Optimal investment strategies of an individual worker during the accumulation phase in the
defined contribution pension scheme have been well studied in the literature. Most of them …

The Instrumental Apparatus of the Innovative Potential Audit of the Enterprise in the
Implementation of Project Activities title Title Author Issue Keywords Current Issue : Vol 15, No 3 …

We study the optimal investment and proportional reinsurance problem of an insurance
company, whose investment preferences are described via a forward dynamic utility of …

This paper suggests a new and efficient variance reduction technique based on the Monte-
Carlo simulation method for pricing the reinsurance contract in a regime-switching …

In this thesis, we study a few optimization problems for an insurance company whose
purpose is to maximize profits and/or minimize risks. Our results are collected in three …

Innovative development ensures high efficiency and competitiveness in production.
However, project activities and sufficient investments are needed in order to encourage …