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Platon Promyslov

Identifiers

  • name variant Platon Promyslov 0.60 · backfill

Papers (6)

  1. Exact asymptotics of the ruin probability in the Sparre Andersen model math.PR · 2026 · author #1
  2. Exact solution of the ruin problem in the Cram\'er--Lundberg model with proportional investment math.PR · 2026 · author #1
  3. Existence of a classical solution to the integro-differential equation arising in the Cram\'er--Lundberg non-life insurance model with proportional investment math.PR · 2026 · author #1
  4. Viscosity solutions of the integro-differential equation for the Cram\'er--Lundberg model with annuity payments and investments math.AP · 2026 · author #1
  5. Distributional equations and the ruin problem for the Sparre Andersen model with investments math.PR · 2025 · author #3
  6. Ruin Probabilities for a Sparre Andersen Model with Investments: the Case of Annuity Payments math.PR · 2023 · author #2

Mentions

  • 2605.30499 #1 · arxiv_oai · confidence 0.70 Platon Promyslov

Frequent Coauthors