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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

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

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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

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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

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