Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions

Documenti analoghi

• Ruin Probabilities for a Sparre Andersen Model with Investments: the Case of Annuity Payments
  di: Kabanov, Yuri, et al.
  Pubblicazione: (2023)
• On the Application of Laplace Transform to the Ruin Problem with Random Insurance Payments and Investments in a Risky Asset
  di: Antipov, Viktor
  Pubblicazione: (2025)
• Distributional equations and the ruin problem for the Sparre Andersen model with investments
  di: Kabanov, Yuri, et al.
  Pubblicazione: (2025)
• On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
  di: Kabanov, Yuri, et al.
  Pubblicazione: (2025)
• Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures
  di: Ekren, Ibrahim, et al.
  Pubblicazione: (2026)