The solution of Schmitter's simple problem: Numerical illustration

DOI10.1016/S0167-6687(97)00006-1zbMath0906.62108OpenAlexW2071693520MaRDI QIDQ1381158

Marc J. Goovaerts, 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(97)00006-1

zbMATH Keywords

ruin probabilitySchmitter's problem

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

On the randomized Schmitter problem ⋮ The numerical solution of the Schmitter problems: Theory ⋮ Truncated linear zero utility pricing and actuarial protection models

Cites Work

• The numerical solution of the Schmitter problems: Theory
• The bi-atomic uniform minimal solution of Schmitter's problem
• Insurance calculations using incomplete information

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