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Stochastic Control in Insurance (Probability and Its Applications) - Couverture souple

Livre 15 sur 35: Probability and Its Applications

Schmidli, Hanspeter

 
9781848000025: Stochastic Control in Insurance (Probability and Its Applications)
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ISBN 10 : 1848000022 ISBN 13 : 9781848000025
Editeur : Springer, 2007

Synopsis

Yet again, here is a Springer volume that offers readers something completely new. Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals. Not any more: this is the first book to systematically present these methods in one volume. The author starts with a short introduction to stochastic control techniques, then applies the principles to several problems. These examples show how verification theorems and existence theorems may be proved, and that the non-diffusion case is simpler than the diffusion case. Schmidli's brilliant text also includes a number of appendices, a vital resource for those in both academic and professional settings.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Yet again, here is a Springer volume that offers readers something completely new. Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals. Not any more: this is the first book to systematically present these methods in one volume. The author starts with a short introduction to stochastic control techniques, then applies the principles to several problems. These examples show how verification theorems and existence theorems may be proved, and that the non-diffusion case is simpler than the diffusion case. Schmidli's brilliant text also includes a number of appendices, a vital resource for those in both academic and professional settings.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2007
Langue
anglais
ISBN 10 
1848000022
ISBN 13 
9781848000025
Reliure
Broché
Nombre de pages
272
Coordonnées du fabricant
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3,69115 Heidelberg, Germany
Heidelberg
Allemagne

Autres éditions populaires du même titre

9781848006768: Stochastic Control in Insurance

Edition présentée

ISBN 10 :  1848006764 ISBN 13 :  9781848006768
Couverture souple