Three-handed gambler's ruin
نویسندگان
چکیده
منابع مشابه
Three Methods to Calculate the Probability of Ruin
The first method, essentmlly due to GOOVAERTS and DE VYLDER, uses the connection between the probablhty of ruin and the maximal aggregate loss random variable, and the fact that the latter has a compound geometric d lsmbutlon. For the second method, the claim amount distribution is supposed to be a combination of exponential or translated exponential distributions. Then the probablhty of rum ca...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2006
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800000914