In this paper we consider a risk model with two classes of insurance risks in the presence of a multi-layer dividend startegy. We assume that the two claim counting processes are, respectively, Poisson and Sparre Andersen with generalized Erlang(2) claim inter-arrival times. We derive an integro-differential equation system for the Gerber-Shiu functions for surplus-dependent premium rates and a...

In the research, special type of linear volterra integro-differential equations is considered. This paper compares the Homotopy perturbation method (HPM) with finite difference method for solving these equations. HPM is an analytical procedure for finding the solutions of problems which is based on the constructing a Homotopy with an imbedding parameter p that is considered as a small parameter...

in this paper, an effective numerical method is introduced for the treatment of nonlinear two-dimensional volterra-fredholm integro-differential equations. here, we use the so-called two-dimensional block-pulse functions.first, the two-dimensional block-pulse operational matrix of integration and differentiation has been presented. then, by using this matrices, the nonlinear two-dimensional vol...

In this paper, we study a new approach of investigation existence, uniqueness and stability the periodic solution nonlinear fractional integro-differential equation type Caputo-Fabrizio derivative with initial condition, boundary conditions, integral conditions by using successive approximations method Banach fixed point theorem. Finally, some examples are present to illustrate theorems.

In this paper, we consider a singularly perturbed integro-differential equation with rapidly oscillating right-hand side, which includes an integral operator slowly varying kernel. Earlier, differential and equations coefficients were considered. The main goal of work is to generalize the Lomov's regularization method identify side asymptotics solution original problem.

Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this in...

In this paper, we consider a second-order integro-differential equation with unbounded operator coefficients in Hilbert space, which is an abstract hyperbolic perturbed by integral term difference-type kernel of special form. This arises the description various viscoelastic systems. Using system generalized eigenvectors sheaf associated considered, construct p-basis orthogonal sum spaces. basis...

in this paper, we present a method for solving the rst kind abel integral equation. in thismethod, the rst kind abel integral equation is transformed to the second kind volterraintegral equation with a continuous kernel and a smooth deriving term expressed by weaklysingular integrals. by using sidi's sinm - transformation and modied navot-simpson'sintegration rule, an algorithm for...

We study two equations of Lotka-Volterra type that describe the Darwinian evolution of a population density. In the first model a Laplace term represents the mutations. In the second one we model the mutations by an integral kernel. In both cases, we use a nonlinear birth-death term that corresponds to the competition between the traits leading to selection. In the limit of rare or small mutati...