Yevhen Havrylenko

Yevhen Havrylenko

University of Copenhagen - Copenhagen / Denmark
Others
AD Scientific Index ID: 5411749
Københavns Universitet
person_outline Yevhen Havrylenko's MOST POPULAR ARTICLES
1-) Decrease of capital guarantees in life insurance products: can reinsurance stop it?M Escobar-Anel, Y Havrylenko, M Kschonnek, R ZagstInsurance: Mathematics and Economics 105, 14-40, 202282022
2-) Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurerY Havrylenko, M Hinken, R ZagstASTIN Bulletin: The Journal of the IAA, 1-30, 202322023
3-) Optimal fees in hedge funds with first-loss compensationM Escobar-Anel, Y Havrylenko, R ZagstJournal of Banking & Finance 118, 105884, 202022020
4-) Detection of interacting variables for generalized linear models via neural networksY Havrylenko, J HegerEuropean Actuarial Journal 14 (2), 551-580, 202412024
5-) Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston\'s modelM Escobar-Anel, Y Havrylenko, R ZagstarXiv preprint arXiv:2208.14152, 202312023