Stochastic Control in Insurance

Auteurs

• Hanspeter Schmidli

Paramètres

• Assurance
• Finance
• Mathématiques

En savoir plus sur le livre

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.

Achat du livre

• Année de publication: 2008
• Reliure: (souple)