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5918359

9781848000025

Stochastic Control in Insurance

Stochastic Control in Insurance
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  • Ships From: STERLING HEIGHTS, MI
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Product details

  • ISBN-13: 9781848000025
  • ISBN: 1848000022
  • Publication Date: 2007
  • Publisher: Springer

AUTHOR

Schmidli, Hanspeter

SUMMARY

The author starts with a short introduction to stochastic control techniques, both in discrete and continuous time. Then he applies the principles to several problems in actuarial mathematics. These examples show how verification theorems and existence theorems may be proved.Schmidli, Hanspeter is the author of 'Stochastic Control in Insurance', published 2007 under ISBN 9781848000025 and ISBN 1848000022.

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