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Teoriya Veroyatnostei i ee Primeneniya, 2007, Volume 52, Issue 2, Pages 359–363
DOI: https://doi.org/10.4213/tvp178 (Mi tvp178) 		 
Short Communications

On one estimate of the ruin probability

G. P. Ivanova, V. Ya. Kondratyev

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
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DOI: https://doi.org/10.4213/tvp178
Abstract: 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.
Received: 04.04.2004
English version:
Theory of Probability and its Applications, 2008, Volume 52, Issue 2, Pages 345–350
DOI: https://doi.org/10.1137/S0040585X9798302X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. P. Ivanova, V. Ya. Kondratyev, “On one estimate of the ruin probability”, Teor. Veroyatnost. i Primenen., 52:2 (2007), 359–363; Theory Probab. Appl., 52:2 (2008), 345–350
Citation in format AMSBIB
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