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Tang, Q., & Tsitsiashvili, G. (2003). Pecise Estimates for the Ruin Probability in Finite Horizon in a Discrete-Time Model with Heavy-Tailed Insurance and Financial Risks. Stochastic Processes and Their Applications, 108, 299-325.
http://dx.doi.org/10.1016/j.spa.2003.07.001

has been cited by the following article:

• TITLE: Rearrangement Invariant, Coherent Risk Measures on L0

  AUTHORS: Christos E. Kountzakis, Dimitrios G. Konstantinides

  KEYWORDS: Rearrangement Invariance, Dominated Variation, Moment-Index

  JOURNAL NAME: Journal of Financial Risk Management, Vol.4 No.1, March 5, 2015

  ABSTRACT: By this paper, we give an answer to the problem of definition of coherent risk measures on rearrangement invariant, solid subspaces of L0 with respect to some atom less probability space . This problem was posed by F. Delbaen, while in this paper we proposed a solution via ideals of L0 and the class of the dominated variation distributions, as well.