| 书目名称 | Stochastic Control in Insurance |
| 编辑 | Hanspeter Schmidli |
| 视频video | http://file.papertrans.cn/878/877888/877888.mp4 |
| 概述 | First systematic treatment of actuarial control, rather than financial control.The area has developed considerably in recent years, and results are collected here in one volume for the first time.Appr |
| 丛书名称 | Probability and Its Applications |
| 图书封面 |  |
| 描述 | .Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. This book provides a systematic treatment of optimal control methods applied to problems from insurance and investment, complete with detailed proofs. The theory is discussed and illustrated by way of examples, using concrete simple optimisation problems that occur in the actuarial sciences. The problems come from non-life insurance as well as life and pension insurance and also cover the famous Merton problem from mathematical finance...The book is directed towards graduate students and researchers in actuarial science and mathematical finance who want to learn stochastic control within an insurance setting, but it will also appeal to applied probabilists interested in the insurance applications and to practitioners who want to learn more about how the method works.. |
| 出版日期 | Book 2008 |
| 关键词 | Control; Finance; Investment; Optimal control; Probability theory; calculus; insurance; life insurance; meas |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-84800-003-2 |
| isbn_softcover | 978-1-84800-002-5 |
| isbn_ebook | 978-1-84800-003-2Series ISSN 1431-7028 |
| issn_series | 1431-7028 |
| copyright | Springer-Verlag London 2008 |
|Archiver|手机版|小黑屋|
派博传思国际
( 京公网安备110108008328)
GMT+8, 2025-8-8 08:22
发表于 2025-3-21 19:05:25
