Inaktiv: Der Benutzer ist in TUMonline nicht mehr aktiv!
Inactive: The user is not active in TUMonline anymore!
Short CV
Yevhen obtained a bachelor’s degree in System Analysis at Taras Shevechenko National University of Kyiv, Ukraine. He wrote his bachelor’s thesis on “Genetic approach to portfolio optimization under additional constraints”. In October 2015 Yevhen received a DAAD-scholarship and started a master’s degree program „Mathematical Finance and Actuarial Science“ at the Technical University of Munich, Germany. During this graduate program, he completed one internship in Credit Risk at BayernLB and another one in Consulting at d-fine GmbH. Yevhen worked on a research project at Western University, Canada, and wrote his master’s thesis on “Optimal fees in hedge funds with first-loss compensation using non-concave utility maximization“. In June 2018 he joined the ERGO Center of Excellence in Insurance, where he works as a scientific employee.
Havrylenko Y., Hinken M., Zagst R.: Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer. ASTIN Bulletin, 2023, 1-30 more…
2022
Escobar M., Havrylenko Y. and Zagst R.: Constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model. Working Paper submitted for publication, 2022 more…
Escobar M.; Havrylenko Y.; Kschonnek M.; Zagst R.: Decrease of capital guarantees in life insurance products: can reinsurance stop it? Insurance: Mathematics and Economics Vol. 105, 14-40 (Insurance: Mathematics and Economics), 2022 more…
Yevhen Havrylenko, Julia Heger: Detection of Interacting Variables for Generalized Linear Models via Neural Networks. Working Paper submitted for publication, 2022 more…
2020
Escobar M., Havrylenko Y. ; R. Zagst: Optimal Fees in Hedge Funds with First-Loss Compensation. Jounal of Banking and Finance 118, 2020 more…
