Albrecher, Hansjörg; Robert, Christian Y.; Teugels, Jef L. - In: Risks 2 (2014) 3, pp. 289-314
Assume that claims in a portfolio of insurance contracts are described by independent and identically distributed random variables with regularly varying tails and occur according to a near mixed Poisson process. We provide a collection of results pertaining to the joint asymptotic Laplace...
