Stochastic Control in Insurance

by Hanspeter Schmidli

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Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals - 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 he applies the principles to several problems in actuarial mathematics. These examples show how verification theorems and existence theorems may be proved - they also...

Format:Paperback

Language:English

ISBN:1848000022

ISBN13:9781848000025

Release Date:January 2008

Publisher:Springer

Length:258 Pages

Weight:0.85 lbs.

Dimensions:0.5" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Math Mathematics Science & Math

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Stochastic Control in Insurance

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