02080nam0 2200457 i 450 VAN010293320220209112515.579N978-1-4939-0995-720151015d2014 |0itac50 baengUS|||| |||||Stochastic optimization in insurancea dynamic programming approachPablo Azcue, Nora MulerNew YorkSpringer2014X, 146 p.ill.24 cm001VAN01029342001 SpringerBriefs in quantitative finance210 Berlin [etc.]SpringerVAN0239882Stochastic optimization in insurance141069593E20Optimal stochastic control [MSC 2020]VANC019946MF91B05Risk models (general) [MSC 2020]VANC019981MF49L25Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]VANC021312MF97M30Financial and insurance mathematics (aspects of mathematics education) [MSC 2020]VANC031114MFBand strategiesKW:KClassical collective risk modelKW:KDynamic programming principleKW:KHJB equationKW:KInsuranceKW:KQuantitative FinanceKW:KRuin probabilityKW:KViscosity solutionsKW:KUSNew YorkVANL000011AzcuePabloVANV080353721691MulerNoraVANV080354722038Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-1-4939-0995-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0102933BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 4709 15EB 4709 20191107 Stochastic optimization in insurance1410695UNICAMPANIA