Search academic texts

Information × Registration Number 0216U009188, 0115U000087 , R & D reports Title Analytical methods of stochastic differential equations popup.stage_title Head Baiev Artem Victorovich, Registration Date 04-01-2017 Organization Donetsk State University popup.description2 Object of study - integral-differential equation for the ruin probability; quasi Ornstein-Uhlenbeck process. The goal - finding the ruin probability of the insurance company with advertizing expenses; simulation of quasi Ornstein-Uhlenbeck process. Methods - probabilistic methods, statistical methods, simulation of processes. We investigate and solve the problem of finding the ruin probability of the insurance company with advertizing expenses because the probability of not (ruin) is the main characteristic of its activity, the value of which allows analysts to choose the right insurance company investment and tariff policy, and the optimum share capital by ticking advertising. On the basis of recorded facts and analyzes the work of the results of 10 leading insurance companies in Ukraine in the period from 01.01.2015 to 30.06.2015 and studied the effect of deductions for advertising on the ruin probability of the insurance companies. Construct models that approximating quasi Ornstein Uhlenbeck protsesiz specified reliability and accuracy in the spaces C ([0, T]) and Lp ([0, T]), p?1. RUIN PROBABILITY, INTEGRO-DIFFERENTIAL EQUATIONS, QUASI ORNSTEIN-UHLENBECK PROCESS, SIMULATION OF PROCESS Product Description popup.authors Баєв Артем Вікторович Болдирєва Валерія Олегівна Козаченко Юрій Васильович Козир Сергій Михайлович Петранова Марина Юріївна Хейлик Ярослав Сергійович popup.nrat_date 2020-04-02 Close