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website update: 2025-07-20 12:29:54
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‎_config.yml‎

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# Academic-specific settings
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academic:
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show_publications_on_home: true
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publications_limit: 5
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publications_limit: 3
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show_recent_talks: true
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cv_pdf_path: "vault/assets/cv.pdf"
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research_interests:

‎vault/.obsidian/workspace.json‎

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"state": {
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"type": "markdown",
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"state": {
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"file": "_teaching/2024-2025-optimization.md",
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"file": "_pages/talks.md",
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"mode": "source",
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"source": false
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},
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"icon": "lucide-file",
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"title": "2024-2025-optimization"
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"title": "talks"
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}
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}
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]
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},
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"active": "d26e59dbf8d45867",
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"lastOpenFiles": [
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"_teaching/2025-math-2.md",
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"_teaching/2024-2025-optimization.md",
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"_pages/teaching.md",
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"_pages/contact.md",
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"_pages/cv.md",
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"_pages/index.md",
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"_pages/publications.md",
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"_pages/talks.md",
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"_pages/research.md",
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"_publications/2023-parisian.md",
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"_publications/2023-schoenberg.md",
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"_publications/2025-vector-valued-fields.md",
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"_publications/2025-tvd-and-kld.md",
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"_publications/2025-brownian-decision-trees.md",
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"_publications/2024-locally-homogenous-vector-valued.md",
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"_publications/2025-nanotubes.md",
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"_education/2024-phd-actuarial-science.md",
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"_teaching/2024-2025-optimization.md",
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"_teaching/2025-math-2.md",
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"_teaching/2025-dependence-modelling.md",
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"_teaching/2021-2024-dependence-modelling.md",
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"_teaching/Untitled",
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"_pages/index.md",
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"_pages/teaching.md",
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"_teaching/2021-2024-time-series.md",
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"templates/Teaching.md",
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"_teaching/2021-2025-loss-models.md",
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"_talks/2025-invited-wroclaw.md",
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"assets/photo.jpeg",
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"_education/2024-phd-actuarial-science.md",
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"_pages/research.md",
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"_pages/publications.md",
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"_publications/2025-nanotubes.md",
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"_publications/2025-tvd-and-kld.md",
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"_education/2020-msc-physics.md",
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"_education/2018-bsc-physics.md",
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"_pages/talks.md",
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"templates/Page.md",
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"templates/Experience.md",
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"templates/Talk.md",
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"templates/Education.md",
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"templates/Publication.md",
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"_education/2021-phd-probability-and-statistics.md",
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"assets/cv.pdf",
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"assets/slides/2025-slides-SPA-conference.pdf",
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"_temp/contact 1.md",
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"Clippings",
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"assets/slides",
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"assets",

‎vault/_pages/cv.md‎

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## Selected Talks & Presentations
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{% assign talks_sorted = site.talks | sort: 'date' | reverse | limit: 8 %}
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{% assign talks_sorted = site.talks | sort: 'date' | reverse | slice: 0, 8 %}
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{% if talks_sorted.size > 0 %}
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<div class="cv-section">
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{% for talk in talks_sorted %}

‎vault/_pages/index.md‎

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{% if site.academic.show_publications_on_home %}
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### Recent Publications
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{% assign recent_publications = site.publications | sort: 'date' | reverse | limit: site.academic.publications_limit %}
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{% assign recent_publications = site.publications | sort: 'date' | reverse | slice: 0, site.academic.publications_limit %}
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{% if recent_publications.size > 0 %}
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<div class="publication-list">
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{% for publication in recent_publications %}
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{% if site.academic.show_recent_talks %}
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### Recent Talks
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{% assign recent_talks = site.talks | sort: 'date' | reverse | limit: 3 %}
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{% assign recent_talks = site.talks | sort: 'date' | reverse | slice: 0, 3 %}
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{% if recent_talks.size > 0 %}
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<div class="publication-list">
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{% for talk in recent_talks %}

‎vault/_pages/talks.md‎

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title: Talks & Presentations
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permalink: /talks/
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---
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{% assign current_year = "now" | date: "%Y" | plus: 0 %}
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# Talks & Presentations
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Below is a comprehensive list of my presentations, organized by year and type.
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*No upcoming talks scheduled. Check back for updates.*
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{% endif %}
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{% assign recent_talks = site.talks | where_exp: "talk", "talk.date <= site.time" | where: "year", 2024 | sort: "date" | reverse %}
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{% assign recent_talks = site.talks | where_exp: "talk", "talk.date <= site.time" | where: "year", {{ current_year }} | sort: "date" | reverse %}
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{% if recent_talks.size > 0 %}
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## Recent Presentations (2025)
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## Recent Presentations ({{ current_year }})
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{% for talk in recent_talks %}
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### {{ talk.title }}
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{% for talk in keynote_talks %}
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- **{{ talk.title }}** - *{{ talk.venue }}* ({{ talk.date | date: "%Y" }})
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{% endfor %}
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{% else %}
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*Keynote presentations will be listed here.*
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{% endif %}
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{% assign invited_talks = site.talks | where: "type", "invited" | sort: "date" | reverse | limit: 5 %}
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{% if site.talks.size > 5 %}
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[View all invited talks →](#all-talks)
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{% endif %}
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{% else %}
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*Invited seminars will be listed here.*
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{% endif %}
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{% assign conference_talks = site.talks | where: "type", "contributed" | sort: "date" | reverse | limit: 5 %}
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{% if site.talks.size > 5 %}
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[View all conference talks →](#all-talks)
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{% endif %}
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{% else %}
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*Conference presentations will be listed here.*
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{% endif %}
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## Past Speaking Engagements by Year
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{% assign talks_by_year = site.talks | group_by: 'year' | sort: 'name' | reverse %}
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{% for year_group in talks_by_year %}
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{% if year_group.name != "2024" %}
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{% if year_group.name < {{ current_year }} %}
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### {{ year_group.name }}
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{% assign conference_count = site.talks | where: "type", "contributed" | size %}
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- **Total Presentations:** {{ total_talks }}
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- **Keynote Addresses:** {{ keynote_count }}
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{% if keynote_count > 0 %}
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- **Keynote Addresses:** {{ keynote_count }}
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{% endif %}
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- **Invited Seminars:** {{ invited_count }}
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- **Conference Talks:** {{ conference_count }}
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‎vault/_publications/2023-parisian.md‎

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---
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layout: publication
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title: Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance
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date: 2025-07-20
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year: 2023
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authors:
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- Pavel Ievlev
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venue: Stochastic Models
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type: academic
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status: published
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abstract: This paper investigates the Parisian ruin probability for processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the exact asymptotics as the ruin boundary tends to infinity and extend the previous result arXiv:1504.07061 to the case when the length of Parisian interval is of Pickands scale. As a primary application, we extend the recent result arXiv:2010.00222 on the many inputs proportional reinsurance fractional Brownian motion risk model to the Parisian ruin.
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keywords:
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- Parisian ruin
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- Ruin probability
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- fractional Brownian motion
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doi: 10.1080/15326349.2023.2278527
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arxiv: "2205.14481"
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pdf:
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bibtex: |-
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@article {MR4777226,
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AUTHOR = {Ievlev, Pavel},
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TITLE = {Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance},
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JOURNAL = {Stoch. Models},
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FJOURNAL = {Stochastic Models},
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VOLUME = {40},
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YEAR = {2024},
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NUMBER = {3},
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PAGES = {518--535},
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ISSN = {1532-6349,1532-4214},
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MRCLASS = {60G15 (60G70)},
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MRNUMBER = {4777226},
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DOI = {10.1080/15326349.2023.2278527},
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URL = {https://doi.org/10.1080/15326349.2023.2278527}
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}
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---
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# Untitled
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## Overview
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Detailed description of the publication, methodology, results, and impact.
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## Key Contributions
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- Contribution 1
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- Contribution 2
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- Contribution 3
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## Methodology
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Brief description of the approach used.
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## Results
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Summary of key findings.
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## Impact
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Discussion of the paper's significance and citations.

‎vault/_publications/2023-schoenberg.md‎

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---
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layout: publication
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title: A matrix-valued Schoenberg's problem and its applications
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date: 2025-07-20
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year: 2023
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authors:
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- Pavel Ievlev
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- Svyatoslav Novikov
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venue: Electronic Communications in Probability
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type: academic
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status: published
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abstract: Brief description of the paper's contribution and findings.
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keywords:
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- Matrix-valued positive definite functions
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- Positive definiteness
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- Multivariate processes
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- Gaussian processes
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- Multivariate Ornstein-Uhlenbeck process
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- Multivariate fractional Brownian motion
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- Cross-variogram
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- Stationary time-series
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doi: 10.1214/23-ecp562
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bibtex: |-
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@article {MR4684061,
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AUTHOR = {Ievlev, Pavel and Novikov, Svyatoslav},
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TITLE = {A matrix-valued {S}choenberg's problem and its applications},
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JOURNAL = {Electron. Commun. Probab.},
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FJOURNAL = {Electronic Communications in Probability},
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VOLUME = {28},
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YEAR = {2023},
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PAGES = {Paper No. 48, 12},
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ISSN = {1083-589X},
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MRCLASS = {42A82 (47A56 60G15 60G60)},
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MRNUMBER = {4684061},
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MRREVIEWER = {Ana\ Paula\ Peron},
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DOI = {10.1214/23-ecp562},
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URL = {https://doi.org/10.1214/23-ecp562}
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}
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---
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# Untitled
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## Overview
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Detailed description of the publication, methodology, results, and impact.
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## Key Contributions
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- Contribution 1
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- Contribution 2
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- Contribution 3
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## Methodology
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Brief description of the approach used.
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## Results
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Summary of key findings.
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## Impact
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Discussion of the paper's significance and citations.

‎vault/_publications/2024-locally-homogenous-vector-valued.md‎

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---
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layout: publication
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title: Extremes of locally-homogenous vector-valued Gaussian processes
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date: 2025-07-20
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year: 2024
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authors:
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- Pavel Ievlev
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venue: Extremes
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type: academic
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status: published
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abstract:
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keywords:
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- Locally-homogeneous Gaussian fields
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- Extremes of Gaussian processes
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doi: 10.1007/s10687-023-00483-9
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arxiv: "2401.05527"
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pdf:
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bibtex: |-
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@article {MR4744268,
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AUTHOR = {Ievlev, Pavel},
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TITLE = {Extremes of locally-homogenous vector-valued {G}aussian processes},
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JOURNAL = {Extremes},
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FJOURNAL = {Extremes. Statistical Theory and Applications in Science, Engineering and Economics},
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VOLUME = {27},
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YEAR = {2024},
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NUMBER = {2},
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PAGES = {219--245},
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ISSN = {1386-1999},
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MRCLASS = {60G15 (60G70)},
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MRNUMBER = {4744268},
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DOI = {10.1007/s10687-023-00483-9},
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URL = {https://doi.org/10.1007/s10687-023-00483-9}
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}
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---
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# Untitled
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## Overview
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Detailed description of the publication, methodology, results, and impact.
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## Key Contributions
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- Contribution 1
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- Contribution 2
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- Contribution 3
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## Methodology
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Brief description of the approach used.
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## Results
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Summary of key findings.
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## Impact
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Discussion of the paper's significance and citations.

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