Vsevolod K. Malinovskii, Ph.D, D.Sc.
Professor (tenured Full Professor) at
the Finance academy under the Government of
the Russian Federation (http://www.fa.ru/eng/,
http://www.actuaries.fa.ru/eng/), and Professor (tenured Full
Professor) at the Russian State University of
Oil and Gas (http://www.gubkin.ru/en/).
In 1982-2006 - at the Steklov Mathematical Institute of the Russian
Academy of Science, Department of Theory of
2001-2004 - Individual Member of the International Actuarial
Association (this category of membership was cancelled in
Held Visiting Professor positions, e.g. in the University of
Copenhagen (1993, 1998), in the University of Montreal
Participated with contributions in many professional
meetings and conferences. In particular:
38th International ASTIN Colloquium (July
13-16, 2008, Manchester, UK); talk "Zone-adaptive
control strategy for a multiperiodic model of risk", 28th International Congress of Actuaries (April 28--May 2,
2006, Paris, France); talk "Risk
theory insight into the asset-liability and solvency
International ASTIN Colloquium (September 24--27, 2003,
Berlin, Germany); talk "On a
non-linear dynamic solvency control model", 27th International Congress of Actuaries (March 17--22,
2002, Cancun, Mexico); talk "On risk
reserve conditioned by ruin", 31st International ASTIN Colloquium (17--20.09.2000, Porto
Cervo, Italy); talk "Price vs.
reserve regulation conditioned by solvency requirements in
26th International Congress of Actuaries (7--12.6.1998,
Birmingham, UK); talk "Some aspects
of rate making and collective risk models with variable
V.K. Malinovskii is a member of the Board of Experts on
Insurance Legislation of the
Committee on Credit Organizations and Markets of the State
a member of the Working Party on
Tariffs in Third Party Automobile Liability Insurance under
the Ministry of Finance of the
V.K.Malinovskii offers consulting to the leading Russian
He is the author of more than 50 research papers in
diverse fields of Theory of
Probability, Statistics and Random Processes. In particular,
among the papers in Risk Theory are:
Malinovskii, V.K. (2008) Risk theory insight into a
zone-adaptive control strategy.
Insurance: Mathematics and Economics, 42, 656-667.
Malinovskii, V.K. (2008)
Adaptive control strategies and dependence of finite time ruin on the premium loading. Insurance:
Mathematics and Economics, 42, 81-94.
Malinovskii, V.K. (2006) Risk
theory insight into the asset-liability and
solvency adaptive management. Contribution
to 28-th International Congress of Actuaries, Paris, May, 2006.
Malinovskii, V.K. (2003) On a
non-linear dynamic solvency control model. Contribution to: XXXIV ASTIN Colloquium,
Berlin, 24-27 August, 2003.
Malinovskii, V.K. (2000)
Probabilities of ruin when the safety loading tends to zero, Advances in Applied Probability, vol.
Malinovskii, V.K. (1998)
Non-Poissonian claims arrivals and calculation of the probability of ruin, Insurance: Mathematics
and Economics, vol. 22, 123-138.
Malinovskii, V.K. (1996)
Approximations and upper bounds on probabilities of large deviations in the problem of ruin
within finite time. Scandinavian Actuarial Journal, 124-147.
Malinovskii, V.K. (1994)
Corrected normal approximation for the probability of ruin within finite time, Scandinavian
Actuarial Journal, 161-174.
V.K.Malinovskii translated and published the Russian
translations of the
following professional monographs:
N. Bowers, H. Gerber, J. Hickman,
D. Jones, C. Nesbitt. "Actuarial
Mathematics" (The Society of
J. Lemaire. "Automobile
Insurance: Actuarial Models" (Kluwer, 1996),
J. Lemaire. "Bonus-Malus
Systems in Automobile Insurance" (Kluwer, 1995),
H. Panjer (editor), P. Boyle, S. Cox, D. Dufresne, H. Gerber,
H. Mueller, H. Pedersen, S. Pliska,
M. Sherris, E. Shiu, Ken Seng Tan. "Financial
Economics:with Applications to
Investments, Insurance and Pensions"
(The Society of Actuaries, 1998).
R. Kaas, M. Goovaerts, J. Dhaene, M. Denuit "Modern
Actuarial Risk Theory" (Kluwer
Academic Publishers, 2001).
He re-published the book by S.E. Sawich. "Elementary
Theory of Insurance and Pension Funds" (in
Russian), published first in 1900 and then in 1909.
V.K. Malinovskii is the author of
several publications on the family history