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Teoriya Veroyatnostei i ee Primeneniya, 2015, Volume 60, Issue 4, Pages 802–810
DOI: https://doi.org/10.4213/tvp5036 (Mi tvp5036) 		 
This article is cited in 4 scientific papers (total in 4 papers)

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
Full-text PDF (190 kB) Citations (4)
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DOI: https://doi.org/10.4213/tvp5036
Funding agency Grant number
Правительство РФ 14.A12.31.0007
Russian Foundation for Basic Research 13-01-00784-a
Received: 31.03.2015
English version:
Theory of Probability and its Applications, 2016, Volume 60, Issue 4, Pages 671–679
DOI: https://doi.org/10.1137/S0040585X97T987934
Bibliographic databases:
Document Type: Article
Language: Russian
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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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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