Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model (Q6149346)

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scientific article; zbMATH DE number 7799984
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Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model
scientific article; zbMATH DE number 7799984

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    Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model (English)
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    5 February 2024
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    ruin theory
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    renewal theory
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    queueing theory
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    random walk
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    survival probability
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    generating function
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    Pollaczek-Khinchine formula
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    initial values
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