1.

Record Nr.

UNICAMPANIAVAN0102933

Autore

Azcue, Pablo

Titolo

Stochastic optimization in insurance : a dynamic programming approach / Pablo Azcue, Nora Muler

Pubbl/distr/stampa

New York, : Springer, 2014

Titolo uniforme

Stochastic optimization in insurance

Descrizione fisica

X, 146 p. : ill. ; 24 cm

Altri autori (Persone)

Muler, Nora

Soggetti

93E20 - Optimal stochastic control [MSC 2020]

91B05 - Risk models (general)  [MSC 2020]

49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]

97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia