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Volumn 5, Issue 6, 1999, Pages 999-1012

Compound sums and subexponentiality

(1) Schmidli, Hanspeter a

a AARHUS UNIVERSITY (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0343886907 PISSN: 13507265 EISSN: None Source Type: Journal
DOI: 10.2307/3318556 Document Type: Article

Times cited : (13)

References (17)

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2
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- Tail probabilities for non-standard risk and queuing processes with subexponential jumps
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- Exponential inequalities for ruin probabilities in the Cox case
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