Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (Q2838933)

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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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