Stochastic Optimization in Insurance A Dynamic Programming Approach

Stochastic Optimization in Insurance A Dynamic Programming Approach / by Pablo Azcue, Nora Muler.

The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model. The authors consider the possibilit...

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Bibliographic Details
Main Authors: Azcue, Pablo (Author), Muler, Nora (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2014.
Edition:1st ed. 2014.
Series:SpringerBriefs in Quantitative Finance,
Springer eBook Collection.
Subjects:
Economics, Mathematical .
Probabilities.
Insurance.
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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