Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments

DOI10.1155/S016117120430431XzbMath1109.91365MaRDI QIDQ1774694

Niranjan Chakravarthy

Publication date: 18 May 2005

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53088

zbMATH Keywords

parabolic equationmartingale theoryrisk reservesconditional probality

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

This page was built for publication: Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments