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知网期刊论文(2)
在“
SpringerLink电子期刊
”中,
命中:
4
条,耗时:小于0.01 秒
在所有数据库中总计命中:
3
条
1.
Dynamical insurance models with investment: Constrained singular problems for integrodifferential equations
作者:
T. A. Belkina
;
N. B. Konyukhova…
关键词:
Cramér
–
Lundberg
;
type dynamical insurance models with deterministic and stochastic premiums
;
exponential distributions of premium and claim sizes
;
investments in risky and risk
;
free assets
;
survival probability of an insurance company as a function of its initial surplus
;
second
;
order linear IDEs on a half
;
line with Volterra and non
;
Volterra integral operators
;
singular initial value and nonlocal constrained problems
;
degenerate problems
;
related singular problems for ordinary differential equati
刊名:Computational Mathematics and Mathematical Physics
出版年:2016
2.
Singular Initial-Value and Boundary-Value Problems for Integrodifferential Equations in Dynamical Insurance Models with Investments
作者:
T. A. Belkina
;
N. B. Konyukhova
;
S. V. Kurochkin
刊名:Journal of Mathematical Sciences
出版年:2016
3.
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory
作者:
Zied Ben-Salah
;
Hélène Guérin
;
Manuel Morales…
刊名:European Actuarial Journal
出版年:2015
4.
An Analogue of the
Cramér
–
Lundberg
Approximation in the Optimal Investment Case
作者:
Peter Grandits
关键词:
Optimal investment
;
Ruin probabilities
;
Integro
;
differential equations
刊名:Applied Mathematics and Optimization
出版年:2004
1
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