Ratio Mathematica (Feb 2003)
ON DAVIDSON'S PROBLEM IN THE COLLECTIVE RISK THEORY
Abstract
In this paper Davidson's classic problem concerning the solution of an integrodifferential 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.
