Some applications of the classical formula on ruin probabilities

DOI10.1016/0378-3758(86)90007-8zbMath0602.60013OpenAlexW2077953670MaRDI QIDQ1081949

Endre Csáki

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90007-8

zbMATH Keywords

classical formula on ruin probabilitiesjoint distributions for unconditional and conditional random walknarrowest tube problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Related Items (2)

Testing for change-points with rank and sign statistics ⋮ Extensions of some classical methods in change point analysis

Cites Work

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• On sequences of 'pure heads'
• An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
• On de Moivre's Recursion Formulae for the Duration of Play
• The narrowest tube of a recurrent random walk
• Some joint distributions for conditional random walks
• Excursion and meander in random walk
• On the Classical Ruin Problems

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