Simple approximations of ruin probabilities
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- Asmussen, Søren & Klüppelberg, Claudia, 1996. "Large deviations results for subexponential tails, with applications to insurance risk," Stochastic Processes and their Applications, Elsevier, vol. 64(1), pages 103-125, November.
- Thorin, Olof & Wikstad, Nils, 1977. "Calculation of Ruin Probabilities when the Claim Distribution is Lognormal," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 9(1-2), pages 231-246, January.
- Embrechts, P. & Veraverbeke, N., 1982. "Estimates for the probability of ruin with special emphasis on the possibility of large claims," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 55-72, January.
- Wikstad, Nils, 1971. "Exemplification of Ruin Probabilities," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 6(02), pages 147-152, December.
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