The Ruin Problem for Sums of Dependent Random Variables

DOI10.4153/CMB-1980-047-2MaRDI QIDQ3873226zbMATH OpenFDO

Authors Dudley Paul Johnson

Publication date 1980

Published in Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4153/CMB-1980-047-2

zbMATH Keywords

ruin problemsums of dependent random variables

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Sums of independent random variables; random walks (60G50)

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