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Information × Registration Number 0309U000026, 0108U001590 , R & D reports Title Calculation of probability of undestruction of insurance company which functions on (B,S) - market popup.stage_title Класична модель Лундберга Head Bondarev Boris Vladimirovich., Registration Date 13-01-2009 Organization Donetsk National University popup.description2 Differential equalization the decision of which is probability of destruction of insurance company is got. The first cases are allocation of capital on a bank deposit. Second cases - allocation of capital on (B, S) - market. For the exponentially distributed sizes of payments, for Г(n,?) - distributing of payments, for Г(m,?) and Г(n,?1) - payments and payments. The estimations of convergence of integral functionals are set, stochastic integrals, from diffusive processes with periodic coefficients. The estimation of convergence of decisions of differential equalizations which are under the action of periodic stochastic indignations is set. The estimations of unknown parameters and task of R.Mertona are considered for such equalizations. Product Description popup.authors popup.nrat_date 2020-04-02 Close