Belkina Tatyana Andreevna

Publications in Math-Net.Ru

1. Asymptotics of optimal investment behavior under a risk process with two-sided jumps
   
   Izv. Saratov Univ. Math. Mech. Inform., 25:3 (2025),  316–324
2. Risky investments and survival probability in the insurance model with two-sided jumps: Problems for integrodifferential equations and ordinary differential equation and their equivalence
   
   Izv. Saratov Univ. Math. Mech. Inform., 23:3 (2023),  278–285
3. Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations
   
   Zh. Vychisl. Mat. Mat. Fiz., 62:9 (2022),  1473–1490
4. Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations
   
   Zh. Vychisl. Mat. Mat. Fiz., 60:10 (2020),  1676–1696
5. Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems
   
   Zh. Vychisl. Mat. Mat. Fiz., 59:11 (2019),  1973–1997
6. Dynamical insurance models with investment: Constrained singular problems for integrodifferential equations
   
   Zh. Vychisl. Mat. Mat. Fiz., 56:1 (2016),  47–98
7. Viscosity solutions of integro-differential equations for nonruin probabilities
   
   Teor. Veroyatnost. i Primenen., 60:4 (2015),  802–810
8. Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments
   
   CMFD, 53 (2014),  5–29
9. On stochastic optimality for a linear controller with attenuating disturbances
   
   Avtomat. i Telemekh., 2013, no. 4,  110–128
10. Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution
    
    Zh. Vychisl. Mat. Mat. Fiz., 52:10 (2012),  1812–1846
11. Stochastic optimality in the problem of a linear controller perturbed by a sequence of dependent random variables
    
    Diskr. Mat., 18:1 (2006),  126–145
12. On optimality in probability and almost surely for processes with communication property. II. Continuous time
    
    Teor. Veroyatnost. i Primenen., 50:2 (2005),  209–223
13. On optimality in probability and almost surely for processes with a communication property. I. The discrete time case
    
    Teor. Veroyatnost. i Primenen., 50:1 (2005),  3–26
14. On a stochastic optimality of the feedback control in the LQG-problem
    
    Teor. Veroyatnost. i Primenen., 48:4 (2003),  661–675
15. On conditions for asymptotic optimality in probability and almost surely in a model of a controlled diffusion process
    
    Avtomat. i Telemekh., 1999, no. 2,  46–56
16. Asymptotically Optimal in Distribution Control for a Linear Stochastic System with Quadratic Functional
    
    Avtomat. i Telemekh., 1997, no. 3,  106–115
17. Controls that are asymptotically optimal in probability in the problem of a linear controller with variable parameters
    
    Avtomat. i Telemekh., 1994, no. 2,  110–120
18. Controls that are asymptotically optimal in probability and almost surely in a problem on a linear controller
    
    Avtomat. i Telemekh., 1992, no. 6,  65–78