Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
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Publication:4923311
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
boundary value problemsasymptotic expansionsrenewal risk modelsGreen's operatorssurplus dependent premiums
Green's functions for ordinary differential equations (34B27) Linear boundary value problems for ordinary differential equations (34B05)
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