Pavel Shevchenko

Identifiers

• name variant Pavel Shevchenko 0.60 · backfill

Papers (4)

1. Variable Annuity with GMWB: surrender or not, that is the question q-fin.PR · 2015 · author #2
2. Fast Numerical Method for Pricing of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Optimal Withdrawal Strategy q-fin.PR · 2014 · author #2
3. Pricing TARN Using a Finite Difference Method q-fin.CP · 2013 · author #2
4. Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation q-fin.RM · 2011 · author #2

Mentions

• 1507.08738 #2 · backfill · confidence 0.70 Pavel Shevchenko
• 1410.8609 #2 · backfill · confidence 0.70 Pavel Shevchenko
• 1304.7563 #2 · backfill · confidence 0.70 Pavel Shevchenko
• 1102.3582 #2 · backfill · confidence 0.70 Pavel Shevchenko

Frequent Coauthors

• Xiaolin Luo 3 shared papers
• Gareth W. Peters 1 shared papers
• Mark Young 1 shared papers
• Wendy Yip 1 shared papers