Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: analysis and numerical solution (Q2838933)

From MaRDI portal





scientific article; zbMATH DE number 6183687
Language Label Description Also known as
English
Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: analysis and numerical solution
scientific article; zbMATH DE number 6183687

    Statements

    0 references
    0 references
    0 references
    3 July 2013
    0 references
    dynamic insurance model
    0 references
    Cramer-Lundberg model
    0 references
    second-order linear integro-differential equation
    0 references
    weak singularity
    0 references
    numerical examples
    0 references
    singular boundary value problem
    0 references
    algorithm
    0 references
    financial market
    0 references
    Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: analysis and numerical solution (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references