Golubin Aleksei Yur'evich

Publications in Math-Net.Ru

1. A new condition for ergodicity of Markov chains with a general state space
   
   Teor. Veroyatnost. i Primenen., 70:1 (2025),  182–192
2. A method of optimal investment with stage-by-stage Conditional Value at Risk (CVaR) constraints and known parameters of return vectors
   
   Avtomat. i Telemekh., 2024, no. 12,  89–102
3. Design of efficient investment portfolios with a shortfall probability as a measure of risk
   
   Avtomat. i Telemekh., 2023, no. 4,  131–144
4. Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments
   
   Avtomat. i Telemekh., 2020, no. 9,  144–159
5. Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital
   
   Avtomat. i Telemekh., 2019, no. 4,  144–155
6. Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk
   
   Avtomat. i Telemekh., 2017, no. 7,  110–124
7. Optimizing insurance and reinsurance in the dynamic Cramér–Lundberg model
   
   Avtomat. i Telemekh., 2012, no. 9,  111–123
8. Optimal insurance strategies in a risk process with restrictions on policyholder risks
   
   Avtomat. i Telemekh., 2010, no. 8,  79–91
9. Optimization of risk bearing in a statistical model with reinsurance
   
   Avtomat. i Telemekh., 2009, no. 8,  133–144
10. On a convex optimization problem in a measure space with moment constraints
    
    Avtomat. i Telemekh., 2000, no. 8,  37–46