Geodesic
The ruin problem for the stationary Gaussian process
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 1, pp. 171-178

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The exact asymptotic of the ruin probability is found in the case when the profit rate has the form of the Gaussian stationary process.
Keywords: Gaussian process, Rice method, ruin probability. 
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     author = {S. G. Kobel'kov},
     title = {The ruin problem for the stationary {Gaussian} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {171--178},
     publisher = {mathdoc},
     volume = {49},
     number = {1},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2004_49_1_a10/}
}
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S. G. Kobel'kov. The ruin problem for the stationary Gaussian process. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 1, pp. 171-178. http://geodesic.mathdoc.fr/item/TVP_2004_49_1_a10/