Existence of Solutions for $${\mathrm {m}}$$-Point Boundary Value Problems on an Infinite Time Scale
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DOI: 10.1007/s12591-020-00524-w
Abstract: In this study, we present the existence result for the the second order $${\mathrm {m}}$$-point boundary value problems on infinite time scales. Nagumo condition, lower and upper solutions play an important role in the arguments. read more here.
Keywords: problems infinite; mathrm point; boundary value; point boundary ... See more keywords
Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
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DOI: 10.1080/03461238.2017.1391872
Abstract: Abstract Let be a standard Brownian motion. In this paper, we derive the asymptotics of the probability of Parisian ruin over an infinite time horizon for the following risk process (0.1) where is the initial… read more here.
Keywords: time horizon; ruin; parisian ruin; brownian motion ... See more keywords
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
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DOI: 10.1080/03610926.2015.1030428
Abstract: ABSTRACT This article studies a continuous-time bidimensional risk model, in which an insurer simultaneously confronts two kinds of claim sharing a common renewal claim-number process. Under the assumption that the claim size vectors form a… read more here.
Keywords: ruin probability; time; risk model; time ruin ... See more keywords