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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 t…
Stochastic control in insurance
by ebrary, Inc, Schmidli, Hanspeter
fromProbability and its applications
0
Type: Book
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 a…