Ruin probability
Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 4, pp. 1055-1100.

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A short review on ruin probabilities in the collective risk theory is given. Two-sided bounds of ruin probabilities are proposed for a classical risk model. In the case where Cramér's condition holds, these bounds coincide with those obtained by Rossberg and Siegel. In the heavy-tailed case, the estimates proposed are new.
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     author = {V. V. Kalashnikov and D. G. Konstantinidis},
     title = {Ruin probability},
     journal = {Fundamentalʹna\^a i prikladna\^a matematika},
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     url = {http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a7/}
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V. V. Kalashnikov; D. G. Konstantinidis. Ruin probability. Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 4, pp. 1055-1100. http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a7/