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The Schmitter problem.

โœ Scribed by P. Brockett; M. Goovaerts; G. Taylor


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
100 KB
Volume
13
Category
Article
ISSN
0167-6687

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๐Ÿ“œ SIMILAR VOLUMES


The numerical solution of the Schmitter
โœ F. De Vylder; E. Marceau ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 841 KB

The numerical solution of the Schmitter problems is based on a renewal equation in a discretization of the classical risk model, on a general optimization algorithm of functions on convex spaces, and on the introduction of directional derivatives in the risk model.

The solution of Schmitter's simple probl
โœ F. De Vylder; M. Goovaerts; E. Marceau ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 826 KB

Numerical illustrations are given of the technique to solve Schmitter's problem proposed in De Vylder and Marceau (1996).

The bi-atomic uniform minimal solution o
โœ F. De Vylder; M. Goovaerts; E. Marceau ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 664 KB

The problem posed by Schmitter was to maximize the ruin probability when mean and variance of the claim size distribution are given. In this note we prove that the minimal ruin probability is given by the bi-atomic distribution with the maximal possible claim size as one of its mass points. A by-pro

The Problem Was Lubrication: ss
โœ The Problem Was Lubrication ๐Ÿ“‚ Fiction ๐Ÿ“… 2011 ๐ŸŒ English โš– 3 KB ๐Ÿ‘ 2 views