Numerical solution of some first order integro-differential equations arising in ultimate ruin theory
نویسندگان
چکیده
This paper presents models of ultimate ruin theory in the form of 1st order integro-differential equations and systems of such equations (cf. Albrecher and Boxma (2004), Dickson and Gray (1984), Lin, Willmot and Drekic (2003)), and gives some numerical results obtained from the direct solution of one of them (Albrecher and Boxma (2004)).
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تاریخ انتشار 2005