Viktor Oliynyk
Country: Ukraine
Affiliation: Doctor of Economics, Professor, Department of Economic Cybernetics, Sumy State University.
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6 publications
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500 downloads
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2256 views
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0 books
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Modeling of the optimal structure of insurance portfolio
Viktor Oliynyk
Problems and Perspectives in Management Volume 13, 2015 Issue #2 (cont.) pp. 230-234
Views: 441 Downloads: 258 TO CITE -
Statistical model of risk assessment of insurance company’s functioning
Olga Kozmenko , Viktor Oliynyk
Investment Management and Financial Innovations Volume 12, 2015 Issue #2 (cont.) pp. 189-194
Views: 508 Downloads: 160 TO CITE -
Peculiarities of optimization of insurance portfolio of companies in the countries with transition economies
Olga Kozmenko , Yevgen Balatskiy , Viktor Oliynyk ,
Olga Kuzmenko
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Optimal control of continuous life insurance model
Viktor Oliynyk ,
Fedir Zhuravka 
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Tetiana Bolgar ,
Olha Yevtushenko
doi: http://dx.doi.org/10.21511/imfi.14(4).2017.03
Investment Management and Financial Innovations Volume 14, 2017 Issue #4 pp. 21-29
Views: 1843 Downloads: 201 TO CITE АНОТАЦІЯThe problems of mixed life insurance and insurance in the case of death are considered in the article. The actuarial present value of life insurance is found by solving a system of differential equations. The cases of both constant effective interest rates and variables, depending on the time interval, are examined. The authors used the Pontryagin maximum principle method as the most efficient one, in order to solve the problem of optimal control of the mixed life insurance value. The variable effective interest rate is considered as the control parameter. Some numerical results were given.
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