Zobrazeno 1 - 10
of 158
pro vyhledávání: '"Pavel V Shevchenko"'
Publikováno v:
PLoS ONE, Vol 16, Iss 6, p e0253381 (2021)
During the COVID-19 pandemic, governments globally had to impose severe contact restriction measures and social mobility limitations in order to limit the exposure of the population to COVID-19. These public health policy decisions were informed by s
Externí odkaz:
https://doaj.org/article/ba4cffd051094017978ba38d39246113
Autor:
Pavel V. Shevchenko
Publikováno v:
Наука. Культура. Общество, Vol 28, Iss 3, Pp 122-136 (2022)
The article examines the results of a 10-year period of active reform of the Moscow education system. The reforms began as an initiative of the federal government, and their implementation in Moscow had its own specifics. The measures to standardize
Externí odkaz:
https://doaj.org/article/161dee2de38741f5b0011a37de96a612
Publikováno v:
Dependence Modeling. 10:108-122
The Schwartz–Smith two-factor model is commonly used for pricing of derivatives in commodity markets. For estimating and forecasting the term structures of futures prices, the logarithm of commodity spot price is represented as the sum of short- an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f962b90af4a796fb30f92fce51036e83
https://doi.org/10.1515/demo-2022-0106
https://doi.org/10.1515/demo-2022-0106
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d837ea54de606e28a6d9d177be7ed1ba
https://doi.org/10.2139/ssrn.4365097
https://doi.org/10.2139/ssrn.4365097
Autor:
Pavel V Shevchenko, Jiwook Jang, Matteo Malavasi, Gareth W Peters, Georgy Sofronov, Stefan Trück
Publikováno v:
Journal of Cybersecurity. 9
In this study we examine the nature of losses from cyber related events across different risk categories and business sectors. Using a leading industry dataset of cyber events, we evaluate the relationship between the frequency and severity of indivi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bb8dad332bcadcdf4b86a5fd0b579a58
https://doi.org/10.1093/cybsec/tyac016
https://doi.org/10.1093/cybsec/tyac016
Publikováno v:
Environmental Economics and Policy Studies
The classical DICE model is a widely accepted integrated assessment model for the joint modeling of economic and climate systems, where all model state variables evolve over time deterministically. We reformulate and solve the DICE model as an optima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dc3aff96960aeecd6c071e21deb976d6
https://doi.org/10.1007/s10018-021-00332-8
https://doi.org/10.1007/s10018-021-00332-8
Publikováno v:
European Actuarial Journal. 12:349-379
The Least-Squares Monte Carlo (LSMC) method has gained popularity in recent years due to its ability to handle multi-dimensional stochastic control problems, including problems with state variables affected by control. However, when applied to the st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::382bf2ab154552942b943ad86d2be6e9
https://doi.org/10.1007/s13385-021-00288-9
https://doi.org/10.1007/s13385-021-00288-9
Autor:
Gareth W. Peters, Matteo Malavasi, Georgy Sofronov, Pavel V. Shevchenko, Stefan Trück, Jiwook Jang
We focus on model risk and risk sensitivity when addressing the insurability of cyber risk. The standard statistical approaches to assessment of insurability and potential mispricing are enhanced in several aspects involving consideration of model ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::120963d79145178a109a732af5f2c4ff
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d97bfc2d1cf30660f74a64cd89164be4
https://doi.org/10.2139/ssrn.4119070
https://doi.org/10.2139/ssrn.4119070
Publikováno v:
Risks, Vol 6, Iss 3, p 103 (2018)
Variable annuities, as a class of retirement income products, allow equity market exposure for a policyholder’s retirement fund with optional guarantees to limit the downside risk of the market. Management fees andguarantee insurance fees are charg
Externí odkaz:
https://doaj.org/article/6de4833378c048c988c2fa24549e509c