Risk-Free Investments and Their Comparison with Simple Risky Strategies in Pension Insurance Model: Solving Singular Problems for Integro-Differential Equations-Reference-Cited by-同舟云学术

Risk-Free Investments and Their Comparison with Simple Risky Strategies in Pension Insurance Model: Solving Singular Problems for Integro-Differential Equations

Published:2020-10 Issue:10 Volume:60 Page:1621-1641
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.,Slavko B. V.

Publisher

Pleiades Publishing Ltd

Subject

Computational Mathematics

Link

http://link.springer.com/content/pdf/10.1134/S096554252010005X.pdf

Reference18 articles.

1. T. A. Belkina, N. B. Konyukhova, and B. V. Slavko, “Solvency of an insurance company in a dual risk model with investment: Analysis and numerical study of singular boundary value problems,” Comput. Math. Math. Phys. 59 (11), 1904–1927 (2019).

2. J. Grandell, Aspects of Risk Theory (Springer-Verlag, New York, 1991).

3. S. Asmussen and H. Albrecher, Ruin Probabilities, Advanced Series on Statistical Science and Applied Probability, Vol. 14 (World Scientific, Singapore, 2010).

4. H. Albrecher, A. Badescuc, and D. Landriaultd, “On the dual risk model with tax payments,” Insurance Math. Econ. 42 (3), 1086–1094 (2008).

5. B. Avanzia, H. U. Gerber, and E. S. W. Shiub, “Optimal dividends in the dual model,” Insurance Math. Econ. 41 (1), 111–123 (2007).

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal Investment and Reinsurance Policies in a Continuous-Time Model;Mathematics;2023-12-18

2. Optimal Control of Investment in a Collective Pension Insurance Model: Study of Singular Nonlinear Problems for Integro-Differential Equations;Computational Mathematics and Mathematical Physics;2022-09

3. Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations;Recent Developments in Stochastic Methods and Applications;2021