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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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Schmidli, Hanspeter
Format: Électronique eBook
Langue:Inglés
Publié: New York ; London : Springer, 2007.
Collection:Probability and its applications.
Sujets:
Accès en ligne:Texto completo