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The solution of Schmitter's simple problem: Numerical illustration

โœ Scribed by F. De Vylder; M. Goovaerts; E. Marceau


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
826 KB
Volume
20
Category
Article
ISSN
0167-6687

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โœฆ Synopsis


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


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 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

Numerical solution of the stamp problem
โœ A. Bogomolnii; G. Eskin; S. Zuchowizkii ๐Ÿ“‚ Article ๐Ÿ“… 1978 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 681 KB
Numerical solution of the three-dimensio
โœ I.E. Mikhailov ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› Elsevier Science โš– 327 KB

on the shape of the super-cavity /1, 11, 12/; it is illustrated in Fig. 3 by comparing two cavities behind different bodies (A-l and 2) with the same a ; the broken curves show the part of the object inside the cavity. Naturally, with such a small difference of a~/ol from a constant, the values of B