The numerical solution of the Schmitter problems: Theory

DOI10.1016/S0167-6687(96)00002-9zbMath0890.90037OpenAlexW1990941493MaRDI QIDQ1381137

F. Etienne De Vylder, Étienne Marceau

Publication date: 4 May 1998

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(96)00002-9

zbMATH Keywords

ruin probabilitydirectional derivativesrenewal equationrisk modelSchmitter problems

Mathematics Subject Classification ID

Related Items (6)

Parametric credibility, correlation and bonus-malus rating. ⋮ On the randomized Schmitter problem ⋮ Credibility pseudo-estimators ⋮ The solution of Schmitter's simple problem: Numerical illustration ⋮ Hierarchical credibility pseudo-estimators ⋮ The moments of ruin time in the classical risk model with discrete claim size distribution

Cites Work

• The solution of Schmitter's simple problem: Numerical illustration
• The bi-atomic uniform minimal solution of Schmitter's problem
• Unnamed Item

This page was built for publication: The numerical solution of the Schmitter problems: Theory