Journal of Automation and Information Sciences
Publicado 12 números por año
ISSN Imprimir: 1064-2315
ISSN En Línea: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
On One Model of Control of Insurance Company with Branch Network
Volumen 32,
Edición 11, 2000,
pp. 24-30
DOI: 10.1615/JAutomatInfScien.v32.i11.30
SINOPSIS
The problem of optimal behavior of insurance company with branches in conditions of operations on the infinite time interval is considered. The moments of insurance payment and their amount are random values. The financial resources replenishment value is taken as the control parameter. Average cost (loss) per time unit is chosen as a criterion. Optimal control existence conditions are described. Conditions of existence of threshold optimal strategy are proposed. The method of estimation of the optimal strategy threshold is given.
PALABRAS CLAVE: optimal strategy threshold, insurance payment, random values, limit, system resources.
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Index, Volume 52, 2020