Výsledky vyhledávání - "N. A. Konyukhova"

Singular Nonlinear Problems for Self-Similar Solutions of Boundary-Layer Equations with Zero Pressure Gradient: Analysis and Numerical Solution

Autor: S. V. Kurochkin, N. B. Konyukhova

Publikováno v: Computational Mathematics and Mathematical Physics. 61:1603-1629

For a mathematically correct formulation and analysis of the problems referred to in the title, a new approach, different from that previously used by specialists in fluid and gas mechanics, has been developed and justified. The main initial-boundary

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a16f8d0b686f8cab673eeabd6e5757ff
https://doi.org/10.1134/s0965542521100067

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Risk-Free Investments and Their Comparison with Simple Risky Strategies in Pension Insurance Model: Solving Singular Problems for Integro-Differential Equations

Autor: B. V. Slavko, N. B. Konyukhova, T. A. Belkina

Publikováno v: Computational Mathematics and Mathematical Physics. 60:1621-1641

A collective pension insurance (life annuity) model is investigated in the case of risk-free investments, i.e., when the whole surplus of an insurance company at each time is invested in risk-free asset (bank account). This strategy is compared with

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::97d6693cfe2cb1666040a2879041c3e3
https://doi.org/10.1134/s096554252010005x

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Solvency of an Insurance Company in a Dual Risk Model with Investment: Analysis and Numerical Study of Singular Boundary Value Problems

Autor: N. B. Konyukhova, B. V. Slavko, T. A. Belkina

Publikováno v: Computational Mathematics and Mathematical Physics. 59:1904-1927

The survival probability of an insurance company in a collective pension insurance model (so-called dual risk model) is investigated in the case when the whole surplus (or its fixed fraction) is invested in risky assets, which are modeled by a geomet

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::73614d5df21ccba4bc473165b6cc7fd7
https://doi.org/10.1134/s0965542519110022

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Singular Initial-Value and Boundary-Value Problems for Integrodifferential Equations in Dynamical Insurance Models with Investments

Autor: S. V. Kurochkin, Tatiana Belkina, N. B. Konyukhova

Publikováno v: Journal of Mathematical Sciences. 218:369-394

We investigate two insurance mathematical models of the following behavior of an insurance company in the insurance market: the company invests a constant part of the capital in a risk asset (shares) and invests the remaining part in a risk-free asse

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a11d67298718324b1ed0231f93678a12
https://doi.org/10.1007/s10958-016-3037-1

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Dynamical insurance models with investment: Constrained singular problems for integrodifferential equations

Autor: S. V. Kurochkin, N. B. Konyukhova, T. A. Belkina

Publikováno v: Computational Mathematics and Mathematical Physics. 56:43-92

Previous and new results are used to compare two mathematical insurance models with identical insurance company strategies in a financial market, namely, when the entire current surplus or its constant fraction is invested in risky assets (stocks), w

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6967efcfe0864e7552dcb59850043714
https://doi.org/10.1134/s0965542516010073

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Analytic-Numerical Investigations of Singular Problems for Survival Probability in the Dual Risk Model with Simple Investment Strategies

Autor: B. V. Slavko, T. A. Belkina, N. B. Konyukhova

Publikováno v: Analytical and Computational Methods in Probability Theory ISBN: 9783319715032
ACMPT

We study the life annuity insurance model when simple investment strategies (SISs) of the two types are used: risky investments and risk-free ones. According to a SIS of the first type, the insurance company invests a constant positive part of its su

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::7f71d5c9d4a6b5877e25eed61cd5013c
https://doi.org/10.1007/978-3-319-71504-9_21

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Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution

Autor: N. B. Konyukhova, S. V. Kurochkin, T. A. Belkina

Publikováno v: Computational Mathematics and Mathematical Physics. 52:1384-1416

A singular boundary value problem for a secondorder linear integrodifferential equation with Volterra and nonVolterra integral operators is formulated and analyzed. The equation is defined on +, has a weak singularity at zero and a strong singularity

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9123cfc9fe56b78ae3c9bed91570bf84
https://doi.org/10.1134/s0965542512100077

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Bubbles and droplets in nonlinear physics models: Analysis and numerical simulation of singular nonlinear boundary value problem

Autor: M. B. Soloviev, M. L. Morgado, Pedro M. Lima, N. B. Konyukhova

Publikováno v: Computational Mathematics and Mathematical Physics. 48:2018-2058

For a second-order nonlinear ordinary differential equation (ODE), a singular Boundary value problem (BVP) is investigated which arises in hydromechanics and nonlinear field theory when static centrally symmetric bubble-type (droplet-type) solutions

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::dc120a4f04abdb304e37c1334a481fce
https://doi.org/10.1134/s0965542508110109

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