Bounds for classical ruin probabilities

This publication has 6 references indexed in Scilit:

• Estimates for the probability of ruin with special emphasis on the possibility of large claims
  Insurance: Mathematics and Economics, 1982
• Subexponentiality and infinite divisibility
  Probability Theory and Related Fields, 1979
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
  Stochastic Processes and their Applications, 1977
• Use of differential and integral inequalities to bound ruin and queuing probabilities
  Scandinavian Actuarial Journal, 1976
• The Class of Subexponential Distributions
  The Annals of Probability, 1975
• A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes
  Theory of Probability and Its Applications, 1964