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Information × Registration Number 0308U001703, 0103U004439 , R & D reports Title Applied questions of theory accidental process. (Quantitative and qualitative analysis accidental systems. Problem of actuary and financial mathematic. Theory questions, handling data, methodical aspects.) popup.stage_title Прикладні питання теорії випадкових процесів (Кількісний та якісний аналіз стохастичних систем. Задачі актуарной та фінансової математики. Питання теорії, обробка даних, методичні аспекти) Head Bondarev B.V., Registration Date 28-02-2008 Organization Donetsk National University popup.description2 The optimum management by a story-consumer fund is found, with the functions of insurance company. Sizes of lawsuits is paid not off, moments of receipt of lawsuits - poisson. As the mathematical model of evolution of risk asset the model of Samuelson is taken. The model of insurance company working on is considered B,S-market change of capital of which take place in the inegral moments of time. As the mathematical model of evolution of risk asset a binomial model is taken . At fixed are investment stakes in a risk asset probability of destruction of insurance company is found for endless time as a row on degrees, the zeroing, first and second members of decomposition are written thus zeroing member is probability of destruction of insurance company at the investment of facilities only in a riskfree asset. The rationed integrals are studied from processes with poisson time. Product Description popup.authors popup.nrat_date 2020-04-02 Close