Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971): Difference between revisions

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Latest revision as of 07:34, 12 July 2024

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Dynamical insurance models with investment: constrained singular problems for integrodifferential equations
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    Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (English)
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    8 July 2016
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    Cramér-Lundberg-type dynamical insurance models with deterministic and stochastic premiums
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    exponential distributions of premium and claim sizes
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    investments in risky and risk-free assets
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    survival probability of an insurance company as a function of its initial surplus
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    second-order linear IDEs on a half-line with Volterra and non-Volterra integral operators
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    singular initial value and nonlocal constrained problems
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    degenerate problems
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    related singular problems for ordinary differential equations
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    existence
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    uniqueness
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    behavior of solutions
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    numerical solution algorithms
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    numerical results
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    comparison of models
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