Stochastic optimization in insurance : a dynamic programming approach /
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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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
2014.
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| Series: | SpringerBriefs in Quantitative Finance,
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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