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Stochastic Control in Insurance, Paperback / softback Book

Stochastic Control in Insurance Paperback / softback

Part of the Probability and Its Applications series

Description

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.

Information

  • Format: Paperback / softback
  • Pages: 258 pages, XVI, 258 p.
  • Publisher: Springer London Ltd
  • Publication Date:
  • Category: Insurance & actuarial studies
  • ISBN: 9781848000025

Other Formats

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