The Effect of Stochastic Capital Reserve on Actuarial Risk Analysis via an Integrodifferential Equation

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dc.creatorEdeki, S.O., adinya, I, Ugbebor, O.O.
dc.date2014
dc.date.accessioned2025-03-28T17:35:50Z
dc.descriptionThis 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.
dc.formatapplication/pdf
dc.identifierhttp://eprints.covenantuniversity.edu.ng/6377/
dc.identifier.urihttps://repository.covenantuniversity.edu.ng/handle/123456789/35604
dc.languageen
dc.subjectQA Mathematics
dc.titleThe Effect of Stochastic Capital Reserve on Actuarial Risk Analysis via an Integrodifferential Equation
dc.typeArticle

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