ON DAVIDSON'S PROBLEM IN THE COLLECTIVE RISK THEORY

Elena Cardona
unpublished
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.
fatcat:toho5n2t6favnocxuay5h7fniy