SOLUTION OF INTEGRAL PROBLEMS OF ACTUARIAL MATHEMATICS BY THEMETHOD OF SUCCESSIVE APPROXIMATIONS

Abstract

We study the basic integral equation of actuarial mathematics for the probability of non-ruin of a financial institution, regarded as a function of the initial capital.    Necessary  and  sufficient conditions  for  the  existence  of  a  solution to this  problem  and  conditions  for  the  uniform convergence were established by the method of successive approximations