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Information × Registration Number 0307U001614, 0105U002769 , R & D reports Title Stochastics models in actuarial and financial mathematics popup.stage_title Модель страхової компанії Head Bondarev Boris Vladimirovich., Registration Date 16-04-2007 Organization Donetsk National University popup.description2 In case of a determination of the sum of the Markov aleatory variables set by a procedure of an autoregression of the first order with Poisson time, the estimation of a velocity of convergence to process of a Brownian motion is found. The basis of the proof of this outcome is a method of one probability space. The considered model hoarder-consumer fund in which payments are guided by some sequence of aleatory variables - requests for payment, and payments constitute part the capital of fund which is available. Optimum control of a portfolio of assetses and is found by consumption. At optimum control the size of the minimum premium which ensures the set magnitude of quality also is found. Product Description popup.authors popup.nrat_date 2020-04-02 Close