A matrix-analytic approach to the <i>N</i>-player ruin problem (Q5754686)
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scientific article; zbMATH DE number 5181955
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| English | A matrix-analytic approach to the <i>N</i>-player ruin problem |
scientific article; zbMATH DE number 5181955 |
Statements
A matrix-analytic approach to the <i>N</i>-player ruin problem (English)
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23 August 2007
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Markov process
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\(N\)-player ruin problem
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multivariate absorbing Markov chain
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phase-type distribution
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hitting time
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hitting probability
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folding algorithm
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0.8053963780403137
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0.7848657369613647
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0.7809661626815796
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0.7783492803573608
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