De Vylder, F.; Goovaerts, M.; Marceau, E. The solution of Schmitter’s simple problem: Numerical illustration. (English) Zbl 0906.62108 Insur. Math. Econ. 20, No. 1, 43-58 (1997). Summary: Numerical illustrations are given of the technique to solve Schmitter’s problem [see H. Schmitter, Mitt. Ver. Schweiz. Versicherungsmath. 1984, 89-103 (1984; Zbl 0568.62089)] proposed in F. De Vylder and E. Marceau [Insur. Math. Econ. 19, No. 1, 1-18 (1996; Zbl 0890.90037)]. Cited in 1 ReviewCited in 3 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 65C99 Probabilistic methods, stochastic differential equations 91B30 Risk theory, insurance (MSC2010) Keywords:ruin probability; Schmitter’s problem Citations:Zbl 0906.62107; Zbl 0568.62089; Zbl 0890.90037 PDFBibTeX XMLCite \textit{F. De Vylder} et al., Insur. Math. Econ. 20, No. 1, 43--58 (1997; Zbl 0906.62108) Full Text: DOI References: [1] Brockett, P.; Cox, S., Insurance calculation using incomplete information, S.A.J., 94-108 (1985) · Zbl 0601.62131 [2] Brockett, P.; Goovaerts, M.; Taylor, G., The Schmitter problem, Astin Bulletin, 21, 1, 129-132 (1991) [3] De Vylder, F., Advanced Risk Theory, ((1996), Editions de l’ Université de Bruxelles: Editions de l’ Université de Bruxelles Brussels), 969+XXXIV [4] De Vylder, F.; Marceau, E., The numerical solutions of the Schmitter’s problem: Theory, Insurance: Mathematics and Economics, 19, 1, 1-18 (1996) · Zbl 0890.90037 [5] De Vylder, F. and E. Marceau. Schmitter’s problem: Existence and atomicity of the extremals, submitted.; De Vylder, F. and E. Marceau. Schmitter’s problem: Existence and atomicity of the extremals, submitted. · Zbl 0906.62107 [6] Goovaerts, M.; Kaas, R.; Van Heerwaarden, A.; Bauwelinckx, T., (Effective Actuarial Methods (1990), North-Holland: North-Holland Amsterdam) [7] Kaas, R., The Schmitter problem and a related problem: A partial solution, Astin Bulletin, 21, 1, 133-146 (1991) [8] Kaas, R.; Vanneste, M.; Goovaerts, M. J., Maximizing compound Poisson stop-loss premiums numerically with given mean and variance, Astin Bulletin, 22, 2, 225-234 (1992) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.