A. Yu. Golubin

Available identifiers

Publication	Date of Publication	Type
Design of efficient investment portfolios with a shortfall probability as a measure of risk	2023-09-13	Paper
Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process	2023-02-21	Paper
Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments	2021-01-09	Paper
Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital	2020-01-27	Paper
Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model	2013-03-22	Paper
Optimal insurance strategies in a risk process with restrictions on policyholder risks	2011-01-03	Paper
Optimization of risk bearing in a statistical model with reinsurance	2009-11-24	Paper
A convex optimization problem in the space of measures under moment constraints	2004-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q4816439	2004-09-08	Paper
Franchise optimization in the static insurance model	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3357968	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3767108	1985-01-01	Paper

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