Stochastic Optimization in Insurance: A Dynamic Programming Approach

by Nora Muler and Pablo Azcue

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1493909940
• ISBN13: 9781493909940
• Release Date: June 2014
• Publisher: Springer
• Length: 146 Pages
• Weight: 0.51 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"