On certain aspects of a simple random walk with one random and one non-random absorbing barrier

DOI10.1080/03461238.1980.10408651zbMATH Open0441.60076OpenAlexW2073123426MaRDI QIDQ3883264FDOQ3883264

Authors: P.-C. G. Vassiliou 

Publication date: 1980

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1980.10408651

zbMATH Keywords

application to an insurance problemnon-random absorbing barrier

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50)

Cites Work

• Title not available (Why is that?)
• Random Walk and the Theory of Brownian Motion
• A three-player extension of the gambler's ruin problem

Cited In (1)

• On a fundamental identity for stopping times and its application to risk theory

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