Some applications of the classical formula on ruin probabilities
From MaRDI portal
Publication:1081949
DOI10.1016/0378-3758(86)90007-8zbMath0602.60013OpenAlexW2077953670MaRDI QIDQ1081949
Publication date: 1986
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(86)90007-8
classical formula on ruin probabilitiesjoint distributions for unconditional and conditional random walknarrowest tube problem
Related Items (2)
Testing for change-points with rank and sign statistics ⋮ Extensions of some classical methods in change point analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On sequences of 'pure heads'
- An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
- On de Moivre's Recursion Formulae for the Duration of Play
- The narrowest tube of a recurrent random walk
- Some joint distributions for conditional random walks
- Excursion and meander in random walk
- On the Classical Ruin Problems
This page was built for publication: Some applications of the classical formula on ruin probabilities