References

• 1987Applied Probability and Queues2,704 cited
• 1984Matrix-Geometric Solutions to Stochastic Models1,706 cited
• 1991Aspects of Risk Theory902 cited
• 1983Large deviations and rare events in the study of stochastic algorithms200 cited
• 1989Martingales and insurance risk176 cited
• 1992Computational methods in risk theory: A matrix-algorithmic approach86 cited
• 1982Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue75 cited
• 1992Simulating level-crossing probabilities by importance sampling73 cited
• 1985Conjugate processes and the silumation of ruin problems71 cited
• 1982Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/ 1 queue58 cited
• 1993Finite-time Lundberg inequalities in the Cox case53 cited
• 1988Ruin probabilities expressed in terms of storage processes53 cited

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