ckasumo
06/10/11
Hi, I am a graduate student pursuing an MSc (Mathematical Modelling) at the University of Dar es Salaam. Currently I am undertaking my research, in fact almost winding up. My topic is: MINIMIZING THE PROBABILITY OF ULTIMATE RUIN BY PROPORTIONAL REINSURANCE AND INVESTMENTS. I have derived a second order integro-differential equation of Volterra type which incorporates the retention percentage b for reinsurance and my problem has been to transform it into a Volterra integral equation of the second kind by repeated integration by parts. The term I have had difficulties with is the integral with respect to F(s) where F is the claim-size distribution function. I need help with this and once it is done I will use an algorithm for the block-by-block numerical method to solve it. Please urgently help!

Christian Kasumo
email: ckasumo@yahoo.co.uk