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Information × Registration Number 0215U003755, 0113U003010 , R & D reports Title Mathematical modeling, optimal risk management. Approximate methods of risk assessment, problem of optimal prediction and identification popup.stage_title Head Baev Artyom Viktorovich, Registration Date 23-03-2015 Organization Donetsk National University popup.description2 Object of research - new mathematical models of insurance companies, in particular those that provide for the possibility of investing in the (B, S) -market. The goal - to develop new methods for calculating and assessing the performance of the insurance company, as well as the optimal management of the company.Methods - methods of probability theory and mathematical statistics, stochastic processes, stochastic analysis, partial differential equations. Studied - the exponential rate of convergence of the stochastic integral with the family of a standard Wiener process. This estimate was obtained for random processes with jumps with periodic coefficients. We derive an integro-differential equation for the probability of non-bankruptcy of the insurance company on finite and infinite time intervals. The cases of proportional premiums and the cost of advertising. A new method for constructing a confidence interval for the parameter Ornstein-Uhlenbeck process. PROBABILITY OF NON-RUIN , ORNSTEIN_UHLENBECK PROCESS, PARAMETER ESTIMATION, JUMPLIKE RRANDOM PROCESSES, CONFIDENCE INTERVAL, RATE OF CONVERGENCE Product Description popup.authors Баєв А.В. Болдирєва В.О. Козир С.М. Петранова М.Ю. Сенаторов О.С. Хейлик Я.С. popup.nrat_date 2020-04-02 Close