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Beschreibung
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.
Details
| Verlag | Springer London |
| Ersterscheinung | 09. Januar 2008 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 454 Gramm |
| Format | Softcover |
| ISBN-13 | 9781848000025 |
| Auflage | 2008 |
| Seiten | 258 |
Schlagwörter
Actuarial Mathematics, Actuarial Sciences, Calculus of Variations and Optimal Control; Optimization, Calculus of Variations and Optimization, Control - Robotics - Automation, Control - Robotics - Mechatronics, Finance - general, Financial Economics, Finanzenwesen und Finanzindustrie, Optimierung, Optimization, Probability Theory, Probability Theory and Stochastic Processes, Regelungstechnik, Stochastik, Versicherung und Versicherungsmathematik, Wahrscheinlichkeitsrechnung und Statistik
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