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Belkina, Tatyana Andreevna
Statistics Math-Net.Ru
Total publications: 17
Scientific articles: 17

Number of views:
This page:596
Abstract pages:6010
Full texts:1692
References:582
Candidate of physico-mathematical sciences (1992)
Speciality: 01.01.05 (Probability theory and mathematical statistics)

https://www.mathnet.ru/eng/person27820
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/620188
https://elibrary.ru/author_items.asp?authorid=12222
https://orcid.org/0000-0001-7384-0025
https://www.scopus.com/authid/detail.url?authorId=6701440591

Publications in Math-Net.Ru Citations
2023
1. T. A. Belkina, A. S. Ogareva, “Risky investments and survival probability in the insurance model with two-sided jumps: Problems for integrodifferential equations and ordinary differential equation and their equivalence”, Izv. Saratov Univ. Math. Mech. Inform., 23:3 (2023),  278–285  mathnet
2022
2. T. A. Belkina, N. B. Konyukhova, S. V. Kurochkin, “Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 62:9 (2022),  1473–1490  mathnet  elib; Comput. Math. Math. Phys., 62:9 (2022), 1438–1454
2020
3. T. A. Belkina, N. B. Konyukhova, B. V. Slavko, “Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 60:10 (2020),  1676–1696  mathnet  elib; Comput. Math. Math. Phys., 60:10 (2020), 1621–1641  isi  scopus 3
2019
4. T. A. Belkina, N. B. Konyukhova, B. V. Slavko, “Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems”, Zh. Vychisl. Mat. Mat. Fiz., 59:11 (2019),  1973–1997  mathnet  elib; Comput. Math. Math. Phys., 59:11 (2019), 1904–1927  isi  scopus 4
2016
5. T. A. Belkina, N. B. Konyukhova, S. V. Kurochkin, “Dynamical insurance models with investment: Constrained singular problems for integrodifferential equations”, Zh. Vychisl. Mat. Mat. Fiz., 56:1 (2016),  47–98  mathnet  elib; Comput. Math. Math. Phys., 56:1 (2016), 43–92  isi  scopus 8
2015
6. T. A. Belkina, Yu. M. Kabanov, “Viscosity solutions of integro-differential equations for nonruin probabilities”, Teor. Veroyatnost. i Primenen., 60:4 (2015),  802–810  mathnet  mathscinet  elib; Theory Probab. Appl., 60:4 (2016), 671–679  isi  scopus 4
2014
7. T. A. Belkina, N. B. Konyukhova, S. V. Kurochkin, “Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments”, CMFD, 53 (2014),  5–29  mathnet; Journal of Mathematical Sciences, 218:4 (2016), 369–394 4
2013
8. T. A. Belkina, E. S. Palamarchuk, “On stochastic optimality for a linear controller with attenuating disturbances”, Avtomat. i Telemekh., 2013, no. 4,  110–128  mathnet  mathscinet  zmath; Autom. Remote Control, 74:4 (2013), 628–641  isi  scopus 16
2012
9. T. A. Belkina, N. B. Konyukhova, S. V. Kurochkin, “Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution”, Zh. Vychisl. Mat. Mat. Fiz., 52:10 (2012),  1812–1846  mathnet  mathscinet  zmath; Comput. Math. Math. Phys., 52:10 (2012), 1384–1416 16
2006
10. T. A. Belkina, M. S. Levochkina, “Stochastic optimality in the problem of a linear controller perturbed by a sequence of dependent random variables”, Diskr. Mat., 18:1 (2006),  126–145  mathnet  mathscinet  zmath  elib; Discrete Math. Appl., 16:2 (2006), 135–153  scopus
2005
11. T. A. Belkina, V. I. Rotar', “On optimality in probability and almost surely for processes with communication property. II. Continuous time”, Teor. Veroyatnost. i Primenen., 50:2 (2005),  209–223  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 50:2 (2006), 187–198  isi 1
12. T. A. Belkina, V. I. Rotar', “On optimality in probability and almost surely for processes with a communication property. I. The discrete time case”, Teor. Veroyatnost. i Primenen., 50:1 (2005),  3–26  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 50:1 (2006), 16–33  isi 6
2003
13. T. A. Belkina, Yu. M. Kabanov, E. L. Presman, “On a stochastic optimality of the feedback control in the LQG-problem”, Teor. Veroyatnost. i Primenen., 48:4 (2003),  661–675  mathnet  mathscinet  zmath; Theory Probab. Appl., 48:4 (2004), 592–603  isi 14
1999
14. T. A. Belkina, V. I. Rotar', “On conditions for asymptotic optimality in probability and almost surely in a model of a controlled diffusion process”, Avtomat. i Telemekh., 1999, no. 2,  46–56  mathnet  mathscinet  zmath; Autom. Remote Control, 60:2 (1999), 183–190  isi 2
1997
15. T. A. Belkina, E. L. Presman, “Asymptotically Optimal in Distribution Control for a Linear Stochastic System with Quadratic Functional”, Avtomat. i Telemekh., 1997, no. 3,  106–115  mathnet  mathscinet  zmath; Autom. Remote Control, 58:3 (1997), 413–421  isi 2
1994
16. T. A. Konyukhova, “Controls that are asymptotically optimal in probability in the problem of a linear controller with variable parameters”, Avtomat. i Telemekh., 1994, no. 2,  110–120  mathnet  mathscinet  zmath; Autom. Remote Control, 55:2 (1994), 237–246 3
1992
17. T. A. Konyukhova, V. I. Rotar', “Controls that are asymptotically optimal in probability and almost surely in a problem on a linear controller”, Avtomat. i Telemekh., 1992, no. 6,  65–78  mathnet  mathscinet  zmath; Autom. Remote Control, 53:6 (1992), 839–850 3

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