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Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities

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2010Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model156 cited
2004Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments146 cited
2004Subexponential Distributions144 cited

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2000Rare Events Simulation for Heavy-Tailed Distributions133 cited

1998Ruin probabilities in the presence of heavy-tails and interest rates113 cited

2008Ruin models with investment income108 cited

2002Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails102 cited

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