References

• 1997Modelling Extremal Events4,397 cited
• 1987Extreme Values, Regular Variation and Point Processes3,165 cited
• 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models498 cited
• 1994Subexponentiality of the product of independent random variables362 cited
• 2010Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model156 cited
• 2009Extremes on the discounted aggregate claims in a time dependent risk model137 cited
• 2009Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation134 cited
• 2008Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables125 cited
• 2007Actuarial Theory for Dependent Risks: Measures, Orders, and Models124 cited
• 2011Asymptotics for risk capital allocations based on Conditional Tail Expectation109 cited
• 2005The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance104 cited
• 2012Tail behavior of the product of two dependent random variables with applications to risk theory85 cited
• 2009Non-life insurance mathematics : an introduction with the Poisson process77 cited
• 2010Asymptotics of random contractions74 cited
• 1988