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Kabanov, Yuri
123  Ergebnisse:
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1

Ruin Probabilities with Investments in Random Environment: ..:

Antipov, Viktor ; Kabanov, Yuri
Mathematics.  12 (2024)  11 - p. 1705 , 2024
Link: https://doi.org/10.3390/..
 
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2

Ruin probabilities for a Sparre Andersen model with investm..:

Kabanov, Yuri ; Promyslov, Platon
Finance and Stochastics.  27 (2023)  4 - p. 887-902 , 2023
Link: https://doi.org/10.1007/..
 
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3

On ruin probabilities with investments in a risky asset wit..:

Kabanov, Yuri ; Pergamenshchikov, Sergey
Finance and Stochastics.  26 (2022)  4 - p. 877-897 , 2022
Link: https://doi.org/10.1007/..
 
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4

Ruin probabilities with investments: smoothness, inegro-dif..:

Kabanov, Yuri ; Pukhlyakov, Nikita
Journal of Applied Probability.  59 (2022)  2 - p. 556-570 , 2022
Link: https://doi.org/10.1017/..
 
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5

Kinetics of Domain Structure in Co/Pt/Co Ultrathin Films wi..:

Shashkov, Ivan ; Kabanov, Yuri ; Tikhomirov, Oleg.
Magnetism.  2 (2022)  2 - p. 186-194 , 2022
Link: https://doi.org/10.3390/..
 
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6

Ruin probabilities for a Sparre Andersen model with investm..:

Eberlein, Ernst ; Kabanov, Yuri ; Schmidt, Thorsten
Stochastic Processes and their Applications.  144 (2022)  - p. 72-84 , 2022
Link: https://doi.org/10.1016/..
 
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7

On ruin probabilities with risky investments in a stock wit..:

Ellanskaya, Anastasiya ; Kabanov, Yuri
Extremes.  24 (2021)  4 - p. 687-697 , 2021
Link: https://doi.org/10.1007/..
 
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8

On a multi-asset version of the Kusuoka limit theorem of op..:

Grépat, Julien ; Kabanov, Yuri
Finance and Stochastics.  25 (2020)  1 - p. 167-187 , 2020
Link: https://doi.org/10.1007/..
 
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9

Detecting an Unknown Abrupt Change in the Band Center of th..:

Chernoyarov, Oleg ; Demina, Tatiana ; Kabanov, Yuri.
Measurement Science Review.  20 (2020)  4 - p. 187-195 , 2020
Link: https://doi.org/10.2478/..
 
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10

Ruin probabilities for a Lévy-driven generalised Ornstein–U..:

Kabanov, Yuri ; Pergamenshchikov, Serguei
Finance and Stochastics.  24 (2019)  1 - p. 39-69 , 2019
Link: https://doi.org/10.1007/..
 
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11

In the insurance business risky investments are dangerous: ..:

Kabanov, Yuri ; Pergamenshchikov, Serguei
Finance and Stochastics.  20 (2016)  2 - p. 355-379 , 2016
Link: https://doi.org/10.1007/..
 
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12

No arbitrage of the first kind and local martingale numérai..:

Kabanov, Yuri ; Kardaras, Constantinos ; Song, Shiqi
Finance and Stochastics.  20 (2016)  4 - p. 1097-1108 , 2016
Link: https://doi.org/10.1007/..
 
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13

Consumption-investment problem with transaction costs for L..:

De Vallière, Dimitri ; Kabanov, Yuri ; Lépinette, Emmanuel
Finance and Stochastics.  20 (2016)  3 - p. 705-740 , 2016
Link: https://doi.org/10.1007/..
 
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14

Essential supremum with respect to a random partial order:

Kabanov, Yuri ; Lépinette, Emmanuel
Journal of Mathematical Economics.  49 (2013)  6 - p. 478-487 , 2013
Link: https://doi.org/10.1016/..
 
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15

Essential supremum and essential maximum with respect to ra..:

Kabanov, Yuri ; Lépinette, Emmanuel
Journal of Mathematical Economics.  49 (2013)  6 - p. 488-495 , 2013
Link: https://doi.org/10.1016/..
 
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