Yuriy Krvavych
Yuriy Krvavych
Managing Director, Guy Carpenter
Email verificata su guycarp.com
TitoloCitata daAnno
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
M Dahl
Insurance: mathematics and economics 35 (1), 113-136, 2004
4142004
Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
JW Jang, Y Krvavych
Insurance: Mathematics and Economics 35 (1), 97-111, 2004
412004
Enhancing insurer value through reinsurance optimization
Y Krvavych, M Sherris
Insurance: Mathematics and Economics 38 (3), 495-517, 2006
282006
Insurer risk management and optimal reinsurance
Y Krvavych
University of New South Wales (Australia), 2005
92005
On existence of insurer’s optimal excess of loss reinsurance strategy
Y Krvavych
Proceedings of 32nd ASTIN Colloquium, 2001
92001
Probability of Sufficiency of Reserve Risk Margins Under Solvency II Cost of Capital Approach: Practical Approximations
E Dal Moro, Y Krvavych
ASTIN Colloquium, Sydney 2015, 2015
6*2015
Reinsurance credit risk modelling
S Britt, Y Krvavych
ASTIN Colloquium 2009, 2009
42009
Enhancing insurer value through reinsurance optimization in the presence of frictional costs
Y Krvavych, M Sherris
Actuarial Studies, Faculty of Commerce and Economics, University of New …, 2004
42004
Large Loss Distributions: probabilistic properties, EVT tools, maximum entropy characterization
Y Krvavych, V Mergel
Proceedings of the 31st ASTIN Colloquium, Sardinia, Italy, 2000
42000
Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach
Y Krvavych
ASTIN Colloquium, 19-22, 2007
32007
Probability of Sufficiency of the Risk Margin for Life Companies Under IFRS 17
F Chevallier, E Dal Moro, Y Krvavych, I Rudenko
22018
Shot noise process and pricing of extreme insurance claims in an economic environment
JW Jang, Y Krvavych
Working Paper, Actuarial Studies, UNSW, Sydrey, Australia, 2003
22003
Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations.
Y Krvavych, Y Mishura
Mathematical finance, 230-238, 2001
22001
ENID Loading-We Finally Cracked it!(Presentation Slides)
J Kirk, Y Krvavych
Presentation Slides)(February 22, 2016), 2016
2016
Binary Events Loading for Solvency II Technical Provisions: Practical Approximations
Y Krvavych
ASTIN Colloquium, Sydney 2015, 2015
2015
Exponential formula and Girsanov theorem
Y Krvavych, Y Mishura
Mathematical Finance: Workshop of the Mathematical Finance Research Project …, 2012
2012
Modelling of reinsurance credit risk and its exposure limit per reinsurance counterparty-DFA approach.
Y Krvavych
14 International Congress on Insurance: Mathematics and Economics, 2010
2010
On some problems of stochastic analysis of Wiener integrals that constructed by fractional brownian motions
Y Krvavych
2nd Croatian Mathematical Congress, 2000
2000
Large Loss Distributions
Y Krvavych
1999
мдгв ви а гжбйа в жз вгк и гж б гж б м з б а в ж зиг зи Ћ ж ви а ей и гвзК
Y Krvavych, Y Mishura
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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