Aarhus Universitets segl

Tail probabilities for non-standard risk and queueing processes with subexponential jumps

by S. Asmussen, H. Schmidli and V. Schmidt
Research Reports Number 370 ( 1997)
Format available: Not available online
Adv. in Appl. Probab. 31, No. 1 (1999), 422-447