Schmidli Hanspeter:
Stochastic Control In Insurance
Springer London Ltd (United Kingdom), 2008
Paperback, 274 pages
Size: 235x155 mm
ISBN: 9781848000025
ISBN-10: 1848000022
List price: £45.00
You save: 15%
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 students of actuarial and financial mathematics.

