The bi-atomic uniform minimal solution of Schmitter's problem

DOI10.1016/S0167-6687(97)00007-3zbMath0906.62107OpenAlexW2070931760MaRDI QIDQ1381159

Étienne Marceau, F. Etienne De Vylder, Marc J. Goovaerts

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)00007-3

zbMATH Keywords

convolutionrenewal equationextremal problemconcave functionasymptotic valueclassical risk modelminimal ruin probabilitySchmitter's problem

Mathematics Subject Classification ID

Related Items (5)

On the randomized Schmitter problem ⋮ The numerical solution of the Schmitter problems: Theory ⋮ The solution of Schmitter's simple problem: Numerical illustration ⋮ Truncated linear zero utility pricing and actuarial protection models ⋮ Strong stability in a two-dimensional classical risk model with independent claims

Cites Work

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