Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.

Shao, S.; Chang, C.L.

Displaying similar documents to “Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.”

Asymptotic solutions of diffusion models for risk reserves.

Shao, S. (2003)

International Journal of Mathematics and Mathematical Sciences

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Probability and quanta: why back to Nelson?

Piotr Garbaczewski (1998)

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We establish circumstances under which the dispersion of passive contaminants in a forced flow can be consistently interpreted as a Markovian diffusion process.

$N$ -widths for singularly perturbed problems

Stynes, Martin, Kellogg, R. Bruce

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The numerical valuation of options with underlying jumps.

Meyer, G.H. (1998)

Acta Mathematica Universitatis Comenianae. New Series

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$N$ -widths for singularly perturbed problems

Martin Stynes, R. Bruce Kellogg (2002)

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Kolmogorov $N$ -widths are an approximation theory concept that, for a given problem, yields information about the optimal rate of convergence attainable by any numerical method applied to that problem. We survey sharp bounds recently obtained for the $N$ -widths of certain singularly perturbed convection-diffusion and reaction-diffusion boundary value problems.

Ruin models with investment income.

Paulsen, Jostein (2008)

Probability Surveys [electronic only]

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Displaying similar documents to “Asymptotic and numerical solutions for diffusion models for compounded risk reserveswith dividend payments.”

Asymptotic solutions of diffusion models for risk reserves.

Probability and quanta: why back to Nelson?

N -widths for singularly perturbed problems

The numerical valuation of options with underlying jumps.

N -widths for singularly perturbed problems

Ruin models with investment income.

$N$ -widths for singularly perturbed problems

$N$ -widths for singularly perturbed problems