Stochastic Control in Insurance (Probability and its Applications)
Hanspeter Schmidli
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.
年:
2007
出版:
1st Edition.
出版社:
Springer
语言:
english
页:
274
ISBN 10:
1848000030
ISBN 13:
9781848000032
文件:
PDF, 1.45 MB
IPFS:
,
english, 2007
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