Title of article
The numerical solution of the Schmitter problems: Theory
Author/Authors
Karl and De Vylder، نويسنده , , F. and Marceau، نويسنده , , E.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
18
From page
1
To page
18
Abstract
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.
Keywords
Risk theory , Ruin probability , Extremal problem , Directional derivative , Renewal equation
Journal title
Insurance Mathematics and Economics
Serial Year
1996
Journal title
Insurance Mathematics and Economics
Record number
1541396
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