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Outcry

Stochastic Processes

Random walks that end somewhere specific - absorbing boundaries, one-step recursions, and knowing when to stop.

Cramér-LundbergRuin WalkerRun an insurer's surplus against real compound-Poisson claims and compute the exact ruin probability ψ(u) = (1/(1+θ))·e^(−Ru) as it changes live.Play →Optional stoppingMartingale MutinyA flat edge against a proportional shock. Step for expected value or stop and bank it - then see what the one-step recursion says you should have done.Play →