The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems

DOI10.1002/mma.7568zbMath1478.91187OpenAlexW3176696616MaRDI QIDQ5015759

Davood Ahmadian, Luca Vincenzo Ballestra

Publication date: 9 December 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.7568

zbMATH Keywords

ruinfinite element methodnumerical approximationsurvival probabilitydividend-ruin model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Risk models (general) (91B05)

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