Information × Registration Number 0207U010159, 0105U002769 , R & D reports Title Stochastics models in actuarial and financial mathematics popup.stage_title Head Bondarev Boris Vladimirovich., Registration Date 27-12-2007 Organization Donetsk National University popup.description2 For representing the evolution of costs of actions and bonds it is suggested to use a vynerovskyy process with casual sometimes, that is designed as Puassonovskogo of process with the arbitrarily not decreasing function of intensity. The model of story-consumer fund in which payments follow some sequence of casual sizes is considered, - requests on payment, thus payments make part of capital of fund which is present in a presence. The task of finding of function of undestruction of insurance company which works on (B,S) is considered - market in case if an investment in a risk asset assumes some known part. Product Description popup.authors popup.nrat_date 2020-04-02 Close
Head: Bondarev Boris Vladimirovich.. Stochastics models in actuarial and financial mathematics. (popup.stage: ). Donetsk National University. № 0207U010159