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Scirj, Volume XI [2024]
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Scirj Volume IX, Issue V, May 2021 Edition
ISSN: 2201-2796

RELIABILITY OF A SYSTEM OF THREE, FIRST ORDER ORDINARY DIFFERENTIAL EQUATION USING A SPARRE ANDERSEN PROCESS

USENI PAUL FATIYE, SUNDAY SHAMMAH KPANJA AND PATRICIA NOKDET PAUL

Abstract: In this paper, we discussed the existence of one explicit solution and apply a numerical method to test the reliability of a system of three, first order ordinary differential equations dependent on the choice of distribution function p(x) The paper further shows how to determine the moments of the time to ruin in the Sparre Andersen risk model by evaluating and employing a function form for ϕ. The work also discovered that the second order integro-differential equation might not have an explicit solution for a given probability function p(x).

Reference this Paper: RELIABILITY OF A SYSTEM OF THREE, FIRST ORDER ORDINARY DIFFERENTIAL EQUATION USING A SPARRE ANDERSEN PROCESS by USENI PAUL FATIYE, SUNDAY SHAMMAH KPANJA AND PATRICIA NOKDET PAUL published at: "Scientific Research Journal (Scirj), Volume IX, Issue V, May 2021 Edition, Page 54-60 ".

Search Terms: Sparre Andersen Model; reliability; numerical method; explicit solution; and probability function; integro-differential equation, ordinary differential equation

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