An analog of Wald's identity for random walks with infinite mean. Korshunov, D.A. — 2009 Sibirskij Matematicheskij Zhurnal
The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk. Korshunov, D.A. — 2005 Sibirskij Matematicheskij Zhurnal
On the distribution density of the supremum of a random walk in the subexponential case. Korshunov, D.A. — 2006 Sibirskij Matematicheskij Zhurnal
Asymptotics for random walks with dependent heavy-tailed increments. Korshunov, D.A.; Schlegel, Sabine; Schmidt, Volker — 2003 Sibirskij Matematicheskij Zhurnal