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А series of works “Development of a parallel information technology for solving multicriteria stochastic optimization problems and risks assesment in insurance”

Work number - M 8 AWARDED

Author: Norkin B.V.

Presented by the VM Glushkov Institute of Cybernetics of the National Academy of Sciences of Ukraine.

Series of scientific works consists of 24 scientific papers published during 2002-2013.

A set of models and optimization techniques for risk assessment and coping in the area of property insurance were created, fundamentals of parallel information technology for solving multiobjective stochastic optimization and evaluation of multicomponent risks in  insurance were developed.

A number of fundamental results were obtained, namely

a functional method of successive approximations was developed and studied for solving integral equations of actuarial mathematics and systems of such equations in the absence of contraction property of the equations operators;

parallel and stochastic versions of the method of successive approximations were developed for  numerical solution of integral equations of actuarial mathematics on multi-core and distributed computing systems;

necessary and sufficient conditions for the existence and uniqueness of solutions of integral equations of actuarial mathematics were investigated;

new simulation and optimization models of the insurance business were developed on the basis of official insurance statistics that allow for independent, objective analysis of insurance companies and multi-criteria optimization of their functioning.

Series of scientific works contains priority results in the study of integral equations of actuarial mathematics, formulating and solving optimization problems of insurance mathematics. New approaches are proposed to stochastic modeling and stochastic optimization of insurance business basing on real data. Author set up new non-traditional optimization problems of insurance mathematics under constraints on the probability of bankruptcy and proposed new methods for their solution. Results of the series of works are important for the development, improvement and increasing the reliability of conducting insurance business.

The results of the studies are presented in 24 publications, including 9 articles in refereed journals (according to the database of scientific publications Scopus) and in 10 scientific articles in professional Ukrainian journals (from the list of ME&S of Ukraine). The total h-index is equal to 3, according to citation database Scopus. The work of the author is cited in more than 40 scientific and applied journals. The total number of publications of the author equals 42.