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Yuriy Krvavych
Yuriy Krvavych
Managing Director, Guy Carpenter
Verified email at guycarp.com
Title
Cited by
Cited by
Year
Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
JW Jang, Y Krvavych
Insurance: Mathematics and Economics 35 (1), 97-111, 2004
462004
Enhancing insurer value through reinsurance optimization
Y Krvavych, M Sherris
Insurance: Mathematics and Economics 38 (3), 495-517, 2006
332006
Probability of Sufficiency of Reserve Risk Margins Under Solvency II Cost of Capital Approach: Practical Approximations
E Dal Moro, Y Krvavych
ASTIN Colloquium, Sydney 2015, 2015
24*2015
Probability of sufficiency of the risk margin for life companies under IFRS 17
F Chevallier, E Dal Moro, Y Krvavych, I Rudenko
International Congress of Actuaries, 2018
122018
Insurer risk management and optimal reinsurance
Y Krvavych
University of New South Wales (Australia), 2005
92005
On existence of insurer’s optimal excess of loss reinsurance strategy
Y Krvavych
Proceedings of 32nd ASTIN Colloquium, 2001
92001
Reinsurance credit risk modelling
S Britt, Y Krvavych
Proceedings of the 2009 ASTIN Conference, 2009
82009
Enhancing insurer value through reinsurance optimization in the presence of frictional costs
Y Krvavych, M Sherris
Actuarial Studies, Faculty of Commerce and Economics, University of New …, 2004
62004
Large Loss Distributions: probabilistic properties, EVT tools, maximum entropy characterization
Y Krvavych, V Mergel
Proceedings of the 31st ASTIN Colloquium, Sardinia, Italy, 2000
62000
Structured reinsurance deals with reference to relative market performance
L Vincent, H Albrecher, Y Krvavych
Insurance: Mathematics and Economics 101, 125-139, 2021
52021
Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations.
Y Krvavych, Y Mishura
Mathematical Finance: Workshop of the Mathematical Finance Research Project …, 2001
42001
Enhancing insurer value through reinsurance, dividends and capital optimization: An expected utility approach
Y Krvavych
Astin Colloquium2007, 2007
32007
Shot noise process and pricing of extreme insurance claims in an economic environment
JW Jang, Y Krvavych
Working Paper, Actuarial Studies, UNSW, Sydrey, Australia, 2003
32003
Making use of internal capital models
Y Krvavych
Proceedings of the Int. ASTIN Colloquium, 2013
22013
ENID Loading-We Finally Cracked it!(Presentation Slides)
J Kirk, Y Krvavych
Presentation Slides)(February 22, 2016), 2016
2016
Binary Events Loading for Solvency II Technical Provisions: Practical Approximations
Y Krvavych
ASTIN Colloquium, Sydney 2015, 2015
2015
Modelling of reinsurance credit risk and its exposure limit per reinsurance counterparty-DFA approach.
Y Krvavych
14 International Congress on Insurance: Mathematics and Economics, 2010
2010
On some problems of stochastic analysis of Wiener integrals that constructed by fractional brownian motions
Y Krvavych
2nd Croatian Mathematical Congress, 2000
2000
Large Loss Distributions
Y Krvavych
1999
мдгв ви а гжбйа в жз вгк и гж б гж б м з б а в ж зиг зи Ћ ж ви а ей и гвзК
Y Krvavych, Y Mishura
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