The overshoot of a random walk with negative drift (Q871033): Difference between revisions

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+Large deviations results for subexponential tails, with applications to insurance risk
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+Q4726487
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+Inequalities for the overshoot
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+Q5624436
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+Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift
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+Subexponential distributions and characterizations of related classes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Convolution equivalence and infinite divisibility
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+On the Constant in the Definition of Subexponential Distributions
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+Banach algebras of measures on the real line with a given asymptotics of distributions at infinity
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+Infinite divisibility and generalized subexponentiality
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+Some discussions on the class \({\mathcal L} (\gamma)\)
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+A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION
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+On convolution equivalence with applications
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+Asymptotic behaviour of Wiener-Hopf factors of a random walk
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