Yet again, here is a Springer volume that offers readers
something completely new. Until now, solved examples of the
application of stochastic control to actuarial problems could only
be found in journals. Not any more: this is the first book to
systematically present these methods in one volume. The author
starts with a short introduction to stochastic control techniques,
then applies the principles to several problems. These examples
show how verification theorems and existence theorems may be
proved, and that the non-diffusion case is simpler than the
diffusion case. Schmidli 's brilliant text also includes a number
of appendices, a vital resource for those in both academic and
professional settings.
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