 Previous Article
 JIMO Home
 This Issue

Next Article
LIBOR market model with stochastic volatility
Ruin probability for renewal risk model with negative risk sums
1.  Department of Mathematics, Suzhou Technology University, Suzhou 215011, P.R., China 
2.  Department of Mathematics, Suzhou University, Suzhou 215006, P.R., China 
[1] 
Emilija Bernackaitė, Jonas Šiaulys. The finitetime ruin probability for an inhomogeneous renewal risk model. Journal of Industrial & Management Optimization, 2017, 13 (1) : 207222. doi: 10.3934/jimo.2016012 
[2] 
Rongfei Liu, Dingcheng Wang, Jiangyan Peng. Infinitetime ruin probability of a renewal risk model with exponential Levy process investment and dependent claims and interarrival times. Journal of Industrial & Management Optimization, 2017, 13 (2) : 9951007. doi: 10.3934/jimo.2016058 
[3] 
Qingwu Gao, Zhongquan Huang, Houcai Shen, Juan Zheng. Asymptotics for randomtime ruin probability in a timedependent renewal risk model with subexponential claims. Journal of Industrial & Management Optimization, 2016, 12 (1) : 3143. doi: 10.3934/jimo.2016.12.31 
[4] 
Yuebao Wang, Qingwu Gao, Kaiyong Wang, Xijun Liu. Random time ruin probability for the renewal risk model with heavytailed claims. Journal of Industrial & Management Optimization, 2009, 5 (4) : 719736. doi: 10.3934/jimo.2009.5.719 
[5] 
Baoyin Xun, Kam C. Yuen, Kaiyong Wang. The finitetime ruin probability of a risk model with a general counting process and stochastic return. Journal of Industrial & Management Optimization, 2021 doi: 10.3934/jimo.2021032 
[6] 
Walter Allegretto, John R. Cannon, Yanping Lin. A parabolic integrodifferential equation arising from thermoelastic contact. Discrete & Continuous Dynamical Systems, 1997, 3 (2) : 217234. doi: 10.3934/dcds.1997.3.217 
[7] 
Narcisa Apreutesei, Nikolai Bessonov, Vitaly Volpert, Vitali Vougalter. Spatial structures and generalized travelling waves for an integrodifferential equation. Discrete & Continuous Dynamical Systems  B, 2010, 13 (3) : 537557. doi: 10.3934/dcdsb.2010.13.537 
[8] 
Shihchung Chiang. Numerical optimal unbounded control with a singular integrodifferential equation as a constraint. Conference Publications, 2013, 2013 (special) : 129137. doi: 10.3934/proc.2013.2013.129 
[9] 
Frederic Abergel, Remi Tachet. A nonlinear partial integrodifferential equation from mathematical finance. Discrete & Continuous Dynamical Systems, 2010, 27 (3) : 907917. doi: 10.3934/dcds.2010.27.907 
[10] 
Samir K. Bhowmik, Dugald B. Duncan, Michael Grinfeld, Gabriel J. Lord. Finite to infinite steady state solutions, bifurcations of an integrodifferential equation. Discrete & Continuous Dynamical Systems  B, 2011, 16 (1) : 5771. doi: 10.3934/dcdsb.2011.16.57 
[11] 
Jiangyan Peng, Dingcheng Wang. Asymptotics for ruin probabilities of a nonstandard renewal risk model with dependence structures and exponential Lévy process investment returns. Journal of Industrial & Management Optimization, 2017, 13 (1) : 155185. doi: 10.3934/jimo.2016010 
[12] 
Giuseppe Maria Coclite, Mario Michele Coclite. Positive solutions of an integrodifferential equation in all space with singular nonlinear term. Discrete & Continuous Dynamical Systems, 2008, 22 (4) : 885907. doi: 10.3934/dcds.2008.22.885 
[13] 
Miloud Moussai. Application of the bernstein polynomials for solving the nonlinear fractional type Volterra integrodifferential equation with caputo fractional derivatives. Numerical Algebra, Control & Optimization, 2021 doi: 10.3934/naco.2021021 
[14] 
Bing Liu, Ming Zhou. Robust portfolio selection for individuals: Minimizing the probability of lifetime ruin. Journal of Industrial & Management Optimization, 2021, 17 (2) : 937952. doi: 10.3934/jimo.2020005 
[15] 
AnneSophie de Suzzoni. Continuity of the flow of the BenjaminBonaMahony equation on probability measures. Discrete & Continuous Dynamical Systems, 2015, 35 (7) : 29052920. doi: 10.3934/dcds.2015.35.2905 
[16] 
Michel Chipot, Senoussi Guesmia. On a class of integrodifferential problems. Communications on Pure & Applied Analysis, 2010, 9 (5) : 12491262. doi: 10.3934/cpaa.2010.9.1249 
[17] 
Cyril Imbert, Sylvia Serfaty. Repeated games for nonlinear parabolic integrodifferential equations and integral curvature flows. Discrete & Continuous Dynamical Systems, 2011, 29 (4) : 15171552. doi: 10.3934/dcds.2011.29.1517 
[18] 
Yinghua Dong, Yuebao Wang. Uniform estimates for ruin probabilities in the renewal risk model with uppertail independent claims and premiums. Journal of Industrial & Management Optimization, 2011, 7 (4) : 849874. doi: 10.3934/jimo.2011.7.849 
[19] 
. Publisher Correction to: Probability, uncertainty and quantitative risk, volume 4. Probability, Uncertainty and Quantitative Risk, 2019, 4 (0) : 7. doi: 10.1186/s4154601900417 
[20] 
Olivier Bonnefon, Jérôme Coville, Jimmy Garnier, Lionel Roques. Inside dynamics of solutions of integrodifferential equations. Discrete & Continuous Dynamical Systems  B, 2014, 19 (10) : 30573085. doi: 10.3934/dcdsb.2014.19.3057 
2020 Impact Factor: 1.801
Tools
Metrics
Other articles
by authors
[Back to Top]