The optimal control of the consumer fund with the functions of the insurance company under assumption of the work on the financial market with the advertising strategy

摘要

The problem of dynamic system control in the form of the liability fund withthe functions of the insurance company working in the financial market and developingthe advertising strategy is considered. The generalized Clark model describes the priceof risk asset. The optimal controls of the financial market asset portfolio and the partof capital the insurance company spends on the carrying out of the advertising companieswere found under which the merit functional takes the largest value. The price of suchcontrol also was found.