Voir la notice de l'article provenant de la source Math-Net.Ru
[1] Veraverbeke N., “Asymptotic behaviour of Wiener–Hopf factors of a random walk”, Stochastic Process. Appl., 5 (1977), 27–37 | DOI | MR | Zbl
[2] Borovkov A. A., “O subeksponentsialnykh raspredeleniyakh i asimptotike raspredeleniya maksimuma posledovatelnykh summ”, Sib. matem. zhurn., 43:6 (2002), 1235–1264 | MR | Zbl
[3] Borovkov A. A., Borovkov K. A., Asimptoticheskii analiz sluchainykh bluzhdanii, v. 1, Medlenno ubyvayuschie raspredeleniya skachkov, Fizmatlit, M., 2008, 650 pp.
[4] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, v. 2, Mir, M., 1984, 752 pp. | MR
[5] Borovkov A. A., Teoriya veroyatnostei, Editorial URSS, M., 2009, 652 pp.
[6] Bingham N. H., Goldie C. M., Teugels I. L., Regular Variation, Cambridge Univ. Press, Cambridge, 1987, 491 pp. | MR | Zbl
[7] Borovkov A. A., “Insurance with borrowing. The first- and second-order approximations”, Adv. Appl. Probab., 41:4 (2009), 1141–1160 | DOI | MR | Zbl
[8] Geluk J. L., Pakes A. G., “Second order subexponential distributions”, J. Aust. Math. Soc. Ser. A, 51:1 (1991), 73–87 | DOI | MR | Zbl