On One Model of Control of Insurance Company with Branch Network
Анотація
The problem of optimal behavior of insurance company with branches in conditions of operations on the infinite time interval is considered. The moments of insurance payment and their amount are random values. The financial resources replenishment value is taken as the control parameter. Average cost (loss) per time unit is chosen as a criterion. Optimal control existence conditions are described. Conditions of existence of threshold optimal strategy are proposed. The method of estimation of the optimal strategy threshold is given.
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