The inverse distribution of the maximal average of i.i.d. exponential random variables admits a simple closed form, applied to ruin probability.
Abel series distributions with applications to fluctua- tions of sample functions of stochastic processes
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On sequential maxima of exponential sample means, with an application to ruin probability
The inverse distribution of the maximal average of i.i.d. exponential random variables admits a simple closed form, applied to ruin probability.