ИСТИНА

The modern period in actuarial sciences is characterized by interplay of actuarial and finance problems, unification of reliability and cost approaches, consideration of complex systems, as well as employment of sophisticated mathematical tools. Due to two-fold nature of insurance companies the dividends payment became an important subject of investigation along with optimization of company performance using reinsurance and investment. Discrete-time models became popular during last decade because in some situations they give a more appropriate description of company functioning. Therefore we consider several discrete- and continuous-time insurance models, study their limit behavior and stability.