DU Yonghong, WU Rong. The Bi-atomic Uniform Solution of Schmitter’s Problem in Renewal Models[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 40-48.
Citation:
DU Yonghong, WU Rong. The Bi-atomic Uniform Solution of Schmitter’s Problem in Renewal Models[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 40-48.
DU Yonghong, WU Rong. The Bi-atomic Uniform Solution of Schmitter’s Problem in Renewal Models[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 40-48.
Citation:
DU Yonghong, WU Rong. The Bi-atomic Uniform Solution of Schmitter’s Problem in Renewal Models[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 40-48.
The Bi-atomic Uniform Solution of Schmitter’s Problem in Renewal Models
The problem posed by Schmitter was to maximize the ruin probability when mean and variance of the claim size distribution axe given. The case in classical risk model are discussed by F. De Vylder in 1997. In this paper, we discuss the case in renewal risk model.
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