Edeki, S.O. and adinya, I and Ugbebor, O.O. (2014) The Effect of Stochastic Capital Reserve on Actuarial Risk Analysis via an Integrodifferential Equation. IAENG International Journal of Applied Mathematics, 44 (2). pp. 83-90.
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Abstract
This work investigates the effect of stochastic capital reserve on actuarial risk analysis. The formulated mathematical problem is a risk-reserve process of an insurance company whose ruin and survival probabilities are analyzed via the solutions of a derived integro-differential equation (IDE). We further study the interplay between the parameters governing the ruin and the survival probabilities regarding the risk-reserve model; thereby establish a relationship between the probabilities and the initial risk reserve in terms of the other parameters.
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Engineering, Science and Mathematics > School of Mathematics |
| Depositing User: | S.O. Edeki |
| Date Deposited: | 07 Mar 2016 09:39 |
| Last Modified: | 07 Mar 2016 09:39 |
| URI: | http://eprints.covenantuniversity.edu.ng/id/eprint/6377 |
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