Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference23 articles.
1. Large claims approximations for risk processes in a Markovian environment;Asmussen;Stochastic Processes and Their Applications,1994
2. Ruin probability approximations for Markov-modulated risk processes with heavy tails;Asmussen,1996
3. Tail probabilities for non-standard risk and queueing processes with subexponential jumps;Asmussen,1997
4. Regular Variation;Bingham,1987
5. A theorem on sums of independent, positive random variables and its applications to branching processes;Chistyakov;Theory of Probability and its Applications,1964
Cited by
32 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献