%0 Journal Article %A Bondarev, Boris V. %A Boldyreva , Valeria O. %D 2014 %I Begell House %K mathematical models in insurance, Samuelson model of risky asset, existence of derivatives of a survival probability, (B,S)-market taking into account advertising. %N 1 %P 53-62 %R 10.1615/JAutomatInfScien.v46.i1.60 %T Equations for the Survival Probability of an Insurance Company in the (B, S)-market Taking into Account Advertising %U https://www.dl.begellhouse.com/journals/2b6239406278e43e,4bfafed4554514ac,0a787b6f2e2afbf1.html %V 46 %X 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. %8 2014-03-14