Ruin theory problems in simple SDE models with large deviation asymptotics (Q6875658)
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scientific article; zbMATH DE number 8144137
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| English | Ruin theory problems in simple SDE models with large deviation asymptotics |
scientific article; zbMATH DE number 8144137 |
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Ruin theory problems in simple SDE models with large deviation asymptotics (English)
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13 January 2026
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Ornstein-Uhlenbeck process
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geometric Brownian motion
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stochastic differential equation
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ruin probability
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Wentzell-Freidlin method
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large deviations
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