Volterra integral equations: an approach based on Lipschitz-continuity
From MaRDI portal
Publication:2673947
DOI10.1016/j.amc.2022.127496OpenAlexW4292875419WikidataQ114210766 ScholiaQ114210766MaRDI QIDQ2673947
Publication date: 21 September 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2022.127496
Mathematical economics (91Bxx) Numerical methods for integral equations, integral transforms (65Rxx) Volterra integral equations (45Dxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fixed point method for solving nonlinear quadratic Volterra integral equations
- Risk theory
- On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
- On solving integral equations using Markov chain Monte Carlo methods
- A solution to the ruin problem for Pareto distributions.
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures
- New algorithms for the numerical solution of nonlinear Fredholm and Volterra integral equations using Haar wavelets
- Bernstein operator method for approximate solution of singularly perturbed Volterra integral equations
- Refinements of bounds for tails of compound distributions and ruin probabilities
- A new numerical method for a class of Volterra and Fredholm integral equations
- An application of fractional differential equations to risk theory
- Volterra Integral Equations
- Ruin estimation for a general insurance risk model
- On a Nonlinear Integral Equation for Population Growth Problems
- Ruin probabilities in classical risk models with gamma claims
- Numerical solution of Volterra integral equations via Szász‐Mirakyan approximation method
- A simple iterative method for the valuation of American options
- Functional sensitivity analysis of ruin probability in the classical risk models
This page was built for publication: Volterra integral equations: an approach based on Lipschitz-continuity
