The Critical Case of the Cramer-Lundberg Theorem on the Asymptotic Tail Behavior of the Maximum of a Negative Drift Random Walk
2005 ◽
Vol 46
(6)
◽
pp. 1077-1081
◽
2018 ◽
Vol 55
(2)
◽
pp. 627-651
◽
Keyword(s):
2003 ◽
Vol 7
(3)
◽
pp. 57-61
◽
2013 ◽
Vol 9
(2)
◽
pp. 431-453
◽
Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory
2005 ◽
Vol 42
(01)
◽
pp. 153-162
◽
1999 ◽
Vol 14
(4)
◽
pp. 423-432
2007 ◽
Vol 77
(2)
◽
pp. 158-165
◽