Estimates for the probability of ruin starting with a large initial reserve

This publication has 14 references indexed in Scilit:

• Strong Approximation of Extended Renewal Processes
  The Annals of Probability, 1984
• Strong approximation of renewal processes
  Stochastic Processes and their Applications, 1984
• Strong approximation of certain stopped sums
  Statistics & Probability Letters, 1984
• Approximations for the probability of ruin within finite time
  Scandinavian Actuarial Journal, 1984
• On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes
  Theory of Probability and Its Applications, 1983
• Estimates for the probability of ruin with special emphasis on the possibility of large claims
  Insurance: Mathematics and Economics, 1982
• On Estimates of the Rate of Convergence in the Invariance Principle for Banach Spaces
  Theory of Probability and Its Applications, 1981
• A class of approximations of ruin probabilities
  Scandinavian Actuarial Journal, 1977
• Diffusion approximations in collective risk theory
  Journal of Applied Probability, 1969
• The First Passage Problem for a Continuous Markov Process
  The Annals of Mathematical Statistics, 1953