NB. JAPLA DEC 2011 NB. written by SUZUKI giichiro /Emertus professor od ISM Japan NB. ruin problems ruin_u=:4 :0 if.x=0.5 do.1-({.%+/)y else.r=.(-.%])x (s-r^{.y)%(s=.r^+/y)-1 end. ) NB. ultimate ruin probability NB. sub=:{.+[:2&{} NB. next=:0;,[ : ] ., 1;(sub,(2:))^:(#-2:) NB. coeft=:4 : '}.|:next^:(i.x)0,(<:y)$]' NB. NB. prob=:[:*/"2(0:,.[:].[:].[:i.[:@]]+/[:i.[) NB. ruin_probt=;prob*[coeft{:@} NB.x=k,y=p,a+b