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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...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
New York ; London :
Springer,
2007.
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| Series: | Probability and its applications.
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| Subjects: | |
| Online Access: | Texto completo |