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6Asmussen S. Ruin Probabilities.River Edge, NJ: Word Scientific Publishing Co, Inc, 2000
7Kluppelberg C. Subexponential distributions and integrated tails. J Appl Probab, 1988, 25(1): 132- 141
8Embrechts P, Veraverbeke N. Estimates for the probability of ruin with special emphasis on the possibility of large claims. Insurance: Mathematics and Economics, 1982, 1:55-72
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2[1]Embrechts P, Klippelberg C, Mikosch T. Modelling Extremal Events for Insurance and Finance. Berlin:Springer, 1997
3[2]Ross S M. Stochastic Processes. New York: Wiley, 1983
4[3]Rolski T, Schmidli H, Schmidt V, et al. Stochastic Proceases for Insurance and Finance. New York: Wiley,1999
5[4]Asmussen S. Ruin Probabilities. Singapore: World Scientific, 2000
6[5]Kluppelberg C. Subexponential distributions and integrated tails. J Appl Prob, 1988, 25:132～141
7[6]Embrechts P, Veraverbeke N. Estimates for the probability of ruin with special emphasis on the possibility of large claims. Insurance: Mathematics and Economics, 1982, 1:55～72
8[7]Tang Q H, Su C. Ruin probabilities for large claims in delayed renewal risk model. Southeast Asian Bull Math, 2001, 25(4): 280～286
9[8]Asmussen S. Subexpontential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities. The Ann of Appl Prob, 1998, 8:354～374
10[9]Asmussen S. Applied Probability and Queues. Chichester, New York: John Wiley & Sons, 1987
