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.
2003
On Davidson’s problem in the collective risk theory / Cardona, Elena. - In: RATIO MATHEMATICA. - ISSN 1592-7415. - 14(2003), pp. 5-14.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/135669
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