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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• Deciding when to quit the gambler's ruin game with unknown probabilities
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• Limiting probabilities in Markov chains
• Summing perturbation expansions—an elementary approach via the gambler's ruin problem
• The Anxious Gambler's Ruin
• Variance of the game duration in the gambler's ruin problem
• Harmonic numbers in gambler's ruin problem
• Symbol-crunching with the gambler's ruin problem
• The conditional gambler's ruin problem with ties allowed
• An Offer You Can't Refuse
• American roulette: a gambler's ruin
• Gambler's ruin estimates on finite inner uniform domains
• On the gambler's ruin problem for a finite Markov chain
• The gambler's ruin problem for a Markov chain related to the Bessel process
• Gambler’s ruin with random stopping
• Stochastic ordering results on the duration of the gambler's ruin game
• Trading cookies in a gambler's ruin scenario
• Generalized ruin problems and asynchronous random walks
• An aspect of the Gambler's Ruin problem
• Gambler's ruin with catastrophes and windfalls

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