-
2
-
-
0004147636
-
-
River Edge, NJ: World Scientific
-
Asmussen, S. (2000). Ruin probabilities. River Edge, NJ: World Scientific.
-
(2000)
Ruin Probabilities
-
-
Asmussen, S.1
-
3
-
-
0001080554
-
Exponential inequalities for ruin probabilities in the Cox case
-
Björk, T. & Grandell, J. (1988). Exponential inequalities for ruin probabilities in the Cox case. Scandanavian Actuarial Journal 1-2: 77-111.
-
(1988)
Scandanavian Actuarial Journal
, vol.1-2
, pp. 77-111
-
-
Björk, T.1
Grandell, J.2
-
4
-
-
0036347686
-
On probabilities of large deviations for random walks. I. Regularly varying distribution tails
-
Borovkov, A.A. & Borovkov, K. A. (2002). On probabilities of large deviations for random walks. I. Regularly varying distribution tails. Theory of Probability and Its Applications 46(2): 193-213.
-
(2002)
Theory of Probability and Its Applications
, vol.46
, Issue.2
, pp. 193-213
-
-
Borovkov, A.A.1
Borovkov, K.A.2
-
5
-
-
0039216061
-
A theorem on sums of independent positive random variables and its applications to branching random processes
-
Chistyakov, V.P. (1964). A theorem on sums of independent positive random variables and its applications to branching random processes. Theory of Probability and Its Applications 9: 710-718.
-
(1964)
Theory of Probability and Its Applications
, vol.9
, pp. 710-718
-
-
Chistyakov, V.P.1
-
8
-
-
0002944036
-
Estimates for the probability of ruin with special emphasis on the possibility of large claims
-
Embrechts, P. & Veraverbeke, N. (1982). Estimates for the probability of ruin with special emphasis on the possibility of large claims. Insurance Mathematics and Economics 1 (1): 55-72.
-
(1982)
Insurance Mathematics and Economics
, vol.1
, Issue.1
, pp. 55-72
-
-
Embrechts, P.1
Veraverbeke, N.2
-
10
-
-
0037279540
-
The maximum on a random time interval of a random walk with long-tailed increments and negative drift
-
Foss, S. & Zachary, S. (2003). The maximum on a random time interval of a random walk with long-tailed increments and negative drift. Annals of Applied Probability 13(1): 37-53.
-
(2003)
Annals of Applied Probability
, vol.13
, Issue.1
, pp. 37-53
-
-
Foss, S.1
Zachary, S.2
-
11
-
-
0003214054
-
Doubly stochastic Poisson processes
-
Berlin: Springer-Verlag
-
Grandell, J. (1976). Doubly stochastic Poisson processes, Lecture Notes in Mathematics Vol. 529, Berlin: Springer-Verlag.
-
(1976)
Lecture Notes in Mathematics
, vol.529
-
-
Grandell, J.1
-
12
-
-
85011146276
-
Note on the tail behavior of random walk maxima with heavy tails and negative drift
-
Kaas, R. & Tang, Q. (2003). Note on the tail behavior of random walk maxima with heavy tails and negative drift. North American Actuarial Journal 7(3): 57-61.
-
(2003)
North American Actuarial Journal
, vol.7
, Issue.3
, pp. 57-61
-
-
Kaas, R.1
Tang, Q.2
-
13
-
-
0001001934
-
Subexponential distributions and integrated tails
-
Klüppelberg, C. (1988). Subexponential distributions and integrated tails. Journal of Applied Probability 25(1): 132-141.
-
(1988)
Journal of Applied Probability
, vol.25
, Issue.1
, pp. 132-141
-
-
Klüppelberg, C.1
-
14
-
-
0031342881
-
Large deviations of heavy-tailed random sums with applications in insurance and finance
-
Klüppelberg, C. & Mikosch, T. (1997). Large deviations of heavy-tailed random sums with applications in insurance and finance. Journal of Applied Probability 34(2): 293-308.
-
(1997)
Journal of Applied Probability
, vol.34
, Issue.2
, pp. 293-308
-
-
Klüppelberg, C.1
Mikosch, T.2
-
15
-
-
0038979606
-
On the convergence of distributions of generalized Cox processes to stable laws
-
Korolev, V.Y. (1999). On the convergence of distributions of generalized Cox processes to stable laws. Theory of Probability and Its Applications 43(4): 644-650.
-
(1999)
Theory of Probability and Its Applications
, vol.43
, Issue.4
, pp. 644-650
-
-
Korolev, V.Y.1
-
16
-
-
0842342410
-
Asymptotic properties of the extrema of generalized Cox processes and their application to some problems in financial mathematics
-
Korolev, V.Y. (2001). Asymptotic properties of the extrema of generalized Cox processes and their application to some problems in financial mathematics. Theory of Probability and Its Applications 45(1): 136-147.
-
(2001)
Theory of Probability and Its Applications
, vol.45
, Issue.1
, pp. 136-147
-
-
Korolev, V.Y.1
-
17
-
-
0031536769
-
On distribution tail of the maximum of a random walk
-
Korshunov, D.A. (1997). On distribution tail of the maximum of a random walk. Stochastic Processes and Their Applications 72(1): 97-103.
-
(1997)
Stochastic Processes and Their Applications
, vol.72
, Issue.1
, pp. 97-103
-
-
Korshunov, D.A.1
-
18
-
-
0036348021
-
Large-deviation probabilities for maxima of sums of independent random variables with negative mean and Subexponential distribution
-
Korshunov, D.A. (2002). Large-deviation probabilities for maxima of sums of independent random variables with negative mean and Subexponential distribution. Theory of Probability and Its Applications 46(2): 355-366.
-
(2002)
Theory of Probability and Its Applications
, vol.46
, Issue.2
, pp. 355-366
-
-
Korshunov, D.A.1
-
19
-
-
0002918670
-
Large deviations of heavy-tailed sums with applications in insurance
-
Mikosch, T. & Nagaev, A.V. (1998). Large deviations of heavy-tailed sums with applications in insurance. Extremes 1(1): 81-110.
-
(1998)
Extremes
, vol.1
, Issue.1
, pp. 81-110
-
-
Mikosch, T.1
Nagaev, A.V.2
-
20
-
-
0041912634
-
Precise large deviations for the prospective-loss process
-
Ng, K.W., Tang, Q.H., Yan, J.A., & Yang, H. (2003). Precise large deviations for the prospective-loss process. Journal of Applied Probability 40(2): 391-400.
-
(2003)
Journal of Applied Probability
, vol.40
, Issue.2
, pp. 391-400
-
-
Ng, K.W.1
Tang, Q.H.2
Yan, J.A.3
Yang, H.4
-
21
-
-
84981719010
-
-
Chichester: Wiley
-
Rolski, T., Schmidli, H., Schmidt, V., & Teugels, J. (1999). Stochastic processes for insurance and finance. Chichester: Wiley.
-
(1999)
Stochastic Processes for Insurance and Finance
-
-
Rolski, T.1
Schmidli, H.2
Schmidt, V.3
Teugels, J.4
-
22
-
-
0011956703
-
Large deviations for heavy-tailed random sums in compound renewal model
-
Tang, Q., Su, C., Jiang, T., & Zhang, J.S. (2001). Large deviations for heavy-tailed random sums in compound renewal model. Statistics and Probability Letters 52(1): 91-100.
-
(2001)
Statistics and Probability Letters
, vol.52
, Issue.1
, pp. 91-100
-
-
Tang, Q.1
Su, C.2
Jiang, T.3
Zhang, J.S.4
-
23
-
-
0002237215
-
Asymptotic behaviour of Wiener-Hopf factors of a random walk
-
Veraverbeke, N. (1977). Asymptotic behaviour of Wiener-Hopf factors of a random walk. Stochastic Processes and Their Applications 5(1): 27-37.
-
(1977)
Stochastic Processes and Their Applications
, vol.5
, Issue.1
, pp. 27-37
-
-
Veraverbeke, N.1
|