| 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 | 47 | 2004 |
| Enhancing insurer value through reinsurance optimization Y Krvavych, M Sherris Insurance: Mathematics and Economics 38 (3), 495-517, 2006 | 34 | 2006 |
| 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 | 23* | 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 | 13 | 2018 |
| Insurer risk management and optimal reinsurance Y Krvavych University of New South Wales (Australia), 2005 | 9 | 2005 |
| On existence of insurer’s optimal excess of loss reinsurance strategy Y Krvavych Proceedings of 32nd ASTIN Colloquium, 2001 | 9 | 2001 |
| Reinsurance credit risk modelling S Britt, Y Krvavych Proceedings of the 2009 ASTIN Conference, 2009 | 8 | 2009 |
| 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 | 6 | 2004 |
| Large Loss Distributions: probabilistic properties, EVT tools, maximum entropy characterization Y Krvavych, V Mergel Proceedings of the 31st ASTIN Colloquium, Sardinia, Italy, 2000 | 6 | 2000 |
| Structured reinsurance deals with reference to relative market performance L Vincent, H Albrecher, Y Krvavych Insurance: Mathematics and Economics 101, 125-139, 2021 | 5 | 2021 |
| 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 | 4 | 2001 |
| Enhancing insurer value through reinsurance, dividends and capital optimization: An expected utility approach Y Krvavych Astin Colloquium2007, 2007 | 3 | 2007 |
| 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 | 3 | 2003 |
| Making use of internal capital models Y Krvavych Proceedings of the Int. ASTIN Colloquium, 2013 | 2 | 2013 |
| 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 | | |
