Оptimal control of continuous life insurance model

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dc.contributor.authorЄвтушенко, Ольга Анатоліївна
dc.contributor.authorБолгар, Т. М.
dc.contributor.authorОлійник, В.
dc.contributor.authorЖуравка, Ф.
dc.date.accessioned2018-01-03T21:12:56Z
dc.date.available2018-01-03T21:12:56Z
dc.date.issued2017
dc.descriptionViktor 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).2017.03uk_UA
dc.description.abstractThe 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.urihttp://ir.duan.edu.ua/handle/123456789/509
dc.language.isoenuk_UA
dc.subjectactuarial valueuk_UA
dc.subjectcontrouk_UA
dc.subjectinsuranceuk_UA
dc.subjectfunctionuk_UA
dc.subjectlife insuranceuk_UA
dc.subjectmodeluk_UA
dc.titleОptimal control of continuous life insurance modeluk_UA
dc.typeArticleuk_UA

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