Stochastic Control in Insurance

Stochastic Control in Insurance

von: Hanspeter Schmidli

Springer-Verlag, 2007

ISBN: 9781848000032 , 258 Seiten

Format: PDF

Kopierschutz: Wasserzeichen

Windows PC,Mac OSX Apple iPad, Android Tablet PC's

Preis: 83,29 EUR

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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.