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researcher

Yuri Kabanov

8 papers hereh-index 569 citations15 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • middle author1
  • last author2

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • q-fin.MF2
  • math.OC1

identity via Semantic Scholar / OpenAlex

activity
20232026
most citedRuin Probabilities for a Sparre Andersen Model with Investments: the Case of Annuity Payments

6 citations · 7 across the 8 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2025

Seierstad Sufficient Conditions for Stochastic Optimal Control Problems with Infinite Horizon

Anton O. Belyakov, Yuri M. Kabanov, Ivan A. Terekhov +1

In this note we consider a problem of stochastic optimal control with the infinite-time horizon. We present analogues of the Seierstad sufficient conditions of overtaking optimalit…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.