gambler<-function(z,g,b=100){
x<-z+cumsum(2*(runif(b)>.5)-1)
f<-match(c(0,g),x,nomatch=b+1)
if(min(f)<=b)x[1:min(f)]
else c(x,gambler(x[b],g,b=b))
}

sim.ruin<-function(z,g,nrep){
win<-0
h<-0
tt<-0
for(i in 1:nrep){
x<-gambler(z,g)
if(x[length(x)]==g){
win<-win+1
if(x[1]==z+1)h<-h+1
if((x[1]==z-1) & (x[2]==z-2)) tt<-tt+1
  }}
list(win=win,h=h,tt=tt)
}

sim.ruin(5,15,1000000)