2017
Том 69
№ 6

All Issues

On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations

Norkin B. V.

Full text (.pdf)


Abstract

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 its existence and uniqueness, and conditions for the uniform convergence of the method of successive approximations for finding the solution.

English version (Springer): Ukrainian Mathematical Journal 59 (2007), no. 12, pp 1902-1913.

Citation Example: Norkin B. V. On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations // Ukr. Mat. Zh. - 2007. - 59, № 12. - pp. 1689–1698.

Full text