Stochastic Control in Insurance

Hanspeter Schmidli

Publisher:

Springer

Publication Date:

2008

Number of Pages:

254

Format:

Paperback

Series:

Probability and Its Applications

Price:

79.95

ISBN:

9781848000025

Category:

Monograph

MAA Review
Table of Contents

We do not plan to review this book.

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.

Tags:

Control Theory