Pavel V. Shevchenko

1.9k total citations
107 papers, 1.1k citations indexed

About

Pavel V. Shevchenko is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, Pavel V. Shevchenko has authored 107 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 36 papers in Demography and 31 papers in Economics and Econometrics. Recurrent topics in Pavel V. Shevchenko's work include Insurance, Mortality, Demography, Risk Management (33 papers), Financial Risk and Volatility Modeling (26 papers) and Stochastic processes and financial applications (17 papers). Pavel V. Shevchenko is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (33 papers), Financial Risk and Volatility Modeling (26 papers) and Stochastic processes and financial applications (17 papers). Pavel V. Shevchenko collaborates with scholars based in Australia, United States and United Kingdom. Pavel V. Shevchenko's co-authors include Gareth W. Peters, Mario V. Wüthrich, S. V. Vladimirov, N. F. Cramer, Xiaolin Luo, O. P. Sushkov, Marcelo G. Cruz, Johan Andréasson, Anders W. Sandvik and Ruben D. Cohen and has published in prestigious journals such as Physical review. B, Condensed matter, PLoS ONE and European Journal of Operational Research.

In The Last Decade

Pavel V. Shevchenko

95 papers receiving 1.0k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Pavel V. Shevchenko Australia 19 320 316 302 293 230 107 1.1k
Frédéri Viens United States 23 294 0.9× 242 0.8× 899 3.0× 501 1.7× 58 0.3× 83 1.7k
Jean‐Philippe Boucher France 27 208 0.7× 274 0.9× 55 0.2× 277 0.9× 540 2.3× 120 2.3k
Alexander Melnikov Russia 14 102 0.3× 68 0.2× 194 0.6× 113 0.4× 18 0.1× 107 663
Sergio M. Focardi Italy 22 27 0.1× 279 0.9× 462 1.5× 421 1.4× 109 0.5× 103 1.5k
Riccardo Rebonato United Kingdom 20 161 0.5× 154 0.5× 1.1k 3.7× 493 1.7× 26 0.1× 105 1.7k
Jean‐Pierre Fouque United States 27 370 1.2× 356 1.1× 2.0k 6.6× 801 2.7× 99 0.4× 86 2.9k
Victor M. Yakovenko United States 31 41 0.1× 95 0.3× 402 1.3× 1.2k 4.2× 1.6k 6.9× 103 3.9k
Claudio Tebaldi Italy 15 107 0.3× 52 0.2× 512 1.7× 340 1.2× 12 0.1× 68 1.2k
Emanuel Derman United States 19 201 0.6× 127 0.4× 1.3k 4.4× 507 1.7× 18 0.1× 55 1.9k
Olivier Lopez France 14 71 0.2× 86 0.3× 63 0.2× 64 0.2× 62 0.3× 47 567

Countries citing papers authored by Pavel V. Shevchenko

Since Specialization
Citations

This map shows the geographic impact of Pavel V. Shevchenko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Pavel V. Shevchenko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pavel V. Shevchenko more than expected).

Fields of papers citing papers by Pavel V. Shevchenko

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pavel V. Shevchenko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Pavel V. Shevchenko. The network helps show where Pavel V. Shevchenko may publish in the future.

Co-authorship network of co-authors of Pavel V. Shevchenko

This figure shows the co-authorship network connecting the top 25 collaborators of Pavel V. Shevchenko. A scholar is included among the top collaborators of Pavel V. Shevchenko based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Pavel V. Shevchenko. Pavel V. Shevchenko is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Huang, Chen−Jui, Jin An Sam Oh, Tianchen Hu, et al.. (2025). X-ray Micro-Computed Tomography for Structural Analysis of All-Solid-State Battery at Pouch Cell Level. ACS Energy Letters. 10(7). 3459–3470. 2 indexed citations
2.
Andréasson, Johan & Pavel V. Shevchenko. (2024). Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension. European Actuarial Journal. 14(3). 871–904. 2 indexed citations
3.
Shevchenko, Pavel V., et al.. (2023). The nature of losses from cyber-related events: risk categories and business sectors. arXiv (Cornell University). 9(1). 1 indexed citations
4.
Shevchenko, Pavel V., et al.. (2021). Quantification of Cyber Risk – Risk Categories and Business Sectors. SSRN Electronic Journal. 5 indexed citations
5.
Peters, Gareth W., et al.. (2021). Cyber Risk Frequency, Severity and Insurance Viability. SSRN Electronic Journal. 1 indexed citations
6.
Ames, Matthew M., et al.. (2018). Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades. Journal of Forecasting. 37(8). 805–831. 2 indexed citations
7.
Andréasson, Johan & Pavel V. Shevchenko. (2018). Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems. SSRN Electronic Journal. 4 indexed citations
8.
Shevchenko, Pavel V., et al.. (2015). Forecasting leading death causes in Australia using extended CreditRisk+. 2 indexed citations
9.
Peters, Gareth W. & Pavel V. Shevchenko. (2015). Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk. CERN Document Server (European Organization for Nuclear Research). 13 indexed citations
10.
Xin-xing, Luo, et al.. (2015). Variable Annuity with GMWB: surrender or not, that is the question. 2 indexed citations
11.
12.
Shevchenko, Pavel V. & Pierre Del Moral. (2014). Valuation of Barrier Options Using Sequential Monte Carlo. SSRN Electronic Journal. 3 indexed citations
13.
Luo, Xiaolin, et al.. (2013). When to bite the bullet? – A study of optimal strategies for reducing global warming. Piantadosi, J., Anderssen, R.S. and Boland J. (eds) MODSIM2013, 20th International Congress on Modelling and Simulation. 1 indexed citations
14.
Shevchenko, Pavel V., et al.. (2013). Підхід розподіл втрата для оперативного капіталу моделювання ризику при Базель II: комбінуючи різні джерела даних для оцінки ризику. Electronic Sumy State University Institutional Repository (Sumy State University). 8 indexed citations
15.
Shevchenko, Pavel V. & Gareth W. Peters. (2013). Loss Distribution Approach for Operational Risk Capital Modelling Under Basel II: Combining Diierent Data Sources for Risk Estimation. SSRN Electronic Journal. 2 indexed citations
16.
Luo, Xiaolin & Pavel V. Shevchenko. (2013). Pricing TARN Using a Finite Difference Method. SSRN Electronic Journal. 1 indexed citations
17.
Luo, Xiaolin & Pavel V. Shevchenko. (2010). LGD credit risk model: estimation of capital with parameter uncertainty using MCMC. arXiv (Cornell University). 3 indexed citations
18.
Luo, Xiaolin, Pavel V. Shevchenko, & John Donnelly. (2007). Addressing Impact of Truncation and Parameter Uncertainty on Operational Risk Estimates. SSRN Electronic Journal. 6 indexed citations
19.
Shevchenko, Pavel V., et al.. (2007). Dynamic Operational Risk: modelling dependence and combining different sources of information. UCL Discovery (University College London).
20.
Vladimirov, S. V., Pavel V. Shevchenko, & N. F. Cramer. (1997). Vibrational modes in the dust-plasma crystal. Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. 56(1). R74–R76. 102 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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