Stochastic Control in Insurance (Record no. 38556)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03410n a2200421#a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 5000154 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20221213140639.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100301s2008 xxk| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781848000032 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-1-84800-003-2 |
| Source of number or code | doi |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | 978-1-84800-003-2 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| 090 ## - IMPA CODE FOR CLASSIFICATION SHELVES | |
| IMPA CODE FOR CLASSIFICATION SHELVES | Matemáticas Gerais-(inclusive alguns textos elementares sobre assuntos específicos) |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Schmidli, Hanspeter. |
| 9 (RLIN) | 1934 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Control in Insurance |
| Medium | [electronic resource]/ |
| Statement of responsibility, etc. | by Hanspeter Schmidli. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | London: |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2008. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Other physical details | digital. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Probability and Its Applications, |
| International Standard Serial Number | 1431-7028 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Stochastic Control in Discrete Time -- Stochastic Control in Continuous Time -- Problems in Life Insurance -- Asymptotics of Controlled Risk Processes -- Appendices -- Stochastic Processes and Martingales -- Markov Processes and Generators -- Change of Measure Techniques -- Risk Theory -- The Black-Scholes Model -- Life Insurance -- References -- Index -- List of Principal Notation . |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. In recent years, stochastic control techniques have been applied to non-life insurance problems, and in life insurance the theory has been further developed. This book provides a systematic treatment of optimal control methods applied to problems from insurance and investment, complete with detailed proofs. The theory is discussed and illustrated by way of examples, using concrete simple optimisation problems that occur in the actuarial sciences. The problems come from non-life insurance as well as life and pension insurance and also cover the famous Merton problem from mathematical finance. Wherever possible, the proofs are probabilistic but in some cases well-established analytical methods are used. The book is directed towards graduate students and researchers in actuarial science and mathematical finance who want to learn stochastic control within an insurance setting, but it will also appeal to applied probabilists interested in the insurance applications and to practitioners who want to learn more about how the method works. Readers should be familiar with basic probability theory and have a working knowledge of Brownian motion, Markov processes, martingales and stochastic calculus. Some knowledge of measure theory will also be useful for following the proofs . |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematics |
| 9 (RLIN) | 43458 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematical optimization |
| 9 (RLIN) | 37398 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Distribution (Probability theory) |
| 9 (RLIN) | 37119 |
| 697 ## - LOCAL SUBJECT | |
| Local Subject | Matemáticas Gerais- |
| Description subdivision | (inclusive alguns textos elementares sobre assuntos específicos) |
| Linkage | 23752 |
| 710 1# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service). |
| 9 (RLIN) | 8857 |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9781848000025 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Probability and its applications (Springer-Verlag) |
| 9 (RLIN) | 15194 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-1-84800-003-2">http://dx.doi.org/10.1007/978-1-84800-003-2</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Instituto de Matemática Pura e Aplicada |
| Koha item type | E-Book |
No items available.