Ruin probabilities in perturbed risk models

Author:

Schlegel Sabine

Publisher

Elsevier BV

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

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