The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk.
Korshunov, D.A.
Sibirskij Matematicheskij Zhurnal, Tome 46 (2005), p. 1335-1340 / Harvested from The Electronic Library of Mathematics
Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:53298
@article{05169446,
     title = {The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk.},
     journal = {Sibirskij Matematicheskij Zhurnal},
     volume = {46},
     year = {2005},
     pages = {1335-1340},
     zbl = {1117.60048},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05169446}
}
Korshunov, D.A. The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk.. Sibirskij Matematicheskij Zhurnal, Tome 46 (2005) pp. 1335-1340. http://gdmltest.u-ga.fr/item/05169446/