Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. Ruin probabilities in models with a Markov chain dependence structure. (English) Zbl 1286.91065 Scand. Actuar. J. 2013, No. 6, 453-476 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K15 60J10 60G50 91B70 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2013, No. 6, 453--476 (2013; Zbl 1286.91065) Full Text: DOI HAL
Albrecher, H.; Asmussen, S.; Kortschak, D. Tail asymptotics for dependent subexponential differences. (English. Russian original) Zbl 1257.62016 Sib. Math. J. 53, No. 6, 965-983 (2012); translation from Sib. Mat. Zh. 53, No. 6, 1209-1230 (2012). MSC: 62E20 62G32 62H05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Sib. Math. J. 53, No. 6, 965--983 (2012; Zbl 1257.62016); translation from Sib. Mat. Zh. 53, No. 6, 1209--1230 (2012) Full Text: DOI
Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik Tail asymptotics for the sum of two heavy-tailed dependent risks. (English) Zbl 1142.60009 Extremes 9, No. 2, 107-130 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E05 62E20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Extremes 9, No. 2, 107--130 (2006; Zbl 1142.60009) Full Text: DOI