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Stochastic optimization in insurance : a dynamic programming approach / Pablo Azcue, Nora Muler
| Stochastic optimization in insurance : a dynamic programming approach / Pablo Azcue, Nora Muler |
| Autore | Azcue, Pablo |
| Pubbl/distr/stampa | New York, : Springer, 2014 |
| Descrizione fisica | X, 146 p. : ill. ; 24 cm |
| Altri autori (Persone) | Muler, Nora |
| Soggetto topico |
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] |
| Soggetto non controllato |
Band strategies
Classical collective risk model Dynamic programming principle HJB equation Insurance Quantitative Finance Ruin probability Viscosity solutions |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102933 |
Azcue, Pablo
|
||
| New York, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic optimization in insurance : a dynamic programming approach / Pablo Azcue, Nora Muler
| Stochastic optimization in insurance : a dynamic programming approach / Pablo Azcue, Nora Muler |
| Autore | Azcue, Pablo |
| Pubbl/distr/stampa | New York, : Springer, 2014 |
| Descrizione fisica | X, 146 p. : ill. ; 24 cm |
| Altri autori (Persone) | Muler, Nora |
| Soggetto topico |
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
| Soggetto non controllato |
Band strategies
Classical collective risk model Dynamic programming principle HJB equation Insurance Quantitative Finance Ruin probability Viscosity solutions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00102933 |
|
Azcue, Pablo
|
||
| New York, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic optimization in insurance : a dynamic programming approach / Pablo Azcue, Nora Muler
| Stochastic optimization in insurance : a dynamic programming approach / Pablo Azcue, Nora Muler |
| Autore | Azcue, Pablo |
| Edizione | [New York : Springer, 2014] |
| Pubbl/distr/stampa | X, 146 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Muler, Nora |
| Soggetto topico |
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] |
| ISBN | 8-1-4939-0994-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0102933 |
|
Azcue, Pablo
|
||
| X, 146 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||