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Yuri Kabanov

Identifiers

  • name variant Yuri Kabanov 0.60 · backfill

Papers (7)

  1. On convergence of the Mayer problems arising in the theory of financial markets with transaction cost q-fin.MF · 2026 · author #1
  2. Distributional equations and the ruin problem for the Sparre Andersen model with investments math.PR · 2025 · author #1
  3. Ruin Probabilities for a Sparre Andersen Model with Investments: the Case of Annuity Payments math.PR · 2023 · author #1
  4. The ruin problem for L\'evy-driven linear stochastic equations with applications to actuarial models with negative risk sums math.PR · 2016 · author #1
  5. In the Life Insurance Business Risky Investments are Dangerous math.PR · 2015 · author #1
  6. No arbitrage and local martingale deflators math.PR · 2015 · author #1
  7. Consumption-Investment Problem with Transaction Costs for L\'evy-Driven Price Processes math.OC · 2015 · author #2

Mentions

  • 1505.04331 #1 · backfill · confidence 0.70 Yuri Kabanov
  • 1501.04363 #1 · backfill · confidence 0.70 Yuri Kabanov
  • 1501.04361 #2 · backfill · confidence 0.70 Yuri Kabanov

Frequent Coauthors