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

On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
A local limit theorem for random walk maxima with heavy tails
On distribution tail of the maximum of a random walk
UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS

Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
The asymptotic behavior of the ruin probability within a random horizon
An Asymptotic Result on Catastrophe Insurance Losses
A local limit theorem for random walk maxima with heavy tails
Random walk with heavy tail and negative drift conditioned by its minimum and final values
Precise large deviations for dependent random variables with heavy tails
Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities
A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory
Tail asymptotics for the maximum of perturbed random walk
Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
A note on Veraverbeke's theorem
A property of the renewal counting process with application to the finite-time ruin probability
On the ruin probabilities of a bidimensional perturbed risk model
Finite-horizon ruin probability asymptotics in the compound discrete-time risk model
The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk
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Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
The finite-time ruin probability for an inhomogeneous renewal risk model
On the random max-closure for heavy-tailed random variables
Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
Finite horizon ruin probabilities for random walks with heavy tailed increments
Asymptotic behaviour of the finite-time ruin probability in renewal risk models
A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model
The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model
Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift
Maxima of sums and random sums for negatively associated random variables with heavy tails
UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS
Upper bounds for the maximum of a random walk with negative drift
On the non-closure under convolution for strong subexponential distributions
Randomly stopped maximum and maximum of sums with consistently varying distributions