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

Abstract

Abstract The problem of dynamic system control in the form of the liability fund with the functions of the insurance company working in the financial market and developing the advertising strategy is considered. The generalized Clark model describes the price of risk asset. The optimal controls of the financial market asset portfolio and the part of capital the insurance company spends on the carrying out of the advertising companies were found under which the merit functional takes the largest value. The price of such control also was found.