LEADER 02080nam0 2200457 i 450 001 VAN0102933 005 20220209112515.579 017 70$2N$a978-1-4939-0995-7 100 $a20151015d2014 |0itac50 ba 101 $aeng 102 $aUS 105 $a|||| ||||| 200 1 $aStochastic optimization in insurance$ea dynamic programming approach$fPablo Azcue, Nora Muler 210 $aNew York$cSpringer$d2014 215 $aX, 146 p.$cill.$d24 cm 410 1$1001VAN0102934$12001 $aSpringerBriefs in quantitative finance$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0239882$aStochastic optimization in insurance$91410695 606 $a93E20$xOptimal stochastic control [MSC 2020]$3VANC019946$2MF 606 $a91B05$xRisk models (general) [MSC 2020]$3VANC019981$2MF 606 $a49L25$xViscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]$3VANC021312$2MF 606 $a97M30$xFinancial and insurance mathematics (aspects of mathematics education) [MSC 2020]$3VANC031114$2MF 610 $aBand strategies$9KW:K 610 $aClassical collective risk model$9KW:K 610 $aDynamic programming principle$9KW:K 610 $aHJB equation$9KW:K 610 $aInsurance$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aRuin probability$9KW:K 610 $aViscosity solutions$9KW:K 620 $aUS$dNew York$3VANL000011 700 1$aAzcue$bPablo$3VANV080353$0721691 701 1$aMuler$bNora$3VANV080354$0722038 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-1-4939-0995-7$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$2VAN15 912 $fN 912 $aVAN0102933 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 4709 $e15EB 4709 20191107 996 $aStochastic optimization in insurance$91410695 997 $aUNICAMPANIA