Estimates for the probability of ruin with special emphasis on the possibility of large claims

A combinatorial lemma and its application to probability theory

Frank Spitzer · Transactions of the American Mathematical Society · 1956 · 530 citations

Natural Sciences, Mathematics, Probability Theory +7

A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes

V. P. Chistyakov · Theory of Probability and Its Applications · 1964 · 437 citations

Natural Sciences, Mathematics, Markov Decision Processes +7

Asymptotic behaviour of Wiener-Hopf factors of a random walk

Noël Veraverbeke · Stochastic Processes and their Applications · 1977 · 246 citations

Engineering, Physics, Probability Theory +9

On convolution tails

Paul Embrechts, Charles M. Goldie · Stochastic Processes and their Applications · 1982 · 236 citations

The Class of Subexponential Distributions

Jozef L. Teugels · The Annals of Probability · 1975 · 221 citations · Full text

Natural Sciences, Mathematics, Probability Theory +8