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Pavel V. Shevchenko
Pavel V. Shevchenko
Professor of Actuarial Studies, co-director of the Centre for Risk Analytics, Macquarie University
Verified email at mq.edu.au - Homepage
Title
Cited by
Cited by
Year
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
1772006
Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk
MG Cruz, GW Peters, PV Shevchenko
John Wiley & Sons, 2015
1712015
Modelling operational risk using Bayesian inference
PV Shevchenko
Springer, Berlin, 2011
1662011
Vibrational modes in the dust-plasma crystal
SV Vladimirov, PV Shevchenko, NF Cramer
Physical Review E 56 (1), R74, 1997
1661997
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
1422007
Machine learning techniques for mortality modeling
P Deprez, PV Shevchenko, MV Wüthrich
European Actuarial Journal 7, 337-352, 2017
992017
Calculation of aggregate loss distributions
PV Shevchenko
Journal of Operational Risk 5 (2), 3-40, 2010
992010
Model uncertainty in claims reserving within Tweedie's compound Poisson models
GW Peters, PV Shevchenko, MV Wüthrich
ASTIN Bulletin 39 (1), 1-33, 2009
942009
Implementing loss distribution approach for operational risk
PV Shevchenko
Applied Stochastic Models in Business and Industry 26 (3), 277-307, 2010
752010
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
752000
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
722010
Advances in Heavy Tailed Risk Modelling: A Handbook of Operational Risk
GW Peters, PV Shevchenko
Wiley New York, 2015
692015
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
662009
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
622017
Equilibrium and oscillations of grains in the dust-plasma crystal
SV Vladimirov, NF Cramer, PV Shevchenko
Physical Review E 60 (6), 7369, 1999
591999
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
552017
Low-frequency modes in the dust–plasma crystal
SV Vladimirov, PV Shevchenko, NF Cramer
Physics of Plasmas 5 (1), 4-6, 1998
531998
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
522007
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
502016
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
502015
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