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Short Communications
Viscosity solutions of integro-differential equations for nonruin probabilities
T. A. Belkinaab, Yu. M. Kabanovcb a Central Economics and Mathematics Institute Russian Academy of Sciences, Moscow
b International Laboratory of Quantitative Finance, National Research University Higher School of Economics, Moscow
c Laboratoire de Mathématiques, Université de Franche-Comté, Besançon
DOI:
https://doi.org/10.4213/tvp5036
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English version:
Theory of Probability and its Applications, 2016, 60:4, 671–679
Bibliographic databases:
Received: 31.03.2015
Citation:
T. A. Belkina, Yu. M. Kabanov, “Viscosity solutions of integro-differential equations for nonruin probabilities”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 802–810; Theory Probab. Appl., 60:4 (2016), 671–679
Citation in format AMSBIB
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http://mi.mathnet.ru/eng/tvp5036https://doi.org/10.4213/tvp5036 http://mi.mathnet.ru/eng/tvp/v60/i4/p802
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