A Deep Neural Network Approach to Solving for Seal’s Type Partial Integro-Differential Equation

A Deep Neural Network Approach to Solving for Seal’s Type Partial Integro-Differential Equation

In this paper, we study the problem of solving Seal’s type partial integro-differential equations (PIDEs) for the classical compound Poisson risk model. A data-driven deep neural network (DNN) method is proposed to calculate finite-time survival probability, and an alternative scheme is also investi...

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Bibliographic Details
Main Authors: Bihao Su, Chenglong Xu, Jingchao Li
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Mathematics
Subjects:
deep neural network
partial integro-differential equation
survival probability
Generalized Simpson rule
network function
Online Access:https://www.mdpi.com/2227-7390/10/9/1504

Internet

https://www.mdpi.com/2227-7390/10/9/1504

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