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Stochastic control in insurance /

Provides an introduction to stochastic control techniques, both in discrete and continuous time. This book applies the principles to several problems in actuarial mathematics which show how verification theorems and existence theorems may be proved. It is suitable for graduate and postgraduate stude...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schmidli, Hanspeter
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York ; London : Springer, 2007.
Colección:Probability and its applications.
Temas:
Acceso en línea:Texto completo