Yevhen Havrylenko

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model Annals of Operations Research	2025-05-15	Paper
Detection of interacting variables for generalized linear models via neural networks European Actuarial Journal	2024-08-26	Paper
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer ASTIN Bulletin	2024-04-30	Paper
Decrease of capital guarantees in life insurance products: can reinsurance stop it? Insurance Mathematics & Economics	2022-07-15	Paper

Research outcomes over time

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