Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations
DOI10.1134/S096554252010005XzbMath1471.91446OpenAlexW3107550993WikidataQ115247831 ScholiaQ115247831MaRDI QIDQ2214161
N. B. Konyukhova, T. A. Belkina, B. V. Slavko
Publication date: 6 December 2020
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s096554252010005x
integro-differential equationsurvival probabilitysingular problemdual risk modelinvestmentspension insuranceexponential premium size distributionrisk-free assets
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Cites Work
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