Havrylenko Y., Hinken M., Zagst R.
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
ASTIN Bulletin
2023
1-30

Yevhen Havrylenko, Julia Heger
Detection of Interacting Variables for Generalized Linear Models via Neural Networks
Working Paper submitted for publication
2022

Escobar M., Havrylenko Y. and Zagst R.
Constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
Working Paper submitted for publication
2022

Escobar M.; Havrylenko Y.; Kschonnek M.; Zagst R.
Decrease of capital guarantees in life insurance products: can reinsurance stop it?
Insurance: Mathematics and Economics
2022
Vol. 105, 14-40
Insurance: Mathematics and Economics

Escobar M., Havrylenko Y. ; R. Zagst
Optimal Fees in Hedge Funds with First-Loss Compensation
Jounal of Banking and Finance
2020
118