The ruin time for 3-player gambler's problem: an approximate formula

Hussain, A; Cheema, SA; Haroon, S; Kifayat, T

Hussain, A (通讯作者),Quaid I Azam Univ, Dept Stat, Islamabad, Pakistan.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (4): 1651

Abstract

A careful review of the literature ascertains that the problem of calculating the expected ruin time for the asymmetric 3-player game involving arbitr......

Full Text Link