Wei, Li Ruin probability of the renewal model with risky investment and large claims. (English) Zbl 1187.60081 Sci. China, Ser. A 52, No. 7, 1539-1545 (2009). MSC: 60K30 60K10 91G99 91G10 PDFBibTeX XMLCite \textit{L. Wei}, Sci. China, Ser. A 52, No. 7, 1539--1545 (2009; Zbl 1187.60081) Full Text: DOI
Jiang, Tao Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities. (English) Zbl 1149.91037 Sci. China, Ser. A 51, No. 7, 1257-1265 (2008). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G70 62P05 PDFBibTeX XMLCite \textit{T. Jiang}, Sci. China, Ser. A 51, No. 7, 1257--1265 (2008; Zbl 1149.91037) Full Text: DOI