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Modelling Extremal Events for Insurance and Finance. Embrechts P,Kluppelberg C,Mikosch T. . 1997
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Some asymptotic results for transient random walks. J. Bertoin,R.A. Doney. Advances in Applied Probability . 1996
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The principle of a single big jump: discrete and continuous time modulated random walks with heavy-tailed increments. Foss,S,Konstantopoulos,T,Zachary,S. Journal of Theoretical Probability . 2007
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Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications. Yuebao,W,Yang,Y,Kaiyong,W,Dongya,C. Insurance Mathematics Economics . 2007
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On the tails of waiting time distributions. Pakes,A. Journal of Applied Probability . 1975
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Infinite divisibility and generalized subexponentiality. Shimura T,Watanabe T. Bernoulli . 2005