References

• 1997Modelling Extremal Events4,397 cited
• 2003Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks346 cited
• 2011Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate235 cited
• 2003Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory138 cited
• 1998Ruin probabilities in the presence of heavy-tails and interest rates113 cited
• 2005The finite-time ruin probability of the compound Poisson model with constant interest force99 cited
• 2012Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models86 cited
• 2012Tail behavior of the product of two dependent random variables with applications to risk theory85 cited
• 2006The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims81 cited
• 2008A uniform asymptotic estimate for discounted aggregate claims with subexponential tails80 cited
• 2010Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims74 cited
• 2006On the ruin probabilities of a bidimensional perturbed risk model74 cited
• 2004Functional Large Deviations for Multivariate Regularly Varying Random Walks74 cited