  The goal is to identify the class of distributions to which the distribution
of the maximum of a L\'evy process with no negative jumps and negative mean
(equivalently, the stationary distribution of the reflected process) belongs.
An explicit new distributional identity is obtained for the case where the
L\'evy process is an independent sum of a Brownian motion and a general
subordinator (nondecreasing L\'evy process) in terms of a geometrically
distributed sum of independent random variables. This generalizes both the
distributional form of the standard Pollaczeck-Khinchine formula for stationary
workload distribution in the M/G/1 queue and the exponential stationary
distribution of a reflected Brownian motion.
