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Found 1,575 Documents (Results 1–100)

Harmonic numbers in gambler’s ruin problem. (English) Zbl 1520.91086

Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 278-287 (2023).
MSC:  91A60 60G50
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Ruin probability for merged risk processes with correlated arrivals. (English) Zbl 07819607

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 15-32 (2022).
MSC:  60G55 91B05
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On approximations to the ruin probability for the classical risk process. (English. Russian original) Zbl 1509.60104

J. Math. Sci., New York 267, No. 1, 57-63 (2022); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 22, 137-147 (2010).
MSC:  60G50 60F05 60K05
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Estimation of ruin probability for binomially distributed number of \(\varphi\)-sub-Gaussian claims. (Ukrainian. English summary) Zbl 1513.62219

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