Well Bga, after trying the best you could to get an exact selection going and still the selection is not good enough, then its time to reconstruct the subject. In this case where the fur is fine it becomes very difficult to differentiate between the fine hair strands and white background.

Use the stamp tool using aligned and use all layers options in a new transparent layer. Further, in the brush palette check on shape dynamics altering the size jitter option leaving it at 0% but setting the control option to fade and the jitter steps to 10 with a minimum of 0. Also check on airbrush. Then go near the edge of the tail using a soft brush size of about 27 pixels and start brushing back in your detail. You can further use the smudge, sharpen and blur tools. Here I only did the tail.