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Publications in Math-Net.Ru |
Citations |
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2023 |
| 1. |
V. N. Gridin, A. Yu. Golubin, “Design of efficient investment portfolios with a shortfall probability as a measure of risk”, Avtomat. i Telemekh., 2023, no. 4, 131–144  ; Autom. Remote Control, 84:4 (2023), 486–495 |
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2020 |
| 2. |
A. Yu. Golubin, V. N. Gridin, “Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments”, Avtomat. i Telemekh., 2020, no. 9, 144–159  ; Autom. Remote Control, 81:9 (2020), 1679–1691   |
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2019 |
| 3. |
A. Yu. Golubin, V. N. Gridin, “Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital”, Avtomat. i Telemekh., 2019, no. 4, 144–155 |
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2017 |
| 4. |
A. Y. Golubin, “Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk”, Avtomat. i Telemekh., 2017, no. 7, 110–124  ; Autom. Remote Control, 78:7 (2017), 1264–1275 |
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2012 |
| 5. |
A. Yu. Golubin, V. N. Gridin, “Optimizing insurance and reinsurance in the dynamic Cramér–Lundberg model”, Avtomat. i Telemekh., 2012, no. 9, 111–123  ; Autom. Remote Control, 73:9 (2012), 1529–1538 |
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2010 |
| 6. |
A. Yu. Golubin, V. N. Gridin, “Optimal insurance strategies in a risk process with restrictions on policyholder risks”, Avtomat. i Telemekh., 2010, no. 8, 79–91 ; Autom. Remote Control, 71:8 (2010), 1578–1589 |
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2009 |
| 7. |
A. Yu. Golubin, V. N. Gridin, A. I. Gazov, “Optimization of risk bearing in a statistical model with reinsurance”, Avtomat. i Telemekh., 2009, no. 8, 133–144 ; Autom. Remote Control, 70:8 (2009), 1385–1395 |
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2000 |
| 8. |
A. Yu. Golubin, “On a convex optimization problem in a measure space with moment constraints”, Avtomat. i Telemekh., 2000, no. 8, 37–46 ; Autom. Remote Control, 61:8 (2000), 1270–1278 |
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