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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York ; London :
Springer,
2007.
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| Colección: | Probability and its applications.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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 students of actuarial and financial mathematics. |
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| Descripción Física: | 1 online resource (1 volume) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781848000032 1848000030 |
| Acceso: | University staff and students only. Requires University Computer Account login off-campus. |