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.
- ISBN:
- 9781848000025
- 9781848000025
-
Category:
- Insurance & actuarial studies
- Format:
- Paperback
- Publication Date:
-
09-01-2008
- Language:
- English
- Publisher:
- Springer London Ltd
- Country of origin:
- United Kingdom
- Pages:
- 258
- Dimensions (mm):
- 235x155x14mm
- Weight:
- 0.45kg
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