Geodesic
Supertails in risk theory
Dalʹnevostočnyj matematičeskij žurnal, Tome 2 (2001) no. 1, pp. 68-76

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The parameter of heaviness of claim distribution tail is introduced. The ruin probility behaviour when the parameter of heaviness tends to limit is studied. The most popular distribution families are examined. 
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     title = {Supertails in risk theory},
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G. Sh. Tsitsiashvili; D. G. Konstantinidis. Supertails in risk theory. Dalʹnevostočnyj matematičeskij žurnal, Tome 2 (2001) no. 1, pp. 68-76. http://geodesic.mathdoc.fr/item/DVMG_2001_2_1_a5/