T. A. Belkina

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 Izvestiya of Saratov University. Mathematics. Mechanics. Informatics	2023-09-21	Paper
Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations Computational Mathematics and Mathematical Physics	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 Computational Mathematics and Mathematical Physics	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 Computational Mathematics and Mathematical Physics	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 Theory of Probability & Its Applications	2016-12-07	Paper
Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments Journal of Mathematical Sciences (New York)	2016-11-16	Paper
Dynamical insurance models with investment: constrained singular problems for integrodifferential equations Computational Mathematics and Mathematical Physics	2016-07-08	Paper
On stochastic optimality for a linear controller with attenuating disturbances Automation and Remote Control	2013-11-27	Paper
Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: analysis and numerical solution Zhurnal Vychislitel'noĭ Matematiki i Matematicheskoĭ Fiziki	2013-07-03	Paper
Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables Discrete Mathematics and Applications	2007-11-02	Paper
On Optimality in Probability and Almost Surely for Processes with a Communication Property. I. The Discrete Time Case Theory of Probability & Its Applications	2006-06-09	Paper
On Optimality in Probability and Almost Surely for Processes with a Communication Property. II. The Continuous Time Case Theory of Probability & Its Applications	2006-06-09	Paper
On a Stochastic Optimality of the Feedback Control in the LQG-Problem Theory of Probability & Its Applications	2004-12-16	Paper
The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality Automation and Remote Control	2004-10-18	Paper
Asymptotically-optimum-in-distribution control actions for a linear stochastic system with a quadratic functional Automation and Remote Control	2000-01-09	Paper

Research outcomes over time

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