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scientific article; zbMATH DE number 1414110

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Publication:4941708
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zbMATH Open1074.90545MaRDI QIDQ4941708

Anatoliy Swishchuk, Svitlana Ya. Goncharova

Publication date: 13 March 2000



Title of this publication is not available (Why is that?)


zbMATH Keywords

stochastic modelrisk process of the insurance company


Mathematics Subject Classification ID

Optimal stochastic control (93E20)



Related Items (10)

Stochastic models for risk control programs of organizations ⋮ Optimization of risk processes ⋮ Optimal Control of Conditional Value-at-Risk in Continuous Time ⋮ Risk-averse stochastic optimal control: an efficiently computable statistical upper bound ⋮ Financial risk contagion and optimal control ⋮ Optimal control and simulation for enterprise financial risk in industry environment ⋮ Optimal risk control for a large corporation in the presence of returns on investments ⋮ Title not available (Why is that?) ⋮ Optimal risk control under functionally restricted perturbation ⋮ Process-based risk measures and risk-averse control of discrete-time systems






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