METHOD OF SUCCESSIVE APPROXIMATIONS FOR SOLVING INTEGRAL EQUATIONS OF THE THEORY OF RISK PROCESSES

B. V. Norkin

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METHOD OF SUCCESSIVE APPROXIMATIONS FOR SOLVING INTEGRAL EQUATIONS OF THE THEORY OF RISK PROCESSES

机译：求解风险过程理论的积分方程的成功逼近方法。

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A model of a classical risk process describing the evolution of an insurance company's capital is generalized. Integral equations for the bankruptcy probability are derived. The method of successive approximations is used to solve these equations.

机译：概括了描述保险公司资本演变的经典风险过程模型。推导了破产概率的积分方程。逐次逼近法用于求解这些方程。

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来源
《Cybernetics and Systems Analysis》 |2004年第4期|p.517-526|共10页
作者
B. V. Norkin;
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作者单位

V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine;

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收录信息美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类自动化技术、计算机技术;
关键词
actuarial mathematics; risk process; probability of bankruptcy; integral equations; method of successive approximations;

机译：精算数学;风险过程;破产概率;积分方程;逐次逼近法;

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METHOD OF SUCCESSIVE APPROXIMATIONS FOR SOLVING INTEGRAL EQUATIONS OF THE THEORY OF RISK PROCESSES

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