Dynamical insurance models with investment: constrained singular problems for integrodifferential equations
DOI10.1134/S0965542516010073zbMath1349.91129MaRDI QIDQ2629971
T. A. Belkina, S. V. Kurochkin, N. B. Konyukhova
Publication date: 8 July 2016
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
numerical resultsexistenceuniquenessdegenerate problemsbehavior of solutionscomparison of modelsnumerical solution algorithmsCramér-Lundberg-type dynamical insurance models with deterministic and stochastic premiumsexponential distributions of premium and claim sizesinvestments in risky and risk-free assetsrelated singular problems for ordinary differential equationssecond-order linear IDEs on a half-line with Volterra and non-Volterra integral operatorssingular initial value and nonlocal constrained problemssurvival probability of an insurance company as a function of its initial surplus
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Cites Work
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