Stochastic Control in Insurance

• Κύριος συγγραφέας: Schmidli, Hanspeter (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London, 2008.
• Σειρά: Probability and Its Applications,
• Θέματα: Mathematics.; Finance.; Actuarial science.; Mathematical optimization.; Calculus of variations.; Probabilities.; Control engineering.; Robotics.; Mechatronics.; Actuarial Sciences.; Probability Theory and Stochastic Processes.; Calculus of Variations and Optimal Control; Optimization.; Optimization.; Finance, general.; Control, Robotics, Mechatronics.

Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. In recent years, stochastic control techniques have been applied to non-life insurance problems, and in life insurance the theory has been fu...

Πίνακας περιεχομένων:

• Stochastic Control in Discrete Time
• Stochastic Control in Continuous Time
• Problems in Life Insurance
• Asymptotics of Controlled Risk Processes
• Appendices
• Stochastic Processes and Martingales
• Markov Processes and Generators
• Change of Measure Techniques
• Risk Theory
• The Black-Scholes Model
• Life Insurance
• References
• Index
• List of Principal Notation.