Probability and its applications - 9781848000025 - stochastic control in insurance (probability and its applications) di schmidli, hanspeter (15 risultati)
Lingua: Inglese
Editore: Springer, 2008
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Lingua: Inglese
Editore: Springer, 2008
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Lingua: Inglese
Editore: Springer, 2008
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Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Lingua: Inglese
Editore: Springer, 2008
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Lingua: Inglese
Editore: Springer, 2008
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Lingua: Inglese
Editore: SP SPRINGER, 2008
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Da: UK BOOKS STORE, London, LONDO, Regno UnitoUK BOOKS STORE
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Lingua: Inglese
Editore: Springer, 2008
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: Springer 2008-01, 2008
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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Lingua: Inglese
Editore: Springer, 2008
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. This book provides a systematic treatment of optimal control methods applied to problems… from insurance and investment, complete with detailed proofs. The theory is discussed and illustrated by way of examples, using concrete simple optimisation problems that occur in the actuarial sciences. The problems come from non-life insurance as well as life and pension insurance and also cover the famous Merton problem from mathematical finance.The book is directed towards graduate students and researchers in actuarial science and mathematical finance who want to learn stochastic control within an insurance setting, but it will also appeal to applied probabilists interested in the insurance applications and to practitioners who want to learn more about how the method works.
Lingua: Inglese
Editore: Springer Verlag, 2008
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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Paperback. Condizione: Brand New. 1st edition. 254 pages. 9.25x6.00x0.50 inches. In Stock.
Altre immaginiLingua: Inglese
Editore: Springer, 2008
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Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Stochastic Control in Insurance | Hanspeter Schmidli | Taschenbuch | xvi | Englisch | 2008 | Springer | EAN 9781848000025 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer London Jan 2008, 2008
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. This book provides a systematic treatment of optimal control methods app…lied to problems from insurance and investment, complete with detailed proofs. The theory is discussed and illustrated by way of examples, using concrete simple optimisation problems that occur in the actuarial sciences. The problems come from non-life insurance as well as life and pension insurance and also cover the famous Merton problem from mathematical finance.The book is directed towards graduate students and researchers in actuarial science and mathematical finance who want to learn stochastic control within an insurance setting, but it will also appeal to applied probabilists interested in the insurance applications and to practitioners who want to learn more about how the method works. 272 pp. Englisch.
Lingua: Inglese
Editore: Springer London, 2008
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. First systematic treatment of actuarial control, rather than financial controlThe area has developed considerably in recent years, and results are collected here in one volume for the first timeApproaches stochastic…control theory for speci.
Lingua: Inglese
Editore: Springer, Springer Jan 2008, 2008
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals - this is the first book to systematically present these methods in one volume. The author starts with a short in…troduction to stochastic control techniques. Then he applies the principles to several problems in actuarial mathematics. These examples show how verification theorems and existence theorems may be proved - they also show that, in contrast to general belief, the non-diffusion case is simpler than the diffusion case. In the last part of the book, applied probability techniques are used to determine the asymptotics of the controlled stochastic process. This book also includes a number of appendices to supplement the main material of the book - and will be suitable for graduate and postgraduate students of actuarial and financial mathematics, as well as researchers, and practitioners in insurance companies and banks who wish to use these techniques in their work.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 272 pp. Englisch.
