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- W2000922079 abstract "We consider the asymptotical behaviour of the ruin function in perturbed and unperturbed non-standard risk models when the initial risk reserve tends to infinity. We give a characterization of this behaviour in terms of the unperturbed ruin function and the perturbation law provided that at least one of both is subexponential. By a number of examples for the claim arrival process as well as the perturbation process we show that our result is a generalization of previous work on this subject." @default.
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- W2000922079 date "1998-05-01" @default.
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- W2000922079 title "Ruin probabilities in perturbed risk models" @default.
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- W2000922079 doi "https://doi.org/10.1016/s0167-6687(98)00011-0" @default.
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