scientific article; zbMATH DE number 1414110

MaRDI QIDQ4941708zbMATH OpenFDO

Authors Anatoliy Swishchuk, Svitlana Ya. Goncharova

Publication date 13 March 2000

zbMATH Keywords

risk process of the insurance companystochastic model

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• Optimal control and simulation for enterprise financial risk in industry environment
• Process-based risk measures and risk-averse control of discrete-time systems
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• Financial risk contagion and optimal control
• Optimal risk control under functionally restricted perturbation
• Stochastic models for risk control programs of organizations
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• Managing Risk in a Four-Digit Number Game
• Optimal Control of Conditional Value-at-Risk in Continuous Time
• Optimal risk control for a large corporation in the presence of returns on investments
• Risk-averse stochastic optimal control: an efficiently computable statistical upper bound

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