V. N. Gridin

According to our database, V. N. Gridin authored at least 4 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2024

A Method of Optimal Investment with Stage-by-Stage Conditional Value at Risk (CVaR) Constraints and Known Parameters of Return Vectors.

Alexey Y. Golubin, V. N. Gridin, D. S. Smirnov, S. A. Bulgakov

Autom. Remote. Control., December, 2024

2023

Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk.

V. N. Gridin, Alexey Y. Golubin

Autom. Remote. Control., April, 2023

2020

Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments.

Alexey Y. Golubin, V. N. Gridin

Autom. Remote. Control., 2020

2019

Optimal Insurance Strategy in the Individual Risk Model under a Stochastic Constraint on the Value of the Final Capital.

Alexey Y. Golubin, V. N. Gridin

Autom. Remote. Control., 2019