Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850)

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Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
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    Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (English)
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    17 December 2007
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    tail expansion
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    random walk
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    regularly varying
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    Wiener-Hopf factor
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    ruin probability
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