6 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR2 papers
- Lomonosov Moscow State UniversityRU2 papers
- Université de Franche-ComtéFR2 papers
- Chuvash State UniversityRU1 paper
- Federal Research Center “Computer Science and Control” of the Russian Academy of SciencesRU1 paper
- National Research University Higher School of EconomicsRU1 paper
- Russian Academy of SciencesRU1 paper
- Science Applications International Corporation (United States)US1 paper
- Skolkovo Institute of Science and TechnologyRU1 paper
3 papers
Distributional equations and the ruin problem for the Sparre Andersen model with investments
Yuri Kabanov, Danil Legenkiy, Platon Promyslov
This note is an addendum to the work initiated by Eberlein, Kabanov, and Schmidt and developed further by Kabanov and Promyslov on the asymptotics of the ruin probabilities in the…
Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
Andrey Urusov, Rostislav Berezovskiy, Yury Yanovich
Decentralized finance (DeFi) has revolutionized the financial landscape, with protocols like Uniswap offering innovative automated market-making mechanisms. This article explores t…
Ruin Probabilities for a Sparre Andersen Model with Investments: the Case of Annuity Payments
Yuri Kabanov, Platon Promyslov
This note is a complement to the paper by Eberlein, Kabanov, and Schmidt on the asymptotic of the ruin probability in a Sparre Andersen non-life insurance model with investments a…