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Dynamical insurance models with investment: Constrained singular problems for integrodifferential equations.

Authors: Belkina, T. Konyukhova, N. Kurochkin, S.

Source: Computational Mathematics & Mathematical Physics. Jan2016, Vol. 56 Issue 1, p43-92. 50p.

Subject Terms: *INTEGRO-differential equations, *FINANCIAL markets, *UNIQUENESS (Mathematics), *ORDINARY differential equations, *STOCHASTIC processes