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Портал Begell Электронная Бибилиотека e-Книги Журналы Справочники и Сборники статей Коллекции
Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN Печать: 1064-2315
ISSN Онлайн: 2163-9337

Выпуски:
Том 52, 2020 Том 51, 2019 Том 50, 2018 Том 49, 2017 Том 48, 2016 Том 47, 2015 Том 46, 2014 Том 45, 2013 Том 44, 2012 Том 43, 2011 Том 42, 2010 Том 41, 2009 Том 40, 2008 Том 39, 2007 Том 38, 2006 Том 37, 2005 Том 36, 2004 Том 35, 2003 Том 34, 2002 Том 33, 2001 Том 32, 2000 Том 31, 1999 Том 30, 1998 Том 29, 1997 Том 28, 1996

Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v46.i1.60
pages 53-62

Equations for the Survival Probability of an Insurance Company in the (B, S)-market Taking into Account Advertising

Boris V. Bondarev
Donetsk National University, Ukraine
Valeria O. Boldyreva
Donetsk National University

Краткое описание

The activities of an insurance company, operating in the (B, S)-market, when a risky assets are described by the Samuelson model, and time interval varies from 0 do +∞, are considered. The sufficient conditions for the existence of derivatives of a survival probability as a function of the initial capital, are obtained. The integro-differential partial equations for the survival probability of an insurance company are derived.


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