Optimal Control of Investment in a Collective Pension Insurance Model: Study of Singular Nonlinear Problems for Integro-Differential Equations
Belkina, T. A., Konyukhova, N. B., Kurochkin, S. V.
Published in Computational mathematics and mathematical physics (01.09.2022)
Published in Computational mathematics and mathematical physics (01.09.2022)
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Journal Article
Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution
Belkina, T. A., Konyukhova, N. B., Kurochkin, S. V.
Published in Computational mathematics and mathematical physics (01.10.2012)
Published in Computational mathematics and mathematical physics (01.10.2012)
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Journal Article
On a Stochastic Optimality of the Feedback Control in the LQG-Problem
Belkina, T. A., Kabanov, Yu. M., Presman, E. L.
Published in Theory of probability and its applications (01.12.2004)
Published in Theory of probability and its applications (01.12.2004)
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Journal Article
Risky investments and survival probability in the insurance model with two-sided jumps: Problems for integrodifferential equations and ordinary differential equation and their equivalence
Belkina, T. A., Ogareva, A. S.
Published in Izvestiâ Saratovskogo universiteta. Novaâ seriâ. Seriâ Matematika. Mehanika. Informatika (Online) (01.01.2023)
Published in Izvestiâ Saratovskogo universiteta. Novaâ seriâ. Seriâ Matematika. Mehanika. Informatika (Online) (01.01.2023)
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Journal Article
Risk-Free Investments and Their Comparison with Simple Risky Strategies in Pension Insurance Model: Solving Singular Problems for Integro-Differential Equations
Belkina, T. A., Konyukhova, N. B., Slavko, B. V.
Published in Computational mathematics and mathematical physics (01.10.2020)
Published in Computational mathematics and mathematical physics (01.10.2020)
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