Оptimal control of continuous life insurance model
| dc.contributor.author | Євтушенко, Ольга Анатоліївна | |
| dc.contributor.author | Болгар, Т. М. | |
| dc.contributor.author | Олійник, В. | |
| dc.contributor.author | Журавка, Ф. | |
| dc.date.accessioned | 2018-01-03T21:12:56Z | |
| dc.date.available | 2018-01-03T21:12:56Z | |
| dc.date.issued | 2017 | |
| dc.description | Viktor Oliynyk, Fedir Zhuravka, Tetiana Bolgar and Olha Yevtushenko (2017). Optimal control of continuous life insurance model. Investment Management and Financial Innovations (open-access), 14(4), 21-29. doi:10.21511/imfi.14(4).2017.03 | uk_UA |
| dc.description.abstract | The problems of mixed life insurance and insurance in the case of death are considered in the article. The actuarial present value of life insurance is found by solving a system of differential equations. The cases of both constant effective interest rates and variables, depending on the time interval, are examined. The authors used the Pontryagin maximum principle method as the most efficient one, in order to solve the problem of optimal control of the mixed life insurance value. The variable effective interest rate is considered as the control parameter. Some numerical results were given. | uk_UA |
| dc.identifier.uri | http://ir.duan.edu.ua/handle/123456789/509 | |
| dc.language.iso | en | uk_UA |
| dc.subject | actuarial value | uk_UA |
| dc.subject | contro | uk_UA |
| dc.subject | insurance | uk_UA |
| dc.subject | function | uk_UA |
| dc.subject | life insurance | uk_UA |
| dc.subject | model | uk_UA |
| dc.title | Оptimal control of continuous life insurance model | uk_UA |
| dc.type | Article | uk_UA |
Файли
Контейнер файлів
1 - 1 з 1
Вантажиться...
- Назва:
- imfi_2017_04_Oliynyk.pdf
- Розмір:
- 328.19 KB
- Формат:
- Adobe Portable Document Format
- Опис:
Ліцензійна угода
1 - 1 з 1
Ескіз недоступний
- Назва:
- license.txt
- Розмір:
- 1.71 KB
- Формат:
- Item-specific license agreed upon to submission
- Опис: