Existence of a classical solution of a parabolic PIDE associated with ruin probability
| dc.contributor.author | Hunting, Martin | eng |
| dc.date.accessioned | 2012-12-11T10:15:13Z | |
| dc.date.available | 2012-12-11T10:15:13Z | |
| dc.date.issued | 2012-06-18 | eng |
| dc.identifier.uri | https://hdl.handle.net/1956/6225 | |
| dc.description.abstract | In 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.iso | eng | eng |
| dc.publisher | The author | en_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.title | Existence of a classical solution of a parabolic PIDE associated with ruin probability | en_US |
| dc.type | Journal article | |
| dc.description.version | Draft | en_US |
| dc.rights.holder | Copyright the author. All rights reserved | en_US |
