Вероятности больших уклонений максимумов сумм независимых слагаемых с отрицательным средним и субэкспоненциальным распределением@@@Large-Deviation Probabilities for Maxima of Sums of Independent…

By Дмитрий Алексеевич Коршунов, D. Korshunov. 2001

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Asymptotics of randomly stopped sums in the presence of heavy tails (2008, unknown): “Theorem 3 ([24] and [11], Corollary 4).”
A property of the renewal counting process with application to the finite-time ruin probability (2009, background): “presented by Korshunov [ 5 ] implies that C S∗.”
Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2013, background): “Korshunov (2002) introduced the strongly subexponential distribution class S∗, which is a subclass of the subexponential distribution class S. Say that a distribution V on [0, ∞) belongs to the class S ,i f”