01592nam0 2200349 i 450 SUN010293320151120101600.4988-1-4939-0994-00.00N978-1-4939-0995-720151015d2014 |0engc50 baengUS|||| |||||*Stochastic optimization in insurancea dynamic programming approachPablo Azcue, Nora MulerNew York : Springer, 2014X146 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01029342001 *SpringerBriefs in quantitative finance210 BerlinSpringer2013-.93E20Optimal stochastic control [MSC 2020]MFSUNC01994691B05Risk models (general) [MSC 2020]MFSUNC01998149L25Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]MFSUNC02131297M30Financial and insurance mathematics (aspects of mathematics education) [MSC 2020]MFSUNC031114USNew YorkSUNL000011Azcue, PabloSUNV080353721691Muler, NoraSUNV080354722038SpringerSUNV000178650ITSOL20201019RICAhttp://dx.doi.org/10.1007/978-1-4939-0995-7SUN0102933BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 4709 15EB 4709 20191107 Stochastic optimization in insurance1410695UNICAMPANIA