5918359
9781848000025
The author starts with a short introduction to stochastic control techniques, both in discrete and continuous time. Then he applies the principles to several problems in actuarial mathematics. These examples show how verification theorems and existence theorems may be proved.Schmidli, Hanspeter is the author of 'Stochastic Control in Insurance', published 2007 under ISBN 9781848000025 and ISBN 1848000022.
[read more]