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Higher-order expansions for compound distributions and ruin probabilities with subexponential claims

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References

2001Stochastic Processes for Insurance and Finance839 cited
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1986Second order behaviour of the tail of a subordinated probability distribution67 cited
1977Calculation of Ruin Probabilities when the Claim Distribution is Lognormal55 cited
1992Asymptotic expansions for waiting time probabilities in an M/G/1 queue with long-tailed service time52 cited
1973Numerical evaluation of ruin probabilities for a finite period47 cited
1975Asymptotic ruin probabilities when exponential moments do not exist38 cited
2007Uniform renewal theory with applications to expansions of random geometric sums29 cited

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2014Fourier-cosine method for ruin probabilities33 cited

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