T. A. Belkina

Available identifiers

zbMath Open belkina.tatyana-andreevnaMaRDI QIDQ341446

List of research outcomes

Publication	Date of Publication	Type
Risky investments and survival probability in the insurance model with two-sided jumps: Problems for integrodifferential equations and ordinary differential equation and their equivalence	2023-09-21	Paper
Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations	2022-10-06	Paper
Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations	2020-12-06	Paper
Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems	2020-03-11	Paper
Analytic-numerical investigations of singular problems for survival probability in the dual risk model with simple investment strategies	2018-02-26	Paper
Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities	2016-12-07	Paper
Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments	2016-11-16	Paper
Dynamical insurance models with investment: constrained singular problems for integrodifferential equations	2016-07-08	Paper
On stochastic optimality for a linear controller with attenuating disturbances	2013-11-27	Paper
Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: analysis and numerical solution	2013-07-03	Paper
Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables	2007-11-02	Paper
On Optimality in Probability and Almost Surely for Processes with a Communication Property. I. The Discrete Time Case	2006-06-09	Paper
On Optimality in Probability and Almost Surely for Processes with a Communication Property. II. The Continuous Time Case	2006-06-09	Paper
On a Stochastic Optimality of the Feedback Control in the LQG-Problem	2004-12-16	Paper
The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality	2004-10-18	Paper
Asymptotically-optimum-in-distribution control actions for a linear stochastic system with a quadratic functional	2000-01-09	Paper

Research outcomes over time

This page was built for person: T. A. Belkina