The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk.
Sibirskij Matematicheskij Zhurnal, Tome 46 (2005) no. 6, p. 1335.

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Classification : 60G50
Mots-clés : maximum of a random walk, probabilities of large deviations, light tails, exponential change of measure, truncated mean value function 
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     author = {Korshunov, D.A.},
     title = {The critical case of the {Cramer-Lundberg} theorem on the asymptotic tail behavior of the maximum of a negative drift random walk.},
     journal = {Sibirskij Matematicheskij Zhurnal},
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     publisher = {mathdoc},
     volume = {46},
     number = {6},
     year = {2005},
     zbl = {1117.60048},
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Korshunov, D.A. The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk.. Sibirskij Matematicheskij Zhurnal, Tome 46 (2005) no. 6, p. 1335. https://geodesic-test.mathdoc.fr/item/SMZ_2005__46_6_53298/