On one estimate of the ruin probability
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 359-363
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The paper deduces the inequality for the ruin probability from a Laplace formula for a player versus an infinitely rich opponent.
Keywords:
ruin probability, classic ruin problem.
@article{TVP_2007_52_2_a7,
author = {G. P. Ivanova and V. Ya. Kondratyev},
title = {On one estimate of the ruin probability},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {359--363},
year = {2007},
volume = {52},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a7/}
}
G. P. Ivanova; V. Ya. Kondratyev. On one estimate of the ruin probability. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 359-363. http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a7/
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