Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution-Reference-Cited by-同舟云学术

Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution

Published:2012-10 Issue:10 Volume:52 Page:1384-1416
ISSN:0965-5425
Container-title:Computational Mathematics and Mathematical Physics
language:en
Short-container-title:Comput. Math. and Math. Phys.

Author:

Belkina T. A.,Konyukhova N. B.,Kurochkin S. V.

Publisher

Pleiades Publishing Ltd

Subject

Computational Mathematics

Link

http://link.springer.com/content/pdf/10.1134/S0965542512100077.pdf

Reference32 articles.

1. A. V. Boikov, Candidate’s Dissertation in Mathematics and Physics (Steklov Mathematical Inst., Moscow, 2003).

2. V. Yu. Korolev, V. E. Bening, and S. Ya. Shorgin, Mathematical Foundations of Risk Theory (Fizmatlit, Moscow, 2007) [in Russian].

3. A. V. Boikov, “The Cramer-Lundberg Model with Stochastic Premium Process,” Theory Probab. Appl. 47, 489–493 (2003).

4. T. A. Belkina, N. B. Konyukhova, and A. O. Kurkina, “Optimal Investment Problem in Dynamic Insurance Models: I. Investment Strategies and Ruin Probability,” Obozr. Prikl. Promyshl. Mat. (Sekts. Finans. Strakh. Mat.) 16, 961–981 (2009).

5. T. A. Belkina, “Sufficiency Theorems for Survival probability in Dynamic Insurance Models with Investment,” in Analysis and Modeling of Economic Processes, Ed. by V. Z. Belen’kii (TsEMI RAN, Moscow, 2011), Vol. 8, pp. 61–74 [in Russian].

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