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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Bibliographic Details
Date:2007
Main Authors: Norkin, B. V., Норкин, Б. В.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 2007
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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Ukrains’kyi Matematychnyi Zhurnal