Stochastic Control in Insurance - 9781848000025
Un libro in lingua di Hanspeter Schmidli edito da Springer Verlag, 2007
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Yet again, here is a Springer volume that offers readers something completely new. Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals. Not any more: this is the first book to systematically present these methods in one volume. The author starts with a short introduction to stochastic control techniques, then applies the principles to several problems. These examples show how verification theorems and existence theorems may be proved, and that the non-diffusion case is simpler than the diffusion case. Schmidli's brilliant text also includes a number of appendices, a vital resource for those in both academic and professional settings.
Informazioni bibliografiche
- Titolo del Libro in lingua: Stochastic Control in Insurance
- Lingua: English
- Autore: Hanspeter Schmidli
- Editore: Springer Verlag
- Collana: Springer Verlag (Paperback)
- Data di Pubblicazione: 01 Settembre '07
- Genere: MATHEMATICS
- Argomenti : Insurance Mathematics Stochastic processes
- Pagine: 254
- Dimensioni mm: 234 x 152 x 12
- ISBN-10: 1848000022
- EAN-13: 9781848000025