Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management

Mathematics

• Markov Chain 100%
• Mathematical Method 100%
• Control Problems 50%
• Optimal Control Theory 50%
• Stochastics 50%
• Quantile 50%
• Discrete Time 50%
• Approximates 50%
• Closed Form Solution 50%
• Actuarial Science 50%
• Approximation Technique 50%
• Death Benefit 50%
• Numerical Approximation 50%