ИСТИНА

New models were developed in actuarial sciences during the last two decades. They include different notions of insurance company ruin (bankruptcy) and other objective functions evaluating the company performance. Several types of decision (such as dividends payment, reinsurance, investment) are used for optimization of company functioning. Therefore it is necessary to be sure that the model under consideration is stable with respect to parameters fluctuation and perturbation of underlying stochastic processes. The aim of the presentation is description of methods for investigation of these problems and presentation of recent results concerning some insurance models.