Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift

DOI10.1080/10920277.2003.10596103zbMath1084.60515MaRDI QIDQ5715919

Rob Kaas, Qi-he Tang

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2003.10596103

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

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