Shevchenko, Pavel V.
- Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Stochastic Interest Rate
2016/02/10 by Pavel V. Shevchenko, Xiaolin Luo, Shevchenko, Pavel V. +1 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Insurance, Mortality, Demography, Risk Management #Monetary Policy and Economic Impact #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
- Machine Learning Techniques for Mortality Modeling
2017/05/07 by Deprez, Philippe, Shevchenko, Pavel V., Wüthrich, Mario V. · 1 citation
#Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #Statistical Finance (q-fin.ST)
- Cyber Risk Frequency, Severity and Insurance Viability
2021/11/05 by Malavasi, Matteo, Peters, Gareth W., Shevchenko, Pavel V. +3 · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM)