In this paper Davidson's classic problem concerning the solution of an integro-differential equation regarding the collective risk theory with the aim of examining the probability of the failure of an insurance company is further analysed. The validity of a new representation’s formula to the solution of the problem is demonstrated after having discussed the question of the existence of that solution.
On Davidson’s problem in the collective risk theory / Cardona, Elena. - In: RATIO MATHEMATICA. - ISSN 1592-7415. - 14(2003), pp. 5-14.
On Davidson’s problem in the collective risk theory
CARDONA, ELENA
2003
Abstract
In this paper Davidson's classic problem concerning the solution of an integro-differential equation regarding the collective risk theory with the aim of examining the probability of the failure of an insurance company is further analysed. The validity of a new representation’s formula to the solution of the problem is demonstrated after having discussed the question of the existence of that solution.File in questo prodotto:
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