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dc.contributor.authorHunting, Martineng
dc.date.accessioned2012-12-11T10:15:13Z
dc.date.available2012-12-11T10:15:13Z
dc.date.issued2012-06-18eng
dc.identifier.urihttps://hdl.handle.net/1956/6225
dc.description.abstractIn this article we will prove existence of a classical solution of the integro-differential equation for ruin probability in finite time stated in Paulsen (2008).en_US
dc.language.isoengeng
dc.publisherThe authoren_US
dc.relation.ispartof<a href="http://hdl.handle.net/1956/6213" target="blank">Optimal dividend policy and ruin probability for models with investment</a>en_US
dc.titleExistence of a classical solution of a parabolic PIDE associated with ruin probabilityen_US
dc.description.versionDraften_US
dc.description.versionPreprinten_US
dc.rights.holderCopyright the author. All rights reserveden_US


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