Pavel Shevchenko

Macquarie University

Australia

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Articles (13)

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2024

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2024

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2022

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2021

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2021

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2020

Collaborators (11)

Tomoko Matsui

The Institute of Statistical Mathematics

JAPAN

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GUILLAUME BAGNAROSA

Associate Professor

Rennes School of Business

FRANCE

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Stefan Trueck

Macquarie University

AUSTRALIA

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Gareth Peters

University College London

UNITED KINGDOM

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Chi Truong

Macquarie University

AUSTRALIA

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Georgy Sofronov

Macquarie University

AUSTRALIA

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Nino Kordzakhia

Macquarie University

AUSTRALIA

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Geoffrey Kingston

Macquarie University

AUSTRALIA

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Jiwook Jang

Macquarie University

AUSTRALIA

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Spiridon Penev

AUSTRALIA

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Han Li

University of Melbourne

AUSTRALIA

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Pavel Shevchenko

Research Interests

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Articles (13)

Optimal dynamic climate adaptation pathways: a case study of New York City

Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension

Cyber loss model risk translates to premium mispricing and risk sensitivity

The nature of losses from cyber-related events

Life cycle insurance, bequest motives and annuity loads

Cyber risk frequency, severity and insurance viability

Impact of COVID-19 type events on the economy and climate under the stochastic DICE model

A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models

On correlated measurement errors in the Schwartz-Smith two-factor model

Myopic robust index tracking with Bregman divergence

Infection rate models for COVID-19: Model risk and public health news sentiment exposure adjustments

Optimal life-cycle consumption and investment decisions under age-dependent risk preferences

Which risk factors drive oil futures price curves?

Collaborators (11)

Tomoko Matsui

GUILLAUME BAGNAROSA

Stefan Trueck

Gareth Peters

Chi Truong

Georgy Sofronov

Nino Kordzakhia

Geoffrey Kingston

Jiwook Jang

Spiridon Penev

Han Li

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