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首页> 外文期刊>Cybernetics and Systems Analysis >THE METHOD OF SUCCESSIVE APPROXIMATION APPLIED TO FIND THE NONBANKRUPTCY PROBABILITY FOR AN INSURANCE COMPANY WITH RANDOM PREMIUMS
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THE METHOD OF SUCCESSIVE APPROXIMATION APPLIED TO FIND THE NONBANKRUPTCY PROBABILITY FOR AN INSURANCE COMPANY WITH RANDOM PREMIUMS

机译:成功近似法在寻找具有随机保费的保险公司的破产破产概率中的应用

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摘要

A risk process that describes the evolution of the capital of an insurance company is analyzed, random premiums and claims being available. Integral equations of nonbankruptcy probability as a function of the initial capital are derived. Necessary and sufficient conditions for the existence and uniqueness of solutions of these integral equations, and convergence conditions for the method of successive approximation for finding their solutions are established
机译:分析了描述保险公司资本演变的风险过程,可以得到随机保费和理赔。推导了非破产概率作为初始资本的函数的积分方程。建立了这些积分方程解存在和唯一性的充要条件,并建立了逐次逼近法求其解的收敛条件。

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