Tail expansions for the distribution of the maximum of a random walk   with negative drift and regularly varying increments
  Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F. An application to ruin probabilities is developed. 
Ph .Barbe (CNRS), W.P. McCormick (UGA), C. Zhang (UGA)