Télécharger le livre :  Stochastic Optimization in Insurance
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The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance.The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model.The...

Editeur : Springer
Parution : 2014-06-19
Collection : SpringerBriefs in Quantitative Finance
ePub

52,74