Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. (English) Zbl 1224.91038 Scand. Actuar. J. 2010, No. 2, 105-135 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Scand. Actuar. J. 2010, No. 2, 105--135 (2010; Zbl 1224.91038) Full Text: DOI
Kortschak, Dominik; Albrecher, Hansjörg An asymptotic expansion for the tail of compound sums of Burr distributed random variables. (English) Zbl 1185.62039 Stat. Probab. Lett. 80, No. 7-8, 612-620 (2010). MSC: 62E20 44A10 PDFBibTeX XMLCite \textit{D. Kortschak} and \textit{H. Albrecher}, Stat. Probab. Lett. 80, No. 7--8, 612--620 (2010; Zbl 1185.62039) Full Text: DOI Link
Albrecher, Hansjörg; Kortschak, Dominik On ruin probability and aggregate claim representations for Pareto claim size distributions. (English) Zbl 1231.91137 Insur. Math. Econ. 45, No. 3, 362-373 (2009). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{D. Kortschak}, Insur. Math. Econ. 45, No. 3, 362--373 (2009; Zbl 1231.91137) Full Text: DOI Link