On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations
We study the basic integral equation of actuarial mathematics for the probability of (non)ruin of an insurance company regarded as a function of the initial capital. We establish necessary and sufficient conditions for the existence of a solution of this equation, general sufficient conditions for i...
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| Date: | 2007 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2007
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3422 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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