Stochastic Control in Insurance.

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.

MoreLess

Year of publication:	2008
Authors:	Schmidli, Hanspeter
Other Persons:	Jagers, Peter (contributor) ; Heyde, C. C. (contributor)
Publisher:	London : Springer [Berlin : Springer
Subject:	Versicherungsmathematik \| Actuarial mathematics \| Stochastischer Prozess \| Stochastic process \| Martingal \| Martingale \| Markov-Kette \| Markov chain \| Risikomodell \| Risk model \| Lebensversicherung \| Life insurance \| Stochastische Kontrolltheorie
Description of contents:	Description [zbmath.org]

Extent:	1 online resource (264 pages)
Series:	Probability and Its Applications Ser Probability and its applications
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources. Front Matter; Stochastic Control in Discrete Time; Stochastic Control in Continuous Time; Problems in Life Insurance; Asymptotics of Controlled Risk Processes; Back Matter;
ISBN:	978-1-84800-003-2 ; 978-1-84800-002-5
Classification:	Wahrscheinlichkeitsrechnung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012685068