Ermoliev, Yu. M.; Norkin, V. I.; Norkin, B. V. Stochastic optimization models of actuarial mathematics. (English. Russian original) Zbl 1455.91219 Cybern. Syst. Anal. 56, No. 1, 58-67 (2020); translation from Kibern. Sist. Anal. 2020, No. 1, 70-81 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 93E20 90C15 PDFBibTeX XMLCite \textit{Yu. M. Ermoliev} et al., Cybern. Syst. Anal. 56, No. 1, 58--67 (2020; Zbl 1455.91219); translation from Kibern. Sist. Anal. 2020, No. 1, 70--81 (2020) Full Text: DOI Link
Norkin, B. V. Stochastic optimal control of risk processes with Lipschitz payoff functions. (English. Russian original) Zbl 1308.93229 Cybern. Syst. Anal. 50, No. 5, 774-787 (2014); translation from Kibern. Sist. Anal. No. 5, 139-154 (2014). MSC: 93E20 91B30 91B38 93C55 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 50, No. 5, 774--787 (2014; Zbl 1308.93229); translation from Kibern. Sist. Anal. No. 5, 139--154 (2014) Full Text: DOI
Norkin, B. V. Systems simulation analysis and optimization of insurance business. (English. Russian original) Zbl 1308.65011 Cybern. Syst. Anal. 50, No. 2, 260-270 (2014); translation from Kibern. Sist. Anal. No. 2, 112-125 (2014). MSC: 65C05 60H15 93E03 91B30 91G60 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 50, No. 2, 260--270 (2014; Zbl 1308.65011); translation from Kibern. Sist. Anal. No. 2, 112--125 (2014) Full Text: DOI
Norkin, B. V. Mathematical models for insurance business optimization. (English. Russian original) Zbl 1303.91094 Cybern. Syst. Anal. 47, No. 1, 117-133 (2011); translation from Kibern. Sist. Anal. 2011, No. 1, 128-145 (2011). MSC: 91B30 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 47, No. 1, 117--133 (2011; Zbl 1303.91094); translation from Kibern. Sist. Anal. 2011, No. 1, 128--145 (2011) Full Text: DOI
Norkin, B. V. Stochastic successive approximation method for assessing the insolvency risk of an insurance company. (English. Russian original) Zbl 1180.91008 Cybern. Syst. Anal. 44, No. 6, 892-905 (2008); translation from Kibern. Sist. Anal. 2008, No. 6, 116-130 (2008). Reviewer: Gong Guanglu (Beijing) MSC: 91-02 91B30 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 44, No. 6, 892--905 (2008; Zbl 1180.91008); translation from Kibern. Sist. Anal. 2008, No. 6, 116--130 (2008) Full Text: DOI
Norkin, B. V. Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics. (English. Russian original) Zbl 1139.45001 Cybern. Syst. Anal. 42, No. 5, 743-749 (2006); translation from Kibern. Sist. Anal. 42, No. 5, 157-164 (2006). Reviewer: D. O’Regan (Galway) MSC: 45G05 91B30 62P05 45L05 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 42, No. 5, 743--749 (2006; Zbl 1139.45001); translation from Kibern. Sist. Anal. 42, No. 5, 157--164 (2006) Full Text: DOI
Norkin, B. V. Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums. (English. Russian original) Zbl 1125.60311 Cybern. Syst. Anal. 42, No. 1, 98-110 (2006); translation from Kibern. Sist. Anal. 2006, No. 1, 112-127 (2006). MSC: 60K10 60K05 62P05 91B30 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 42, No. 1, 98--110 (2006; Zbl 1125.60311); translation from Kibern. Sist. Anal. 2006, No. 1, 112--127 (2006) Full Text: DOI
Norkin, B. V. Method of successive approximations for solving integral equations of the theory of risk processes. (English. Russian original) Zbl 1083.65126 Cybern. Syst. Anal. 40, No. 4, 517-526 (2004); translation from Kibern. Sist. Anal. 2004, No. 4, 61-73 (2004). Reviewer: Narahari Parhi (Bhubaneswar) MSC: 65R20 91B30 45D05 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 40, No. 4, 517--526 (2004; Zbl 1083.65126); translation from Kibern. Sist. Anal. 2004, No. 4, 61--73 (2004) Full Text: DOI
Norkin, B. V. The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment. (English. Russian original) Zbl 1127.91357 Cybern. Syst. Anal. 40, No. 6, 917-927 (2004); translation from Kibern. Sist. Anal. 2004, No. 6, 149-161 (2004). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. V. Norkin}, Cybern. Syst. Anal. 40, No. 6, 917--927 (2004; Zbl 1127.91357); translation from Kibern. Sist. Anal. 2004, No. 6, 149--161 (2004) Full Text: DOI