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researcher

Yevhen Havrylenko

9 papers hereh-index 6104 citations17 works total

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

author position
  • sole author1
  • first author3
  • middle author5

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.MF4
  • q-fin.PM2
  • stat.ML2
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20212025
most citedRisk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer

5 citations · 14 across the 9 of their papers we have counts for

collaborators
Showing 2022 · stat.MLShow all

1 paper · 2 filters

stat.ML2022★ 4 cited

Detection of Interacting Variables for Generalized Linear Models via Neural Networks

Yevhen Havrylenko, Julia Heger

The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consumi…

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