Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case.

Hanspeter Schmidli Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case. 149-157 2004 46 Queueing Syst. 1-2 http://dx.doi.org/10.1023/B:QUES.0000021146.65596.84 db/journals/questa/questa46.html#Schmidli04