10 January 2023

Yevhen Havrylenko, postdoc

Newly employed

January 9th 2023 started Yevhen as a postdoctoral researcher in the research group of Mogens Steffensen in the Insurance and Economics section.

Yevhen Havrylenko

Yevhen was born and raised in Kyiv, Ukraine. In September 2015, he obtained a bachelor’s degree in System Analysis at Taras Shevchenko National University of Kyiv. Having received a DAAD-scholarship, Yevhen moved to Germany in October 2015 to study a master’s degree program in Mathematical Finance and Actuarial Science at the Technical University of Munich. During this program, he gained work experience in credit risk modelling at two German banks and had an exchange semester at the University of Western Ontario in Canada.

This international experience inspired Yevhen to embark in June 2018 on a doctoral track at the ERGO Center of Excellence in Insurance, which is a cooperation between the Chair of Mathematical Finance at the Technical University of Munich and a primary insurance company ERGO.

During his doctoral research supervised by Prof. Rudi Zagst, Yevhen focused on constrained dynamic portfolio optimization and investigated optimal investment as well as risk-sharing strategies, primarily for insurance companies. Moreover, he gained work experience at the companies Munich Re and ERGO in the areas of strategic asset allocation and machine learning for modelling insurance claim frequency.

Yevhen’s main research areas are dynamic portfolio optimization with applications to life insurance and machine learning in non-life insurance.

In his free time, Yevhen enjoys playing volleyball, reading about capital markets and learning new languages (now Danish).

You can find Yevhen in the office 04.2.01.