Pages that link to "Item:Q2838933"
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The following pages link to Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (Q2838933):
Displaying 11 items.
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments (Q341448) (← links)
- Ruin probability in models with stochastic premiums (Q2027878) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- New type super singular integro-differential equation and its conjugate equation (Q2206713) (← links)
- Mellin transform and integro-differential equations with logarithmic singularity in the kernel (Q2211409) (← links)
- Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
- Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) (← links)
- Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities (Q3178732) (← links)
- INVESTIGATION OF SOME CLASSES OF SECOND ORDER PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS WITH A POWERLOGARITHMIC SINGULARITY IN THE KERNEL (Q5046299) (← links)
- Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior (Q5087008) (← links)
