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researcher

Pavel V. Shevchenko

17 papers hereh-index 9263 citations23 works total

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

author position
  • sole author1
  • first author3
  • middle author4
  • last author9

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • q-fin.PR6
  • q-fin.RM4
  • econ.GN3
  • q-fin.CP3
  • stat.AP1
same name
  • Pavel V. Shevchenko — 3 papers
  • Pavel V. Shevchenko — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedImplementing Loss Distribution Approach for Operational Risk

44 citations · 122 across the 13 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

q-fin.PR2026

Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees

Nicolas Langrené, Xiaolin Luo, Pavel V. Shevchenko +1

In general, the pricing of variable annuities with guarantees can be done by solving the corresponding optimal stochastic control problem if the contract withdrawal strategy is ass…

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