Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (Q2838933)
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English | Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution |
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Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (English)
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3 July 2013
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dynamic insurance model
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Cramer-Lundberg model
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second-order linear integro-differential equation
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weak singularity
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numerical examples
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singular boundary value problem
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algorithm
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financial market
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