Stochastic Control in Insurance
| Autor: | Hanspeter Schmidli |
|---|---|
| EAN: | 9781848000032 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 20.11.2007 |
| Kategorie: | |
| Schlagworte: | Control Finance Investment Optimal control Probability theory calculus insurance life insurance measure theory non-life insurance optimal control methods probability proof stochastic control theorem |
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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.
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