Pages that link to "Item:Q2574220"
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The following pages link to Method of successive approximations for solving integral equations of the theory of risk processes (Q2574220):
Displaying 13 items.
- Mathematical models for insurance business optimization (Q464853) (← links)
- The numerical solution of the Schmitter problems: Theory (Q1381137) (← links)
- Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics (Q2371751) (← links)
- Projective method for the equation of risk theory in the arithmetic case (Q2440068) (← links)
- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743) (← links)
- Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums. (Q2501336) (← links)
- The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment (Q2571532) (← links)
- Solution of actuarial integral equation by successive approximation method for general risk-renewal process (Q2896604) (← links)
- On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations (Q3607297) (← links)
- A system of integro-differential-difference equations in risk theory, using compound birth-death processes (Q3706384) (← links)
- Approximating the solution of an integral equation arising in the theory of risk: A comment (Q4022681) (← links)
- (Q4430539) (← links)
- (Q5690618) (← links)
