Centro de Documentacion de Fundación MAPFRE - An Application of stochastic control theory to insurance business

MAP20070030262

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. Título.

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FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 6-RAN-APP — Nº de registro: 025232

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