Schmidli Stochastic Control in Insurance
2008
ISBN: 978-1-84800-003-2
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 258 Seiten, eBook
Reihe: Probability and Its Applications
ISBN: 978-1-84800-003-2
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Stochastic Control in Discrete Time.- Stochastic Control in Continuous Time.- Problems in Life Insurance.- Asymptotics of Controlled Risk Processes.
