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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Datum:2007
Hauptverfasser: Norkin, B. V., Норкин, Б. В.
Format: Artikel
Sprache:Russisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2007
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/3422
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal