Computational methods in risk theory: A matrix-algorithmic approach

Nineteen Dubious Ways to Compute the Exponential of a Matrix

C Moler, Charles Van Loan · SIAM Review · 1978 · 1.5K citations

Numerical Analysis, Spectral Theory, Engineering +11

New results on the single server queue with a batch markovian arrival process

David M. Lucantoni · Communications in Statistics Stochastic Models · 1991 · 1.1K citations

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

Paul Embrechts, Noël Veraverbeke · Insurance Mathematics and Economics · 1982 · 408 citations

Economics, Large Claims, Special Emphasis +4

Risk theory in a Markovian environment

Søren Asmussen · Scandinavian Actuarial Journal · 1989 · 236 citations

Large Deviations, Engineering, Stochastic Analysis +18

Martingales and insurance risk

Angelos Dassios, Paul Embrechts · Communications in Statistics Stochastic Models · 1989 · 186 citations