Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems |
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Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (English)
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11 March 2020
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pension insurance
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dual risk model
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survival probability
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investment
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risky assets
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geometric Brownian motion
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exponential premium size distribution
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integro-differential equation
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singular boundary value problem
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