Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior.
Yuri KabanovNikita PukhlyakovPublished in: J. Appl. Probab. (2022)
Keyphrases
- ordinary differential equations
- differential equations
- dynamic systems
- phase space
- numerical solution
- artificial intelligence
- data analysis
- lower bound
- probability distribution
- input image
- mathematical model
- partial differential equations
- finite element
- gene regulatory networks
- qualitative simulation
- numerical integration