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Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
Biard, Romain, (2008)
On multiply monotone distributions, continuous or discrete, with applications
Lefèvre, Claude, (2013)
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Dutang, Christophe, (2013)