V. P. Zubchenko

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
Investigation of the scoring model for bank borrowers Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics	2024-02-02	Paper
Mathematical modeling of the dynamics of an insurance company based on macro indicators Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics	2023-09-29	Paper
Mathematical model of financial dynamics of an insurance company Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics	2022-12-16	Paper
Study of the dynamics of the interest rate swap using machine learning methods Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics	2022-12-16	Paper
Rating change classication of insurance companies indicators Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics	2021-03-30	Paper
Properties of integrals with respect to fractional Poisson processes with compact kernels Theory of Probability and Mathematical Statistics	2015-09-08	Paper
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process Modern Stochastics. Theory and Applications	2015-01-16	Paper
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure Ukrainian Mathematical Journal	2012-03-19	Paper
Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures Theory of Probability and Mathematical Statistics	2012-02-19	Paper
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure Theory of Probability and Mathematical Statistics	2011-04-06	Paper

Research outcomes over time

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