Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution
DOI10.1134/S0965542512100077zbMath1274.65334MaRDI QIDQ2838933
T. A. Belkina, N. B. Konyukhova, S. V. Kurochkin
Publication date: 3 July 2013
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
algorithmnumerical examplessingular boundary value problemfinancial marketCramer-Lundberg modelweak singularitysecond-order linear integro-differential equationdynamic insurance model
Numerical methods (including Monte Carlo methods) (91G60) Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20)
Related Items (11)
Cites Work
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