New Methods for the Problem of Collective Ruin

DOI10.1137/0150084MaRDI QIDQ3496150zbMATH OpenOpenAlexFDO

Authors Craig Steven Peters, Marc Mangel

Publication date 1990

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0150084

zbMATH Keywords

asymptotic approximationscollective ruindynamical stochastic processesinsurance companyintegral-differential- difference equationrisk businessturning pointWKB method

Mathematics Subject Classification ID

Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20) Laplace transform (44A10) Integro-ordinary differential equations (45J05) Operations research and management science (90B99)

Recommendations

• Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I
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• Rate maximizing and state variable theories of diet selection
• Ruin probability by operational calculus
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• Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I
• scientific article; zbMATH DE number 1500959 (Why is no real title available?)

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