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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
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.

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