On the Classical Ruin Problems

DOI10.2307/2283470zbMath0181.23203OpenAlexW4213452636MaRDI QIDQ5571518

Lajos Takács

Publication date: 1969

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2283470

zbMATH Keywords

operations research

Related Items (15)

Formulations of the inclusion–exclusion principle from Legendre to Poincaré, with emphasis on Daniel Augusto da Silva ⋮ Some applications of the classical formula on ruin probabilities ⋮ A novel version for three-player gambler's ruin problem ⋮ Extensions of gambler's ruin with even odds: multinomial and other models ⋮ On some inequalities in boundary crossing problems for random walks ⋮ Die Übergangsfunktion des einfachen, von zwei Erneuerungsprozessen gesteuerten Bedienungskanals mit endlichem Warteraum ⋮ The ruin time for 3-player gambler’s problem: an approximate formula ⋮ On the gambler's ruin problem for a finite Markov chain ⋮ Bounds for the probability to leave the interval ⋮ On the analysis of a random walk-jump chain with tree-based transitions and its applications to faulty dichotomous search ⋮ Takács' asymptotic theorem and its applications: a survey ⋮ On the Analysis of a Random Interleaving Walk–Jump Process with Applications to Testing ⋮ Gambler's ruin with catastrophes and windfalls ⋮ Dual processes to solve single server systems ⋮ On the Asymptotics of the Ruin Probability

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