Voir la notice de l'article provenant de la source Math-Net.Ru
[1] P. Embrechts, C. Kluppelberg, T. Mikosch, Modelling Extremal Events for Insurance and Finance, Springer, Berlin, 1997 | MR | Zbl
[2] S. Asmussen, Ruin Probabilities, World Scientific, Singapore, 2000 | MR
[3] T. Rolski, H. Schmidli, V. Schmidt, J. Teugels, Stochastic Processes for Insurance and Finance, Wiley, New York, 1999 | MR | Zbl
[4] S. Foss, F. Baccelli, D. Korshunov, “Asymptotics for Distributions of Stationary Characteristics in Queuing Networks with Heavy Tails”, Abstracts of Workshop “Modern Problems in Applied Probability”, Novosibirsk, 2000, 9
[5] J. Kiefer, J. Wolfowitz, “On the theory of queues with many servers”, Trans. Amer. Math. Soc., 78 (1955), 147–161 | MR
[6] D. B. H. Cline, “Convolution tails, product tails and domains of attraction”, Probab. Theory Relat. Fields, 72:4 (1986), 529–557 | DOI | MR | Zbl
[7] D. B. H. Cline, “Convolutions of distributions with exponential and subexponential tails”, J. Austral. Math. Soc. Ser. A, 43 (1987), 347–365 | DOI | MR | Zbl
[8] P. Embrechts , C. M. Goldie, “On closure and factorization properties of subexponential and related distributions”, J. Austral. Math. Soc. Ser. A, 29:2 (1980), 243–256 | DOI | MR | Zbl