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Large claims approximations for risk processes in a Markovian environment

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References

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2002Ruin theory revisited: stochastic models for operational risk44 cited
1998Ruin probabilities in perturbed risk models

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40 cited

2005Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type26 cited

1999Telecommunication traffic, queueing models, and subexponential distributions25 cited