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Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang, (2014)
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong, (2014)
A time-series risk model with constant interest for dependent classes of business
Zhang, Zhiqiang, (2007)
Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
Chadjiconstantinidis, Stathis, (2007)
Further improved recursions for a class of compound Poisson distributions
Chadjiconstantinidis, Stathis, (2009)