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Old 09-13-2005, 09:13 PM
BruceZ BruceZ is offline
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Join Date: Sep 2002
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Default Re: Mean/Variance Questions

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Thanks Bruce. By the way, I remember a while back you provided the "risk of ruin" equation as RoR=e^(-2uB/var). How is that equation derived? It looks somewhat related to the pdf for the normal distribution function, but I'm not sure how to get from one to the other (derivative, integral, other).

[/ QUOTE ]

Derivation of risk of ruin formula
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