Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971)
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scientific article; zbMATH DE number 6601960
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| English | Dynamical insurance models with investment: constrained singular problems for integrodifferential equations |
scientific article; zbMATH DE number 6601960 |
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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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0.9228919744491576
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0.8925625681877136
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0.8344374299049377
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0.8334321975708008
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