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The numerical solution of the Schmitter problems: Theory

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  • De Vylder, F.
  • Marceau, E.

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  • De Vylder, F. & Marceau, E., 1996. "The numerical solution of the Schmitter problems: Theory," Insurance: Mathematics and Economics, Elsevier, vol. 19(1), pages 1-18, December.
    • Handle: RePEc:eee:insuma:v:19:y:1996:i:1:p:1-18
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    References listed on IDEAS

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    1. Gerber, Hans U., 1988. "Mathematical Fun with the Compound Binomial Process," ASTIN Bulletin, Cambridge University Press, vol. 18(2), pages 161-168, November.
    2. Kaas, R. & Vanneste, M. & Goovaerts, M.J., 1992. "Maximizing Compound Poisson Stop-Loss Premiums Numerically with Given Mean and Variance," ASTIN Bulletin, Cambridge University Press, vol. 22(2), pages 225-233, November.
    3. Brockett, P. & Goovaerts, M. & Taylor, G., 1991. "The Schmitter Problem," ASTIN Bulletin, Cambridge University Press, vol. 21(1), pages 129-132, April.
    4. Shiu, Elias S.W., 1989. "The Probability of Eventual Ruin in the Compound Binomial Model," ASTIN Bulletin, Cambridge University Press, vol. 19(2), pages 179-190, November.
    5. Kaas, R., 1991. "The Schmitter Problem and a Related Problem: A Partial Solution," ASTIN Bulletin, Cambridge University Press, vol. 21(1), pages 133-146, April.
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    Cited by:

    1. Hansjörg Albrecher & José Carlos Araujo-Acuna, 2022. "On The Randomized Schmitter Problem," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 515-535, June.
    2. De Vylder, F. & Goovaerts, M. & Marceau, E., 1997. "The solution of Schmitter's simple problem: Numerical illustration," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 43-58, June.

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