Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums.

DOI10.1007/s10559-006-0042-2zbMath1125.60311OpenAlexW2056756024MaRDI QIDQ2501336

B. V. Norkin

Publication date: 6 September 2006

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-006-0042-2

zbMATH Keywords

existenceintegral equationsactuarial mathematicsrisk processmethod of successive approximationsuniqueness of a solutionbankruptcy probabilityrandom premiums

Mathematics Subject Classification ID

Related Items (3)

A generalization of the ARIMA model to the nonlinear and continuous cases ⋮ On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market ⋮ Self-insurance of investor under repeating catastrophic risks

Cites Work

• The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment
• Method of successive approximations for solving integral equations of the theory of risk processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums.