Pavel Ievlev

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20222026

most citedParisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance

2 citations · 2 across the 5 of their papers we have counts for

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math.CA2026

Laplace Asymptotics near Stratified Minimum Sets

Pavel Ievlev

We develop a real Laplace method for integrals $I (z) = \int_{N} a (x) e^{- z f (x)} dvol_{g} (x), z \to \infty,$ near a compact, possibly stratified, minimum set of the…

math.PR2026

Asymptotic Behavior of Path Functionals for Vector-Valued Gaussian Processes at High Levels

Pavel Ievlev, Timofei Shashkov, Svyatoslav Novikov

We study precise asymptotics for high-level exceedance probabilities of path functionals of continuous vector-valued Gaussian processes. The probabilities have the form $$ \mathbb{…