Pavel V. Shevchenko

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Xiaolin LuoCSIROcsiro.au üzerinde doğrulanmış e-posta adresine sahip
Oleg SushkovUniversity of New South Walesphys.unsw.edu.au üzerinde doğrulanmış e-posta adresine sahip
Simon Man Chung FungCredit Model Analytics, Commonwealth Bank of Australiacba.com.au üzerinde doğrulanmış e-posta adresine sahip
Georgy SofronovAssociate Professor, School of Mathematical and Physical Sciences, Macquarie University, Sydneymq.edu.au üzerinde doğrulanmış e-posta adresine sahip
Stefan TrückMacquarie Universitymq.edu.au üzerinde doğrulanmış e-posta adresine sahip
Sergey VladimirovUniversity of Sydney, JIHT Russian Academy of Sciencessydney.edu.au üzerinde doğrulanmış e-posta adresine sahip
Matteo MalavasiUniversity of New South Walesunsw.edu.au üzerinde doğrulanmış e-posta adresine sahip
Tomoko MatsuiInstitute of Statistical Mathematicsism.ac.jp üzerinde doğrulanmış e-posta adresine sahip
Rodrigo S. TarginoAssistant Professor, EMAp/FGVfgv.br üzerinde doğrulanmış e-posta adresine sahip
Guillaume BagnarosaRennes School of Businessrennes-sb.com üzerinde doğrulanmış e-posta adresine sahip
Bertrand HassaniUniversité Paris 1 Pantheon-Sorbonne, University College Londonquant.global üzerinde doğrulanmış e-posta adresine sahip
Uwe SchmockUniv.-Prof. Dr., Financial and Actuarial Mathematics, TU Viennafam.tuwien.ac.at üzerinde doğrulanmış e-posta adresine sahip
Ruben D CohenHowden Group Holdingshowdengroup.com üzerinde doğrulanmış e-posta adresine sahip
Anders SandvikProfessor of Physics, Boston Universitybuphy.bu.edu üzerinde doğrulanmış e-posta adresine sahip
Dorota ToczydłowskaUniversity of Technology Sydneyuts.edu.au üzerinde doğrulanmış e-posta adresine sahip
NOVIKOV AlexanderUniversity of Technology Sydneyuts.edu.au üzerinde doğrulanmış e-posta adresine sahip
Spiridon PenevThe University of New South Walesunsw.edu.au üzerinde doğrulanmış e-posta adresine sahip
Mark BriersAlan Turing Instituteturing.ac.uk üzerinde doğrulanmış e-posta adresine sahip
Arnaud DoucetGoogle DeepMindgoogle.com üzerinde doğrulanmış e-posta adresine sahip
Valeri N. KotovProfessor, Department of Physics, University of Vermontuvm.edu üzerinde doğrulanmış e-posta adresine sahip

Takip et

Pavel V. Shevchenko

Professor of Actuarial Studies, co-director of the Centre for Risk Analytics, Macquarie University

mq.edu.au üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa

financial risk financial mathematics


Başlık Alıntılara göre sırala Yıla göre sırala Başlığa göre sırala	Alıntı yapanlar Alıntı yapanlar	Yıl
Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk MG Cruz, GW Peters, PV Shevchenko John Wiley & Sons, 2015	180	2015
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	179	2006
Modelling operational risk using Bayesian inference PV Shevchenko Springer, Berlin, 2011	168	2011
Vibrational modes in the dust-plasma crystal SV Vladimirov, PV Shevchenko, NF Cramer Physical Review E 56 (1), R74, 1997	163	1997
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	145	2007
Machine learning techniques for mortality modeling P Deprez, PV Shevchenko, MV Wüthrich European Actuarial Journal 7 (2), 337-352, 2017	107	2017
Calculation of aggregate loss distributions PV Shevchenko Journal of Operational Risk 5 (2), 3-40, 2010	100	2010
Model uncertainty in claims reserving within Tweedie's compound Poisson models GW Peters, PV Shevchenko, MV Wüthrich ASTIN Bulletin 39 (1), 1-33, 2009	97	2009
Implementing loss distribution approach for operational risk PV Shevchenko Applied Stochastic Models in Business and Industry 26 (3), 277-307, 2010	78	2010
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	75	2000
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	71	2010
Advances in Heavy Tailed Risk Modelling: A Handbook of Operational Risk GW Peters, PV Shevchenko Wiley New York, 2015	69	2015
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	69	2009
Optimal consumption, investment and housing with means-tested public pension in retirement JG Andréasson, PV Shevchenko, A Novikov Insurance: Mathematics and Economics 75, 32-47, 2017	61	2017
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	57	2017
Equilibrium and oscillations of grains in the dust-plasma crystal SV Vladimirov, NF Cramer, PV Shevchenko Physical Review E 60 (6), 7369, 1999	57	1999
Low-frequency modes in the dust-plasma crystal SV Vladimirov, NF Cramer Physics of Dusty Plasmas, Seventh Workshop 446, 230-238, 1998	57	1998
Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk? GW Peters, PV Shevchenko, B Hassani, A Chapelle Journal of Operational Risk 11 (3), 1-49, 2016	53	2016
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	52	2007
Chain ladder method: Bayesian bootstrap versus classical bootstrap GW Peters, MV Wüthrich, PV Shevchenko Insurance: Mathematics and Economics 47 (1), 36-51, 2010	51	2010

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