共 13 条
[1]
Asmussen S., 2000, Ruin probabilities
[3]
Embrechts P., 1997, Modelling extremal events for insurance and finance, DOI 10.1007/978-3-642-33483-2
[4]
Feller W, 1968, An Introduction to Probability Theory and Its Applications, V1
[5]
Gerber H. U., 1998, N AM ACTUARIAL J, V2, P48, DOI [DOI 10.1080/10920277.1998.10595671, 10.1080/10920277.1998.10595671]
[7]
Grandell J., 1991, ASPECTS RISK THEORY
[9]
Rolski Tomasz., 1999, WILEY PROB STAT
[10]
Temnov G., 2004, J MATH SCI, V123, P3780, DOI DOI 10.1023/B:JOTH.0000036319.21285.22