Stochastic Control in Insurance (2008) (Probability and Its Applications)
By:
Sign Up Now!
Already a Member? Log In
You must be logged into UK education collection to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- 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.
- Copyright:
- 2008
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781848000032
- Related ISBNs:
- 9781848000025
- Publisher:
- Springer London
- Date of Addition:
- 07/20/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Technology, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
Reviews
Other Books
- by Hanspeter Schmidli
- in Nonfiction
- in Business and Finance
- in Technology
- in Mathematics and Statistics