- Asmussen, S. (2000).
-
Ruin Probabilities, World Scientific, Singapore.
- Burnecki, K., Mista, P., and Weron A.
(
2003).
-
A New De Vylder Type Approximation of the Ruin Probability in Infinite Time,
Research Report HSC/03/05.
- Burnecki, K., Mista, P., and Weron A.
(
2005).
What is the Best Approximation of Ruin Probability in Infinite Time?,
Appl. Math. (Warsaw) 32.
-
- De Vylder, F.E. (1978).
-
A Practical Solution to the Problem of Ultimate Ruin Probability,
Scand. Actuar. J.: 114-119.
- De Vylder, F.E. (1996).
-
Advanced Risk Theory. A Self-Contained Introduction,
Editions de l'Université de Bruxelles and Swiss Association of Actuaries.
- Embrechts, P., Kaufmann, R., and Samorodnitsky, G. (
2004).
-
Ruin Theory Revisited: Stochastic Models for Operational Risk, in C. Bernadell et al (eds.) Risk Management for Central Bank Foreign Reserves, European Central Bank, Frankfurt a.M., 243-261.
- Embrechts, P., Klüppelberg, C.,
and Mikosch, T. (1997).
-
Modelling Extremal Events for Insurance and Finance, Springer, Berlin.
- Furrer, H., Michna, Z., and Weron A. (
1997).
-
Stable Lévy Motion Approximation in Collective
Risk Theory, Insurance Math. Econom. 20: 97-114.
- Grandell, J. and Segerdahl, C.-O. (1971).
-
A Comparison of Some Approximations of Ruin
Probabilities, Skand. Aktuarietidskr.: 144-158.
- Grandell, J. (1991).
-
Aspects of Risk Theory, Springer, New York.
- Grandell, J. (2000).
-
Simple Approximations of Ruin Probability, Insurance Math. Econom. 26: 157-173.
- Panjer, H.H. and Willmot, G.E. (
1992).
-
Insurance Risk Models, Society of Actuaries, Schaumburg.
- Segerdahl, C.-O. (1955).
-
When Does Ruin Occur in the Collective Theory of Risk?, Skand. Aktuarietidskr. 38: 22-36.
- Wikstad, N. (1971).
-
Exemplification
of Ruin Probabilities, Astin Bulletin 6: 147-152.