La rovina del giocatore con dipendenza markoffiana nel processo di alternativa

DOI10.1007/BF02085370MaRDI QIDQ4335887zbMATH OpenFDO

Authors Luigi Vannucci

Publication date 5 May 1997

Published in Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

zbMATH Keywords

risk managementruin probabilitygambler's ruin problemexpected duration of the game

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

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• Harmonic numbers in gambler's ruin problem
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• Symbol-crunching with the gambler's ruin problem
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• Summing perturbation expansions—an elementary approach via the gambler's ruin problem
• Gambler's ruin estimates on finite inner uniform domains
• Variance of the game duration in the gambler's ruin problem
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• Deciding when to quit the gambler's ruin game with unknown probabilities
• Statistical Gambler's Ruin Problem
• The Anxious Gambler's Ruin

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