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Ruin probabilities in perturbed risk models

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References

1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
1991Risk theory for the compound Poisson process that is perturbed by diffusion298 cited
1986Convolution tails, product tails and domains of attraction195 cited
1980Subexponential distribution functions153 cited
1970An extension of the renewal equation and its application in the collective theory of risk141 cited
1999Tail probabilities for non-standard risk and queueing processes with subexponential jumps100 cited
1998Risk processes perturbed by α-stable Lévy motion93 cited
1995Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion69 cited
1994Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion62 cited
1994Large claims approximations for risk processes in a Markovian environment56 cited
1993Asymptotic estimates for the probability of ruin in a Poisson model with diffusion51 cited
2002Multiplexing on-off sources with subexponential on periods28 cited
1996A note on martingale inequalities for fluid models19 cited

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2005A large deviation result for aggregate claims with dependent claim occurrences37 cited

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