Volterra integral equations: An approach based on Lipschitz-continuity

作者：

Highlights：

• We consider a linear Volterra integral equation of the second type whose unique unknown solution is known to be Lipschitz-continuous.

• Using this property, we derive a feasible, rapid, and accurate numerical algorithm.

• An application to risk theory is considered.

摘要

•We consider a linear Volterra integral equation of the second type whose unique unknown solution is known to be Lipschitz-continuous.•Using this property, we derive a feasible, rapid, and accurate numerical algorithm.•An application to risk theory is considered.

论文关键词：Volterra integral equation,Ruin probability

论文评审过程：Received 11 March 2022, Revised 9 August 2022, Accepted 17 August 2022, Available online 24 August 2022, Version of Record 24 August 2022.

论文官网地址：https://doi.org/10.1016/j.amc.2022.127496