T. A. Belkina

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Active since

2004

Affiliations

Central Economics and Mathematics Institute(Current)

T. A. Belkina is an author at Central Economics and Mathematics Institute specializing in stochastic processes, insurance economics, and dynamical systems.

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Publications per year

2004–2013

Publications

Optimal constrained investment in the Cramer-Lundberg model

T. A. Belkina, Christian Hipp, Shangzhen Luo et al. · Scandinavian Actuarial Journal · 2012 · 25 citations

Social Sciences, Economics, Finance +13

On stochastic optimality for a linear controller with attenuating disturbances

T. A. Belkina · Automation and Remote Control · 2013 · 20 citations

Natural Sciences, Mathematics, Dynamical Systems +13

On a Stochastic Optimality of the Feedback Control in the LQG-Problem

T. A. Belkina, Yu. M. Kabanov, Ė. L. Presman · Theory of Probability and Its Applications · 2004 · 20 citations

Natural Sciences, Mathematics, Dynamical Systems +15

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

T. A. Belkina, N.B. Konyukhova · Computational Mathematics and Mathematical Physics · 2012 · 16 citations

Business, Insurance, Risk Management +17

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