scientific article; zbMATH DE number 1414110

MaRDI QIDQ4941708zbMATH OpenFDO

Authors Anatoliy Swishchuk, Svitlana Ya. Goncharova

Publication date 13 March 2000

zbMATH Keywords

stochastic modelrisk process of the insurance company

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• Optimal control and simulation for enterprise financial risk in industry environment
• Optimal Control of Conditional Value-at-Risk in Continuous Time
• Optimal risk control under functionally restricted perturbation
• A control model for an insurance company
• Financial risk contagion and optimal control
• Lectures on the use of control theory in insurance
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• Stochastic models for risk control programs of organizations
• Optimization of risk processes
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• Risk-averse stochastic optimal control: an efficiently computable statistical upper bound

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