Stochastic Control in Insurance

Authors:

ISBN: 978-1-84800-002-5 (Print) 978-1-84800-003-2 (Online)

Table of contents (4 chapters)

  1. Front Matter

    Pages I-XV

  2. No Access

    Chapter

    Pages 1-26

    Stochastic Control in Discrete Time

  3. No Access

    Chapter

    Pages 27-111

    Stochastic Control in Continuous Time

  4. No Access

    Chapter

    Pages 113-146

    Problems in Life Insurance

  5. No Access

    Chapter

    Pages 147-199

    Asymptotics of Controlled Risk Processes

  6. Back Matter

    Pages 201-254