Schmidli, H: Stochastic Control in Insurance
(Sprache: Englisch)
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...
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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.
Klappentext zu „Schmidli, H: Stochastic Control in Insurance “
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.
Inhaltsverzeichnis zu „Schmidli, H: Stochastic Control in Insurance “
Stochastic Control in Discrete Time.- Stochastic Control in Continuous Time.- Problems in Life Insurance.- Asymptotics of Controlled Risk Processes.
Bibliographische Angaben
- Autor: Hanspeter Schmidli
- XVI, 258 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, London
- ISBN-10: 1848000022
- ISBN-13: 9781848000025
- Erscheinungsdatum: 09.01.2008
Sprache:
Englisch
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