New Methods for the Problem of Collective Ruin

DOI10.1137/0150084zbMATH Open0711.90050OpenAlexW2020262873MaRDI QIDQ3496150FDOQ3496150

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

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zbMATH Keywords

turning pointasymptotic approximationsWKB methodinsurance companycollective ruindynamical stochastic processesintegral-differential- difference equationrisk business

Mathematics Subject Classification ID

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

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• Title not available (Why is that?)
• Rate maximizing and state variable theories of diet selection
• Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I
• Ruin probability by operational calculus

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