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Asymptotic estimates for the probability of ruin in a Poisson model with diffusion

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References

1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
1979Subexponentiality and infinite divisibility307 cited
1991Risk theory for the compound Poisson process that is perturbed by diffusion298 cited
1970An extension of the renewal equation and its application in the collective theory of risk141 cited
1964The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent Increments114 cited

Cited by

2003The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion45 cited
2002Ruin theory revisited: stochastic models for operational risk44 cited

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