LEADER 01592nam0 2200349 i 450 
001 SUN0102933
005 20151120101600.498
010   $a8-1-4939-0994-0$d0.00
017 70$2N$a978-1-4939-0995-7
100   $a20151015d2014       |0engc50      ba
101   $aeng
102   $aUS
105   $a||||    |||||
200 1 $a*Stochastic optimization in insurance$ea dynamic programming approach$fPablo Azcue, Nora Muler
205   $aNew York : Springer, 2014
210   $aX$d146 p.$cill. ; 24 cm
215   $aPubblicazione in formato elettronico
410  1$1001SUN0102934$12001 $a*SpringerBriefs in quantitative finance$1210  $aBerlin$cSpringer$d2013-.
606   $a93E20$xOptimal stochastic control [MSC 2020]$2MF$3SUNC019946
606   $a91B05$xRisk models (general)  [MSC 2020]$2MF$3SUNC019981
606   $a49L25$xViscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]$2MF$3SUNC021312
606   $a97M30$xFinancial and insurance mathematics (aspects of mathematics education) [MSC 2020]$2MF$3SUNC031114
620   $aUS$dNew York$3SUNL000011
700  1$aAzcue$b, Pablo$3SUNV080353$0721691
701  1$aMuler$b, Nora$3SUNV080354$0722038
712   $aSpringer$3SUNV000178$4650
801   $aIT$bSOL$c20201019$gRICA
856 4 $uhttp://dx.doi.org/10.1007/978-1-4939-0995-7
912   $aSUN0102933
950   $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS      SBA EBOOK 4709                      $e15EB 4709              20191107            
996   $aStochastic optimization in insurance$91410695
997   $aUNICAMPANIA