Solution of actuarial integral equation by successive approximation method for general risk-renewal process

MaRDI QIDQ2896604zbMATH OpenFDO

Authors B. V. Norkin

Publication date 16 July 2012

Published in Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

method of successive approximations.ruin probability

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for integral equations (65R20)

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Cited in

(7)

• On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market
• Method of successive approximations for solving integral equations of the theory of risk processes
• On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations
• Approximating the solution of an integral equation arising in the theory of risk: A comment
• scientific article; zbMATH DE number 2157170 (Why is no real title available?)
• scientific article; zbMATH DE number 2169744 (Why is no real title available?)
• Integral equations for the aggregate claim amount

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