Stochastic Control with Application in Insurance

In a talk given at the Royal Statistical Society of London, Karl Borch in 1967 made the following statement (see Taksar 44):...It took some more time until the first papers on stochastic control in insurance appeared. Since then we can see a rapid development of this field with a series of papers written by Soren Asmussen, Michael Taksar...

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Year of publication:	2003
Authors:	Hipp, Christian
Publisher:	Universität <Karlsruhe> / Lehrstuhl für Versicherungswissenschaft
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungswissenschaft \| insurance economics \| Anlagepolitk \| investment Policy \| Versicherungsmathematik

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1. Preface
2. Introduction into insurance risk
3. Possible control variables and stochastic control
4. Optimal investment for insurers
5. Optimal reinsurance and optimal new business
6. Asymptotics for value function and strategies
7. A control problem with constraint: dividends and ruin

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