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)

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)

Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk. - V. N. Gridin; Alexey Y. Golubin (Autom. Remote. Control., 2023)

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., 2024)