Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments

DOI10.1007/s10958-016-3037-1zbMath1349.91128OpenAlexW2519641543MaRDI QIDQ341448

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

Publication date: 16 November 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3037-1

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems

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