The optimal control of the consumer fund with the functions of the insurance company under assumption of the work on the financial market with the advertising strategy

DOI10.1515/ROSE-2020-2027MaRDI QIDQ1986114zbMATH OpenOpenAlexWikidataFDO

Authors Valeriia Boldyrieva, Tetiana Zhmykhova

Publication date 7 April 2020

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2020-2027

zbMATH Keywords

advertising strategyoptimal controls Clark model

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Actuarial mathematics (91G05) Financial applications of other theories (91G80)

Recommendations

• The control of cumulative-consumer fund with investments in the financial (B,S)-market and advertising costs, provided that the premium is incidental
• Control for a saving-consumer fund with functions of an insurance company
• Solution of the problem of an accumulative-consumption fund with insurance company functions. The Clarc model.
• Optimization of advertising activity of an insurance company and an algorithm for its solution
• Mathematical model of functioning of an insurance company with allowance for advertising expenses

Cites work

• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Consumer fund control with opportunity to invest in a financial (B,S)-market and charges on advertisement
• Control for a saving-consumer fund with functions of an insurance company
• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company
• Some problems for Clark's model. II. A solution for Merton's portfolio problem
• The control of cumulative-consumer fund with investments in the financial (B,S)-market and advertising costs, provided that the premium is incidental

Cited in

(4)

• Optimization of advertising activity of an insurance company and an algorithm for its solution
• The control of cumulative-consumer fund with investments in the financial (B,S)-market and advertising costs, provided that the premium is incidental
• Control for a saving-consumer fund with functions of an insurance company
• Solution of the problem of an accumulative-consumption fund with insurance company functions. The Clarc model.

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