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Information × Registration Number 0308U007674, 0106U005864 , R & D reports Title Analytic and stochastic methods of investigation of dynamic systems popup.stage_title Дослідження поведінки динамічних систем у неоднорідному середовищі із застосуванням до процесів ризику. Методи моделювання випадкових процесів у функціональних просторах Head Mishura Yuliya Stepanivna, Registration Date 24-12-2008 Organization Taras Shevchenko Kiev university popup.description2 Strategy of optimal investment of insurance company into risk and risk-free assets . The generalization of the regeneration equation and regeneration theorem is obtained for nonhomogeneous regenerating processes. The new conditions of convergence of series of dependent phi-sub-Gaussian random variables are found. The rate of barrier options price convergence in the model with discrete time to the prices in models with continuous time are obtained.5635 Product Description popup.authors popup.nrat_date 2020-04-02 Close