[PDF.70we] Stochastic Control in Insurance (Probability and Its Applications)

Stochastic Control in Insurance (Probability and Its Applications)

[PDF.bf75] Stochastic Control in Insurance (Probability and Its Applications)

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 | #3495128 in Books |  Springer London |  2007-12-21 | Original language:English | PDF # 1 |  9.25 x.62 x6.10l,.85 | File type: PDF | 258 pages

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|| ||From the reviews: | |"This book provides a state of the art treatment of dynamic stochastic control problems arising in insurance, like investment, dividend payout and reinsurance problems. … The book comprises four chapters and a comprehensive appendi

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 a...

You can specify the type of files you want, for your device.Stochastic Control in Insurance (Probability and Its Applications)   |  Hanspeter Schmidli. A good, fresh read, highly recommended.

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