Citation: Embrechts, Paul et Samorodnitsky, Gennady, Ruin problem and how fast stochastic processes, Annals of applied probability , 13(1), 2003, pp. 1-36
Citation: Embrechts, Paul et Schmidli, Hanspeter, Ruin estimation for a general insurance risk model, Advances in applied probability , 26(2), 1994, pp. 404-422
Citation: Degen, Matthias et Embrechts, Paul, EVT-based estimation of risk capital and convergence of high quantiles, Advances in applied probability , 40(2), 2008, pp. 696-715