References

• 1997Modelling Extremal Events4,397 cited
• 1987Extreme Values, Regular Variation and Point Processes3,165 cited
• 1999Stochastic Processes for Insurance and Finance499 cited
• 1979Subexponentiality and infinite divisibility307 cited
• 2001Lundberg Approximations for Compound Distributions with Insurance Applications271 cited
• 1975On the tails of waiting-time distributions226 cited
• 1996Practical analysis of extreme values214 cited
• 1997Asymptotics for M/G/1 low-priority waiting-time tail probabilities145 cited
• 2004Convolution equivalence and infinite divisibility144 cited
• 1994Waiting-time tail probabilities in queues with long-tail service-time distributions122 cited
• 1997On the estimation of extreme tail probabilities53 cited
• 1992Asymptotic expansions for waiting time probabilities in an M/G/1 queue with long-tailed service time52 cited

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