Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums

DOI10.1137/110852000zbMath1264.91068arXiv1110.5276OpenAlexW2028271507MaRDI QIDQ4923311

Markus Rosenkranz, Georg Regensburger, Corina Constantinescu, Zbigniew Palmowski, Hansjoerg Albrecher

Publication date: 6 June 2013

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5276

zbMATH Keywords

boundary value problems asymptotic expansions renewal risk models Green's operators surplus dependent premiums

Mathematics Subject Classification ID

Green's functions for ordinary differential equations (34B27) Linear boundary value problems for ordinary differential equations (34B05)

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