Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time
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Publication:379099
DOI10.1186/1029-242X-2012-156zbMath1277.91100WikidataQ59289957 ScholiaQ59289957MaRDI QIDQ379099
Publication date: 8 November 2013
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
45K05: Integro-partial differential equations
91G80: Financial applications of other theories
60K10: Applications of renewal theory (reliability, demand theory, etc.)
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
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