Yet again, here is a Springer volume that offers readers something completely new. Until now, solved examples of the application of stochastic control to actuar

Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance

Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process un

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and prob

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f