THE SOLUTION OF SCHMITTERS SIMPLE PROBLEM - NUMERICAL ILLUSTRATION

Authors
DEVYLDER F GOOVAERTS M MARCEAU E
Citation
F. Devylder et al., THE SOLUTION OF SCHMITTERS SIMPLE PROBLEM - NUMERICAL ILLUSTRATION, Insurance. Mathematics & economics, 20(1), 1997, pp. 43-58
Citations number
8
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences","Mathematics, Miscellaneous","Statistic & Probability
Journal title
Insurance. Mathematics & economics → ACNP
ISSN journal
01676687
Volume
20
Issue
1
Year of publication
1997
Pages
43 - 58
Database
ISI
SICI code
0167-6687(1997)20:1<43:TSOSSP>2.0.ZU;2-1
Abstract
Numerical illustrations are given of the technique to solve Schmitter' s problem proposed in De Vylder and Marceau (1996).