Pavel V. Shevchenko
Pavel V. Shevchenko
Professor of Actuarial Studies, co-director of the Centre for Risk Analytics, Macquarie University
Bestätigte E-Mail-Adresse bei mq.edu.au - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Vibrational modes in the dust-plasma crystal
SV Vladimirov, PV Shevchenko, NF Cramer
Physical Review E 56 (1), R74, 1997
1581997
The structural modeling of operational risk via Bayesian inference: Combining loss data with expert opinions
PV Shevchenko, MV Wüthrich
Journal of Operational Risk 1 (3), 3-26, 2006
1522006
Modelling operational risk using Bayesian inference
PV Shevchenko
Springer, Berlin, 2011
1442011
Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk
MG Cruz, GW Peters, PV Shevchenko
John Wiley & Sons, 2015
1262015
The quantification of operational risk using internal data, relevant external data and expert opinions
DD Lambrigger, PV Shevchenko, MV Wüthrich
Journal of Operational Risk 2 (3), 3-27, 2007
1182007
Model uncertainty in claims reserving within Tweedie's compound Poisson models
GW Peters, PV Shevchenko, MV Wüthrich
ASTIN Bulletin 39 (1), 1-33, 2009
812009
Calculation of aggregate loss distributions
PV Shevchenko
Journal of Operational Risk 5 (2), 3-40, 2010
772010
Double-layer Heisenberg antiferromagnet at finite temperature: Brueckner theory and quantum Monte Carlo simulations
PV Shevchenko, AW Sandvik, OP Sushkov
Physical Review B 61 (5), 3475, 2000
702000
Implementing loss distribution approach for operational risk
PV Shevchenko
Applied Stochastic Models in Business and Industry 26 (3), 277-307, 2010
652010
Dynamic operational risk: modeling dependence and combining different sources of information
GW Peters, PV Shevchenko, MV Wüthrich
Journal of Operational Risk 4 (2), 69-104, 2009
622009
Low-frequency modes in the dust–plasma crystal
SV Vladimirov, PV Shevchenko, NF Cramer
Physics of Plasmas 5 (1), 4-6, 1998
581998
The t copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
X Luo, PV Shevchenko
Quantitative Finance 10 (9), 1039-1054, 2010
572010
Equilibrium and oscillations of grains in the dust-plasma crystal
SV Vladimirov, NF Cramer, PV Shevchenko
Physical Review E 60 (6), 7369, 1999
561999
Addressing the impact of data truncation and parameter uncertainty on operational risk estimates
X Luo, PV Shevchenko, JB Donnelly
Journal of Operational Risk 2 (4), 3-26, 2007
482007
Advances in Heavy Tailed Risk Modelling: A Handbook of Operational Risk
GW Peters, PV Shevchenko
Wiley New York, 2015
472015
A" toy" model for operational risk quantification using credibility theory
H Bühlmann, PV Shevchenko, MV Wüthrich
Journal of Operational Risk 2 (1), 3-19, 2007
472007
Chain ladder method: Bayesian bootstrap versus classical bootstrap
GW Peters, MV Wüthrich, PV Shevchenko
Insurance: Mathematics and Economics 47 (1), 36-51, 2010
382010
A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting
MC Fung, GW Peters, PV Shevchenko
Annals of Actuarial Science 11 (2), 343-389, 2017
332017
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
X Luo, PV Shevchenko
Insurance: Mathematics and Economics 62, 5-15, 2015
312015
Machine learning techniques for mortality modeling
P Deprez, PV Shevchenko, MV Wüthrich
European Actuarial Journal 7 (2), 337-352, 2017
302017
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