Search
Documentation Center

An Application of stochastic control theory to insurance business
MAP20070030262
Rantala, Jukka ‌
An Application of stochastic control theory to insurance business / Jukka Rantala. — Tampere : University of Tampere, 1984
157, [54] p. ; 25 cm . — (Acta Universitatis Tamperensis. Ser. A ; v. 164)
En port.: Department of Mathematical Sciences
Sumario: The basic model -- The structure of the claims reserving problem -- Optimal feedback control of insurance business -- Modifications of the random walk rating when some extra noises and information delays are taken into account -- Concluding remarks
ISBN 951-44-1526-4
1. Empresas de seguros ‌. 2. Solvencia ‌. 3. Control estocástico ‌. 4. Margen de solvencia ‌. I. University of Tampere ‌. II. Acta Universitatis Tamperensis. Ser. A ; v. 164 ‌. III. Title.
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 6-RAN-APP — Record number: 025232
Loan: AvailableAvailable