tailed distributions. (English) Zbl 1401.62204 Scand. Actuar. J. 2015, No. 7, 573-591 (2015). MSC: 62P05 91B30 62G32 60K05 62E10 62G07 PDF BibTeX XML Cite \textit{M. Bladt} et al., Scand. Actuar. J. 2015, No. 7, 573--591 (2015; Zbl 1401.62204) Full Text: DOI Link OpenURL
Wüthrich, Mario V. From ruin theory to solvency in non-life insurance. (English) Zbl 1401.91202 Scand. Actuar. J. 2015, No. 6, 516-526 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{M. V. Wüthrich}, Scand. Actuar. J. 2015, No. 6, 516--526 (2015; Zbl 1401.91202) Full Text: DOI OpenURL
Andrulytė, Ieva Marija; Bernackaitė, Emilija; Kievinaitė, Dominyka; Šiaulys, Jonas A Lundberg-type inequality for an inhomogeneous renewal risk model. (English) Zbl 1414.91157 Mod. Stoch., Theory Appl. 2, No. 2, 173-184 (2015). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60K10 60G50 PDF BibTeX XML Cite \textit{I. M. Andrulytė} et al., Mod. Stoch., Theory Appl. 2, No. 2, 173--184 (2015; Zbl 1414.91157) Full Text: DOI arXiv OpenURL
Bareche, Aicha; Cherfaoui, Mouloud; Aïssani, Djamil Quality of the approximation of ruin probabilities regarding to large claims. (English) Zbl 1337.91045 Thi, Hoai An Le (ed.) et al., Advanced computational methods for knowledge engineering. Proceedings of 3rd international conference on computer science, applied mathematics and applications – ICCSAMA 2015. Extended versions of papers, Metz, France, May 11–13, 2015. Cham: Springer (ISBN 978-3-319-17995-7/pbk; 978-3-319-17996-4/ebook). Advances in Intelligent Systems and Computing 358, 119-126 (2015). MSC: 91B30 65C20 PDF BibTeX XML Cite \textit{A. Bareche} et al., Adv. Intell. Syst. Comput. 358, 119--126 (2015; Zbl 1337.91045) Full Text: DOI OpenURL
Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel Phantom distribution functions for some stationary sequences. (English) Zbl 1337.60049 Extremes 18, No. 4, 697-725 (2015). MSC: 60G10 60G70 60F99 PDF BibTeX XML Cite \textit{P. Doukhan} et al., Extremes 18, No. 4, 697--725 (2015; Zbl 1337.60049) Full Text: DOI arXiv OpenURL
Beck, Sergej; Blath, Jochen; Scheutzow, Michael A new class of large claim size distributions: definition, properties, and ruin theory. (English) Zbl 1362.60007 Bernoulli 21, No. 4, 2457-2483 (2015). MSC: 60E05 60E07 60G70 PDF BibTeX XML Cite \textit{S. Beck} et al., Bernoulli 21, No. 4, 2457--2483 (2015; Zbl 1362.60007) Full Text: DOI arXiv Euclid OpenURL
Vatamidou, E.; Adan, I. J. B. F.; Vlasiou, M.; Zwart, B. On the accuracy of phase-type approximations of heavy-tailed risk models. (English) Zbl 1401.62215 Scand. Actuar. J. 2014, No. 6, 510-534 (2014). MSC: 62P05 91B30 62M15 62G32 62E15 PDF BibTeX XML Cite \textit{E. Vatamidou} et al., Scand. Actuar. J. 2014, No. 6, 510--534 (2014; Zbl 1401.62215) Full Text: DOI arXiv Link OpenURL
Masiello, Esterina On semiparametric estimation of ruin probabilities in the classical risk model. (English) Zbl 1401.62212 Scand. Actuar. J. 2014, No. 4, 283-308 (2014). MSC: 62P05 62F40 62F12 91B30 PDF BibTeX XML Cite \textit{E. Masiello}, Scand. Actuar. J. 2014, No. 4, 283--308 (2014; Zbl 1401.62212) Full Text: DOI HAL OpenURL
Hernández, Lorenzo; Tejero, Jorge; Suárez, Alberto; Carrillo-Menéndez, Santiago Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation. (English) Zbl 1325.62012 Stat. Comput. 24, No. 3, 377-397 (2014). MSC: 62-07 62E10 62N01 91B30 PDF BibTeX XML Cite \textit{L. Hernández} et al., Stat. Comput. 24, No. 3, 377--397 (2014; Zbl 1325.62012) Full Text: DOI arXiv Link OpenURL
Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy A survey of some recent results on risk theory. (English) Zbl 1338.62186 ESAIM, Proc. 44, 322-337 (2014). MSC: 62P05 91B30 62-02 PDF BibTeX XML Cite \textit{F. Avram} et al., ESAIM, Proc. 44, 322--337 (2014; Zbl 1338.62186) Full Text: DOI OpenURL
Schmidli, Hanspeter A note on Gerber-Shiu functions with an application. (English) Zbl 1411.91315 Silvestrov, Dmitrii (ed.) et al., Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11–14, 2013. Cham: Springer. EAA Series, 21-36 (2014). MSC: 91B30 60K10 44A10 PDF BibTeX XML Cite \textit{H. Schmidli}, in: Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11--14, 2013. Cham: Springer. 21--36 (2014; Zbl 1411.91315) Full Text: DOI OpenURL
Yu, Changjun; Wang, Yuebao Tail behavior of supremum of a random walk when Cramér’s condition fails. (English) Zbl 1322.60053 Front. Math. China 9, No. 2, 431-453 (2014). MSC: 60G50 60F99 60K05 60E05 91B30 PDF BibTeX XML Cite \textit{C. Yu} and \textit{Y. Wang}, Front. Math. China 9, No. 2, 431--453 (2014; Zbl 1322.60053) Full Text: DOI OpenURL
Villani, A. Exact tail asymptotics of a tandem queue with LRD service times. (English) Zbl 1305.90128 J. Math. Sci., New York 196, No. 1, 102-114 (2014). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{A. Villani}, J. Math. Sci., New York 196, No. 1, 102--114 (2014; Zbl 1305.90128) Full Text: DOI OpenURL
Lelarge, M.; Villani, A. Exact tail asymptotics of a queue with LRD input traffic. (English) Zbl 1305.60096 J. Math. Sci., New York 196, No. 1, 57-69 (2014). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{M. Lelarge} and \textit{A. Villani}, J. Math. Sci., New York 196, No. 1, 57--69 (2014; Zbl 1305.60096) Full Text: DOI Link OpenURL
Vatamidou, E.; Adan, I. J. B. F.; Vlasiou, M.; Zwart, B. Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. (English) Zbl 1304.60099 Insur. Math. Econ. 53, No. 2, 366-378 (2013). MSC: 60K10 91B30 60G70 PDF BibTeX XML Cite \textit{E. Vatamidou} et al., Insur. Math. Econ. 53, No. 2, 366--378 (2013; Zbl 1304.60099) Full Text: DOI arXiv Link OpenURL
Dutang, C.; Lefèvre, C.; Loisel, S. On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. (English) Zbl 1290.91084 Insur. Math. Econ. 53, No. 3, 774-785 (2013). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{C. Dutang} et al., Insur. Math. Econ. 53, No. 3, 774--785 (2013; Zbl 1290.91084) Full Text: DOI OpenURL
Zhu, Lingjiong Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims. (English) Zbl 1290.91107 Insur. Math. Econ. 53, No. 3, 544-550 (2013). MSC: 91B30 60G55 60F10 PDF BibTeX XML Cite \textit{L. Zhu}, Insur. Math. Econ. 53, No. 3, 544--550 (2013; Zbl 1290.91107) Full Text: DOI arXiv OpenURL
Mikosch, Thomas; Rezapour, Mohsen Stochastic volatility models with possible extremal clustering. (English) Zbl 1286.91144 Bernoulli 19, No. 5A, 1688-1713 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G30 60G55 91B70 PDF BibTeX XML Cite \textit{T. Mikosch} and \textit{M. Rezapour}, Bernoulli 19, No. 5A, 1688--1713 (2013; Zbl 1286.91144) Full Text: DOI arXiv OpenURL
Alparslan, Uğur Tuncay Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift. (English) Zbl 1281.60046 Stoch. Models 29, No. 3, 380-411 (2013). Reviewer: George Stoica (Saint John) MSC: 60G52 60G10 PDF BibTeX XML Cite \textit{U. T. Alparslan}, Stoch. Models 29, No. 3, 380--411 (2013; Zbl 1281.60046) Full Text: DOI OpenURL
Mikosch, Thomas; Wintenberger, Olivier Precise large deviations for dependent regularly varying sequences. (English) Zbl 1276.60029 Probab. Theory Relat. Fields 156, No. 3-4, 851-887 (2013). MSC: 60F10 60J05 60G70 PDF BibTeX XML Cite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 156, No. 3--4, 851--887 (2013; Zbl 1276.60029) Full Text: DOI arXiv OpenURL
Buraczewski, D.; Damek, E.; Mikosch, T.; Zienkiewicz, J. Large deviations for solutions to stochastic recurrence equations under Kesten’s condition. (English) Zbl 1283.60043 Ann. Probab. 41, No. 4, 2755-2790 (2013). Reviewer: Chun Su (Hefei) MSC: 60F10 91B30 60G70 PDF BibTeX XML Cite \textit{D. Buraczewski} et al., Ann. Probab. 41, No. 4, 2755--2790 (2013; Zbl 1283.60043) Full Text: DOI arXiv Euclid OpenURL
Lin, Jianxi Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims. (English) Zbl 1284.91251 Insur. Math. Econ. 51, No. 2, 422-429 (2012). MSC: 91B30 60K10 60G70 60G50 PDF BibTeX XML Cite \textit{J. Lin}, Insur. Math. Econ. 51, No. 2, 422--429 (2012; Zbl 1284.91251) Full Text: DOI OpenURL
Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. (English) Zbl 1284.62119 Insur. Math. Econ. 51, No. 2, 382-392 (2012). MSC: 62E20 60G51 91B30 PDF BibTeX XML Cite \textit{P. S. Griffin} et al., Insur. Math. Econ. 51, No. 2, 382--392 (2012; Zbl 1284.62119) Full Text: DOI arXiv OpenURL
Blanchet, Jose; Liu, Jingchen Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks. (English) Zbl 1248.65016 Stochastic Processes Appl. 122, No. 8, 2994-3031 (2012). MSC: 65C50 60F05 60F17 60G50 65C05 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{J. Liu}, Stochastic Processes Appl. 122, No. 8, 2994--3031 (2012; Zbl 1248.65016) Full Text: DOI arXiv OpenURL
Fougeres, Anne-Laure; Mercadier, Cecile Risk measures and multivariate extensions of Breiman’s theorem. (English) Zbl 1246.91060 J. Appl. Probab. 49, No. 2, 364-384 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A.-L. Fougeres} and \textit{C. Mercadier}, J. Appl. Probab. 49, No. 2, 364--384 (2012; Zbl 1246.91060) Full Text: DOI Euclid OpenURL
Korshunov, Dmitry How to measure the accuracy of the subexponential approximation for the stationary single server queue. (English) Zbl 1275.60083 Queueing Syst. 68, No. 3-4, 261-266 (2011). MSC: 60K25 60F10 PDF BibTeX XML Cite \textit{D. Korshunov}, Queueing Syst. 68, No. 3--4, 261--266 (2011; Zbl 1275.60083) Full Text: DOI OpenURL
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. (English) Zbl 1275.91075 Appl. Stoch. Models Bus. Ind. 27, No. 3, 290-300 (2011). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Chen} et al., Appl. Stoch. Models Bus. Ind. 27, No. 3, 290--300 (2011; Zbl 1275.91075) Full Text: DOI OpenURL
Yang, Yang; Wang, Kaiyong Estimates for the tail probability of the supremum of a random walk with independent increments. (English) Zbl 1260.60087 Chin. Ann. Math., Ser. B 32, No. 6, 847-856 (2011). MSC: 60G50 60F99 60E05 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. Wang}, Chin. Ann. Math., Ser. B 32, No. 6, 847--856 (2011; Zbl 1260.60087) Full Text: DOI OpenURL
Dermitzakis, Vaios; Politis, Konstadinos Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion. (English) Zbl 1242.91090 Methodol. Comput. Appl. Probab. 13, No. 4, 749-761 (2011). MSC: 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{V. Dermitzakis} and \textit{K. Politis}, Methodol. Comput. Appl. Probab. 13, No. 4, 749--761 (2011; Zbl 1242.91090) Full Text: DOI OpenURL
Barbe, Ph.; McCormick, W. P. Veraverbeke’s theorem at large: on the maximum of some processes with negative drift and heavy tail innovations. (English) Zbl 1226.60064 Extremes 14, No. 1, 63-125 (2011). MSC: 60G50 60K30 62P05 62M10 60F10 60G22 60G70 PDF BibTeX XML Cite \textit{Ph. Barbe} and \textit{W. P. McCormick}, Extremes 14, No. 1, 63--125 (2011; Zbl 1226.60064) Full Text: DOI arXiv OpenURL
Konstantinides, Dimitrios G. Extremal subexponentiality in ruin probabilities. (English) Zbl 1227.62090 Commun. Stat., Theory Methods 40, No. 16, 2907-2918 (2011). MSC: 62P05 91B30 62E20 91B70 62G32 PDF BibTeX XML Cite \textit{D. G. Konstantinides}, Commun. Stat., Theory Methods 40, No. 16, 2907--2918 (2011; Zbl 1227.62090) Full Text: DOI OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. (English) Zbl 1229.91169 J. Math. Anal. Appl. 383, No. 1, 215-225 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Math. Anal. Appl. 383, No. 1, 215--225 (2011; Zbl 1229.91169) Full Text: DOI OpenURL
Olvera-Cravioto, Mariana; Glynn, Peter W. Uniform approximations for the \(M/G/1\) queue with subexponential processing times. (English) Zbl 1242.60095 Queueing Syst. 68, No. 1, 1-50 (2011). Reviewer: Jerzy Martyna (Kraków) MSC: 60K25 68M20 60F10 PDF BibTeX XML Cite \textit{M. Olvera-Cravioto} and \textit{P. W. Glynn}, Queueing Syst. 68, No. 1, 1--50 (2011; Zbl 1242.60095) Full Text: DOI arXiv OpenURL
Psarrakos, Georgios; Tsatsomeros, Michael Ratio monotonicity for tail probabilities in the renewal risk model. (English) Zbl 1216.60056 Probab. Eng. Inf. Sci. 25, No. 2, 171-185 (2011). MSC: 60K10 60E15 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{M. Tsatsomeros}, Probab. Eng. Inf. Sci. 25, No. 2, 171--185 (2011; Zbl 1216.60056) Full Text: DOI OpenURL
Olvera-Cravioto, Mariana; Blanchet, Jose; Glynn, Peter On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case. (English) Zbl 1216.41033 Ann. Appl. Probab. 21, No. 2, 645-668 (2011). MSC: 41A60 60F10 60F05 60G10 60G50 PDF BibTeX XML Cite \textit{M. Olvera-Cravioto} et al., Ann. Appl. Probab. 21, No. 2, 645--668 (2011; Zbl 1216.41033) Full Text: DOI arXiv OpenURL
Wang, Yuebao; Wang, Kaiyong Random walks with non-convolution equivalent increments and their applications. (English) Zbl 1214.60016 J. Math. Anal. Appl. 374, No. 1, 88-105 (2011). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60G50 60E05 60E07 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{K. Wang}, J. Math. Anal. Appl. 374, No. 1, 88--105 (2011; Zbl 1214.60016) Full Text: DOI OpenURL
Tang, Qihe; Wei, Li Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. (English) Zbl 1231.91243 Insur. Math. Econ. 46, No. 1, 19-31 (2010). MSC: 91B30 60K05 62E20 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{L. Wei}, Insur. Math. Econ. 46, No. 1, 19--31 (2010; Zbl 1231.91243) Full Text: DOI OpenURL
Conti, Pier Luigi; Masiello, Esterina Nonparametric statistical analysis of an upper bound of the ruin probability under large claims. (English) Zbl 1226.91023 Extremes 13, No. 4, 439-461 (2010). MSC: 91B30 62G08 62G20 62G32 PDF BibTeX XML Cite \textit{P. L. Conti} and \textit{E. Masiello}, Extremes 13, No. 4, 439--461 (2010; Zbl 1226.91023) Full Text: DOI OpenURL
Jiang, Tao Asymptotics of discounted aggregate claims for renewal risk model with risky investment. (English) Zbl 1237.62153 Appl. Math., Ser. B (Engl. Ed.) 25, No. 2, 209-216 (2010). MSC: 62P05 91B30 60K10 PDF BibTeX XML Cite \textit{T. Jiang}, Appl. Math., Ser. B (Engl. Ed.) 25, No. 2, 209--216 (2010; Zbl 1237.62153) Full Text: DOI OpenURL
Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. (English) Zbl 1224.91038 Scand. Actuar. J. 2010, No. 2, 105-135 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2010, No. 2, 105--135 (2010; Zbl 1224.91038) Full Text: DOI Link OpenURL
Aleškevičienė, A. On asymptotics of deficit distribution and its moments at the time of ruin. (English) Zbl 1203.91109 Lith. Math. J. 50, No. 1, 1-12 (2010). MSC: 91B30 60G50 60F10 PDF BibTeX XML Cite \textit{A. Aleškevičienė}, Lith. Math. J. 50, No. 1, 1--12 (2010; Zbl 1203.91109) Full Text: DOI OpenURL
Watanabe, Toshiro; Yamamuro, Kouji Local subexponentiality and self-decomposability. (English) Zbl 1215.60014 J. Theor. Probab. 23, No. 4, 1039-1067 (2010). Reviewer: Gennadiy M. Fel’dman (Khar’kov) MSC: 60E07 60G50 PDF BibTeX XML Cite \textit{T. Watanabe} and \textit{K. Yamamuro}, J. Theor. Probab. 23, No. 4, 1039--1067 (2010; Zbl 1215.60014) Full Text: DOI OpenURL
Kim, Jung-Kyung; Ayhan, Hayriye Tandem queues with subexponential service times and finite buffers. (English) Zbl 1205.60159 Queueing Syst. 66, No. 2, 195-209 (2010). Reviewer: Moshe Shaked (Tucson) MSC: 60K25 90B22 68M20 PDF BibTeX XML Cite \textit{J.-K. Kim} and \textit{H. Ayhan}, Queueing Syst. 66, No. 2, 195--209 (2010; Zbl 1205.60159) Full Text: DOI OpenURL
Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe The probabilities of absolute ruin in the renewal risk model with constant force of interest. (English) Zbl 1194.91094 J. Appl. Probab. 47, No. 2, 323-334 (2010). Reviewer: Kristina Sendova (London, Ontario) MSC: 91B30 60G70 60K05 PDF BibTeX XML Cite \textit{D. G. Konstantinides} et al., J. Appl. Probab. 47, No. 2, 323--334 (2010; Zbl 1194.91094) Full Text: DOI OpenURL
Biard, R.; Loisel, S.; Macci, C.; Veraverbeke, N. Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation. (English) Zbl 1192.91111 J. Math. Anal. Appl. 367, No. 2, 535-549 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60G55 PDF BibTeX XML Cite \textit{R. Biard} et al., J. Math. Anal. Appl. 367, No. 2, 535--549 (2010; Zbl 1192.91111) Full Text: DOI Link OpenURL
Kortschak, Dominik; Albrecher, Hansjörg An asymptotic expansion for the tail of compound sums of Burr distributed random variables. (English) Zbl 1185.62039 Stat. Probab. Lett. 80, No. 7-8, 612-620 (2010). MSC: 62E20 44A10 PDF BibTeX XML Cite \textit{D. Kortschak} and \textit{H. Albrecher}, Stat. Probab. Lett. 80, No. 7--8, 612--620 (2010; Zbl 1185.62039) Full Text: DOI Link OpenURL
Dermitzakis, Vaios; Pitts, Susan M.; Politis, Konstadinos Lundberg-type bounds and asymptotics for the moments of the time to ruin. (English) Zbl 1185.91093 Methodol. Comput. Appl. Probab. 12, No. 1, 155-175 (2010). Reviewer: Giovanni Puccetti (Firenze) MSC: 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{V. Dermitzakis} et al., Methodol. Comput. Appl. Probab. 12, No. 1, 155--175 (2010; Zbl 1185.91093) Full Text: DOI OpenURL
Albrecher, Hansjörg; Kortschak, Dominik On ruin probability and aggregate claim representations for Pareto claim size distributions. (English) Zbl 1231.91137 Insur. Math. Econ. 45, No. 3, 362-373 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{D. Kortschak}, Insur. Math. Econ. 45, No. 3, 362--373 (2009; Zbl 1231.91137) Full Text: DOI Link OpenURL
Wei, Li Ruin probability in the presence of interest earnings and tax payments. (English) Zbl 1231.91249 Insur. Math. Econ. 45, No. 1, 133-138 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Wei}, Insur. Math. Econ. 45, No. 1, 133--138 (2009; Zbl 1231.91249) Full Text: DOI OpenURL
Leipus, Remigijus; Šiaulys, Jonas Asymptotic behaviour of the finite-time ruin probability in renewal risk models. (English) Zbl 1224.91070 Appl. Stoch. Models Bus. Ind. 25, No. 3, 309-321 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 309--321 (2009; Zbl 1224.91070) Full Text: DOI OpenURL
Aleškevičienė, A.; Leipus, R.; Šiaulys, J. Second-order asymptotics of ruin probabilities for semiexponential claims. (English) Zbl 1182.91088 Lith. Math. J. 49, No. 4, 364-371 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Aleškevičienė} et al., Lith. Math. J. 49, No. 4, 364--371 (2009; Zbl 1182.91088) Full Text: DOI OpenURL
Tsitsiashvili, G. Sh. Computing ruin probability in the classical risk model. (English. Russian original) Zbl 1182.91096 Autom. Remote Control 70, No. 12, 2109-2115 (2009); translation from Avtom. Telemekh. 2009, No. 12, 187-194 (2009). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{G. Sh. Tsitsiashvili}, Autom. Remote Control 70, No. 12, 2109--2115 (2009; Zbl 1182.91096); translation from Avtom. Telemekh. 2009, No. 12, 187--194 (2009) Full Text: DOI OpenURL
Richards, Andrew On upper bounds for the tail distribution of geometric sums of subexponential random variables. (English) Zbl 1175.90113 Queueing Syst. 62, No. 3, 229-242 (2009). MSC: 90B22 PDF BibTeX XML Cite \textit{A. Richards}, Queueing Syst. 62, No. 3, 229--242 (2009; Zbl 1175.90113) Full Text: DOI arXiv OpenURL
Psarrakos, Georgios Asymptotic results for heavy-tailed distributions using defective renewal equations. (English) Zbl 1157.62030 Stat. Probab. Lett. 79, No. 6, 774-779 (2009). MSC: 62G32 60K05 62G20 62P05 91B30 PDF BibTeX XML Cite \textit{G. Psarrakos}, Stat. Probab. Lett. 79, No. 6, 774--779 (2009; Zbl 1157.62030) Full Text: DOI OpenURL
Mnatsakanov, R.; Ruymgaart, L. L.; Ruymgaart, F. H. Nonparametric estimation of ruin probabilities given a random sample of claims. (English) Zbl 1282.62080 Math. Methods Stat. 17, No. 1, 35-43 (2008). MSC: 62G05 91B30 PDF BibTeX XML Cite \textit{R. Mnatsakanov} et al., Math. Methods Stat. 17, No. 1, 35--43 (2008; Zbl 1282.62080) Full Text: DOI OpenURL
Denisov, Denis; Foss, Serguei; Korshunov, Dmitry On lower limits and equivalences for distribution tails of randomly stopped sums. (English) Zbl 1157.60315 Bernoulli 14, No. 2, 391-404 (2008). MSC: 60G40 PDF BibTeX XML Cite \textit{D. Denisov} et al., Bernoulli 14, No. 2, 391--404 (2008; Zbl 1157.60315) Full Text: DOI arXiv OpenURL
Yin, Chuancun; Zhao, Xianghua Asymptotics for solutions of a defective renewal equation with applications. (English) Zbl 1156.60071 Front. Math. China 3, No. 3, 443-459 (2008). MSC: 60K05 60K30 60K10 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. Zhao}, Front. Math. China 3, No. 3, 443--459 (2008; Zbl 1156.60071) Full Text: DOI OpenURL
Jiang, Jun; Tang, Qihe Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. (English) Zbl 1284.91241 Insur. Math. Econ. 43, No. 3, 431-436 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Jiang} and \textit{Q. Tang}, Insur. Math. Econ. 43, No. 3, 431--436 (2008; Zbl 1284.91241) Full Text: DOI Link OpenURL
Watanabe, Toshiro Convolution equivalence and distributions of random sums. (English) Zbl 1146.60014 Probab. Theory Relat. Fields 142, No. 3-4, 367-397 (2008). MSC: 60E07 60G50 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, Probab. Theory Relat. Fields 142, No. 3--4, 367--397 (2008; Zbl 1146.60014) Full Text: DOI OpenURL
Jiang, Tao Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities. (English) Zbl 1149.91037 Sci. China, Ser. A 51, No. 7, 1257-1265 (2008). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G70 62P05 PDF BibTeX XML Cite \textit{T. Jiang}, Sci. China, Ser. A 51, No. 7, 1257--1265 (2008; Zbl 1149.91037) Full Text: DOI OpenURL
Ming, Ruixing; Modibo, Diarra; Hu, Yijun A local asymptotic behavior for ruin probability in the renewal risk model. (English) Zbl 1174.91503 Wuhan Univ. J. Nat. Sci. 12, No. 3, 407-411 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Ming} et al., Wuhan Univ. J. Nat. Sci. 12, No. 3, 407--411 (2007; Zbl 1174.91503) Full Text: DOI OpenURL
Ayhan, Hayriye; Kim, Jung-Kyung A general class of closed fork and join queues with subexponential service times. (English) Zbl 1153.60391 Stoch. Models 23, No. 4, 523-535 (2007). MSC: 60K25 90B22 90B18 PDF BibTeX XML Cite \textit{H. Ayhan} and \textit{J.-K. Kim}, Stoch. Models 23, No. 4, 523--535 (2007; Zbl 1153.60391) Full Text: DOI Link OpenURL
Alparslan, Uğur Tuncay; Samorodnitsky, Gennady Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows. (English) Zbl 1150.60024 Scand. Actuar. J. 2007, No. 3, 180-201 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G52 62P05 PDF BibTeX XML Cite \textit{U. T. Alparslan} and \textit{G. Samorodnitsky}, Scand. Actuar. J. 2007, No. 3, 180--201 (2007; Zbl 1150.60024) Full Text: DOI OpenURL
Su, Chun; Hu, Zhishui; Chen, Yu; Liang, Hanying A wide class of heavy-tailed distributions and its applications. (English) Zbl 1131.62011 Front. Math. China 2, No. 2, 257-286 (2007). MSC: 62E10 62G32 91B30 62P05 PDF BibTeX XML Cite \textit{C. Su} et al., Front. Math. China 2, No. 2, 257--286 (2007; Zbl 1131.62011) Full Text: DOI OpenURL
Palmowski, Zbigniew; Zwart, Bert Tail asymptotics of the supremum of a regenerative progress. (English) Zbl 1139.60014 J. Appl. Probab. 44, No. 2, 349-365 (2007). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60K25 62P05 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{B. Zwart}, J. Appl. Probab. 44, No. 2, 349--365 (2007; Zbl 1139.60014) Full Text: DOI OpenURL
Pitts, Susan M.; Politis, Konstadinos The joint density of the surplus before and after ruin in the Sparre Andersen model. (English) Zbl 1132.60061 J. Appl. Probab. 44, No. 3, 695-712 (2007). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, J. Appl. Probab. 44, No. 3, 695--712 (2007; Zbl 1132.60061) Full Text: DOI OpenURL
Wang, Dingcheng; Chen, Pingyan; Su, Chun The supremum of random walk with negatively associated and heavy-tailed steps. (English) Zbl 1130.60053 Stat. Probab. Lett. 77, No. 13, 1403-1412 (2007). MSC: 60G50 PDF BibTeX XML Cite \textit{D. Wang} et al., Stat. Probab. Lett. 77, No. 13, 1403--1412 (2007; Zbl 1130.60053) Full Text: DOI Link OpenURL
Foss, Serguei; Konstantopoulos, Takis; Zachary, Stan Discrete and continuous time modulated random walks with heavy-tailed increments. (English) Zbl 1131.60040 J. Theor. Probab. 20, No. 3, 581-612 (2007). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G51 60G50 PDF BibTeX XML Cite \textit{S. Foss} et al., J. Theor. Probab. 20, No. 3, 581--612 (2007; Zbl 1131.60040) Full Text: DOI arXiv Link OpenURL
Alparslan, Uğur Tuncay; Samorodnitsky, Gennady Ruin probability with certain stationary stable claims generated by conservative flows. (English) Zbl 1132.60043 Adv. Appl. Probab. 39, No. 2, 360-384 (2007). Reviewer: Ryszard Doman (Poznan) MSC: 60G52 62P05 PDF BibTeX XML Cite \textit{U. T. Alparslan} and \textit{G. Samorodnitsky}, Adv. Appl. Probab. 39, No. 2, 360--384 (2007; Zbl 1132.60043) Full Text: DOI Euclid OpenURL
Leipus, Remigijus; Šiaulys, Jonas Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. (English) Zbl 1183.91073 Insur. Math. Econ. 40, No. 3, 498-508 (2007). MSC: 91B30 60K05 60K10 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Insur. Math. Econ. 40, No. 3, 498--508 (2007; Zbl 1183.91073) Full Text: DOI OpenURL
Šiaulys, J.; Asanavičiūutė, R. On the Gerber-Shiu discounted penalty function for subexponential claims. (English) Zbl 1131.60080 Lith. Math. J. 46, No. 4, 487-493 (2006); and Liet. Mat. Rink. 46, No. 4, 598-605 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{R. Asanavičiūutė}, Lith. Math. J. 46, No. 4, 487--493 (2006; Zbl 1131.60080) Full Text: DOI OpenURL
Aleškevičienė, A. K. On calculation of moments of ladder heights. (English. Russian original) Zbl 1138.60319 Lith. Math. J. 46, No. 2, 129-145 (2006); translation from Liet. Mat. Rink. 46, No. 2, 159-179 (2006). MSC: 60G50 PDF BibTeX XML Cite \textit{A. K. Aleškevičienė}, Lith. Math. J. 46, No. 2, 129--145 (2006; Zbl 1138.60319); translation from Liet. Mat. Rink. 46, No. 2, 159--179 (2006) Full Text: DOI OpenURL
Ganesh, Ayalvadi; Torrisi, Giovanni Luca A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions. (English) Zbl 1142.91581 J. Appl. Probab. 43, No. 4, 916-926 (2006). MSC: 91B30 60G55 60K10 60K05 PDF BibTeX XML Cite \textit{A. Ganesh} and \textit{G. L. Torrisi}, J. Appl. Probab. 43, No. 4, 916--926 (2006; Zbl 1142.91581) Full Text: DOI OpenURL
Yin, Chuancun; Zhao, Junsheng Nonexponential asymptotics for the solutions of renewal equations, with applications. (English) Zbl 1125.60090 J. Appl. Probab. 43, No. 3, 815-824 (2006). Reviewer: Florin Gorunescu (Craiova) MSC: 60K05 60K10 60K30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{J. Zhao}, J. Appl. Probab. 43, No. 3, 815--824 (2006; Zbl 1125.60090) Full Text: DOI OpenURL
Mandjes, Michel; Zwart, Bert Large deviations of sojourn times in processor sharing queues. (English) Zbl 1094.60062 Queueing Syst. 52, No. 4, 237-250 (2006). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 PDF BibTeX XML Cite \textit{M. Mandjes} and \textit{B. Zwart}, Queueing Syst. 52, No. 4, 237--250 (2006; Zbl 1094.60062) Full Text: DOI Link OpenURL
Nagaev, A.; Tsitsiashvili, G. Tail asymptotics of the \(n\)th convolution of super-exponential distributions. (English) Zbl 1090.60018 Stat. Probab. Lett. 76, No. 9, 861-870 (2006). MSC: 60E99 60F10 PDF BibTeX XML Cite \textit{A. Nagaev} and \textit{G. Tsitsiashvili}, Stat. Probab. Lett. 76, No. 9, 861--870 (2006; Zbl 1090.60018) Full Text: DOI OpenURL
Chan, Gary K. C.; Yang, Hailiang Sensitivity analysis on ruin probabilities with heavy-tailed claims. (English) Zbl 1248.60104 Stat. Methodol. 2, No. 1, 59-63 (2005). MSC: 60K30 60K25 PDF BibTeX XML Cite \textit{G. K. C. Chan} and \textit{H. Yang}, Stat. Methodol. 2, No. 1, 59--63 (2005; Zbl 1248.60104) Full Text: DOI OpenURL
Bregman, Yuliya; Klüppelberg, Claudia Ruin estimation in multivariate models with Clayton dependence structure. (English) Zbl 1145.91031 Scand. Actuar. J. 2005, No. 6, 462-480 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60G40 PDF BibTeX XML Cite \textit{Y. Bregman} and \textit{C. Klüppelberg}, Scand. Actuar. J. 2005, No. 6, 462--480 (2005; Zbl 1145.91031) Full Text: DOI OpenURL
Baltrūnas, Aleksandras Second order behaviour of ruin probabilities in the case of large claims. (English) Zbl 1120.62091 Insur. Math. Econ. 36, No. 3, 485-498 (2005). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{A. Baltrūnas}, Insur. Math. Econ. 36, No. 3, 485--498 (2005; Zbl 1120.62091) Full Text: DOI OpenURL
Hult, Henrik; Lindskog, Filip; Mikosch, Thomas; Samorodnitsky, Gennady Functional large deviations for multivariate regularly varying random walks. (English) Zbl 1166.60309 Ann. Appl. Probab. 15, No. 4, 2651-2680 (2005). MSC: 60F10 60F17 60G50 60B12 PDF BibTeX XML Cite \textit{H. Hult} et al., Ann. Appl. Probab. 15, No. 4, 2651--2680 (2005; Zbl 1166.60309) Full Text: DOI arXiv OpenURL
Foss, Serguei; Palmowski, Zbigniew; Zachary, Stan The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk. (English) Zbl 1083.60036 Ann. Appl. Probab. 15, No. 3, 1936-1957 (2005). Reviewer: Klaus Schürger (Bonn) MSC: 60G50 60J10 60K25 PDF BibTeX XML Cite \textit{S. Foss} et al., Ann. Appl. Probab. 15, No. 3, 1936--1957 (2005; Zbl 1083.60036) Full Text: DOI arXiv OpenURL
Nyrhinen, Harri Power estimates for ruin probabilities. (English) Zbl 1087.60038 Adv. Appl. Probab. 37, No. 3, 726-742 (2005). Reviewer: Wolfgang Stadje (Osnabrück) MSC: 60G40 60F10 PDF BibTeX XML Cite \textit{H. Nyrhinen}, Adv. Appl. Probab. 37, No. 3, 726--742 (2005; Zbl 1087.60038) Full Text: DOI OpenURL
Robert, Christian Y. Asymptotic probabilities of an exceedance over renewal thresholds with an application to risk theory. (English) Zbl 1080.60054 J. Appl. Probab. 42, No. 1, 153-162 (2005). Reviewer: Allan Gut (Uppsala) MSC: 60G70 60G50 60G40 60K30 PDF BibTeX XML Cite \textit{C. Y. Robert}, J. Appl. Probab. 42, No. 1, 153--162 (2005; Zbl 1080.60054) Full Text: DOI OpenURL
Conti, Pier Luigi A nonparametric sequential test with power 1 for the ruin probability in some risk models. (English) Zbl 1065.62142 Stat. Probab. Lett. 72, No. 4, 333-343 (2005). MSC: 62L10 62G10 62P05 91B30 PDF BibTeX XML Cite \textit{P. L. Conti}, Stat. Probab. Lett. 72, No. 4, 333--343 (2005; Zbl 1065.62142) Full Text: DOI OpenURL
Tang, Qihe The ruin probability of a discrete time risk model under constant interest rate with heavy tails. (English) Zbl 1142.62094 Scand. Actuar. J. 2004, No. 3, 229-240 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 62E20 PDF BibTeX XML Cite \textit{Q. Tang}, Scand. Actuar. J. 2004, No. 3, 229--240 (2004; Zbl 1142.62094) Full Text: DOI OpenURL