Talk on Ruin Problems at the London Mathematical Labratory's Ergodicity Economics seminar series

This week I gave a talk on the relationship between first-passage time problems and ruin problems. This is in relation to two projects that I am engaged with, (1) first-passage on disordered intervals (with Sid Redner), and (2) the origins of transient bimodality (a project in progress with Augustinas Sukys and Kaan Öcal). It was great fun to explore the overlap between first-passage and ruin problems, and I’d like to thank the LML, especially James King and Emilie Soysal, for interesting questions and discussion. You can find a recording of the talk here!