Stochastic Control in Insurance

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Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. In recent years, stochastic control techniques have been applied to non-life insurance problems, and in life insurance the theory has been fu...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schmidli, Hanspeter (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Springer London : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Probability and Its Applications
Temas:
Actuarial science.
Probabilities.
Mathematical optimization.
Calculus of variations.
Finance.
Control engineering.
Robotics.
Automation.
Actuarial Mathematics.
Probability Theory.
Calculus of Variations and Optimization.
Optimization.
Financial Economics.
Control, Robotics, Automation.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Stochastic Control in Discrete Time
  • Stochastic Control in Continuous Time
  • Problems in Life Insurance
  • Asymptotics of Controlled Risk Processes
  • Appendices
  • Stochastic Processes and Martingales
  • Markov Processes and Generators
  • Change of Measure Techniques
  • Risk Theory
  • The Black-Scholes Model
  • Life Insurance
  • References
  • Index
  • List of Principal Notation.

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