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FUIMUS !

William Feller (1906, Zagreb - 1970, New York).


William Feller

(1906, Zagreb - 1970, New York).

 

William Feller was a famous mathematician, but paramount is his role of an apostle of the probabilistic knowledge: he wrote the famous book "An Introduction to Probability Theory and its Applications''.

 


 

 

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Bol'shev Login Nikolaevich (6 March 1922, Moscow - 29 August 1978, Moscow).

Bol'shev Login Nikolaevich
(6 March 1922, Moscow - 29 August 1978, Moscow).

Login N. Bol'shev was a distinguished Russian mathematician, who worked in mathematical statistics and theory of probability. His teacher was A.N. Kolmogorov and co-author - N.V. Smirnov (recall e.g. the Kolmogorov-Smirnov goodness-of-fit test); widely appreciated is his masterly manner of application of mathematical statistics to the practical problems in medicine, biology and engineering, rare in the USSR in those times.
.

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Karl Harald Cram{'e}r (25 September 1893, Stockholm - 5 October 1985).


Karl Harald Cramér

(25 September 1893, Stockholm - 5 October 1985).

 
Harald Cramér was a famous Swedish mathematician, actuary and statistician, specializing in mathematical statistics and probabilistic number theory. He was described by John Kingman as "one of the giants of statistical theory".

 


 

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Kolmogorov Andrei Nikolaevich (12 April 1903, Tambov - 20 October 1987,

Kolmogorov Andrei Nikolaevich
(12 April 1903, Tambov - 20 October 1987, Moscow).

 

 

 

 

 


 

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Gnedenko Boris Vladimirovich (1 January 1912, Simbirsk (later known as Uljanovsk) - 27 December 1995, Moscow).

Gnedenko Boris Vladimirovich
(1 January 1912, Simbirsk (later known as Uljanovsk) - 27 December 1995, Moscow).


 

 

 


 

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Teivo Pentik{"a}inen (1917, Vyborg - 12 June 2006).

Teivo Pentikäinen
(1917, Vyborg - 12 June 2006).
 

"...Teivo Pentikäinen was one of the greatest contributors to the Theory
of Solvency in the second half of the 20th century. He did pioneering work with respect to the scientific foundations for the establishment of the solvency needed, and the optimal size and form of reinsurance already in the 1950'ies".

 

From the Obituary of Teivo Pentikäinen in ASTIN
Bulletin (2006), Volume 36, Number 2.
 

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Contacts
 

You are welcome to forward your enquiries concerning this site on the address:

admin@actlab.ru

 
Head
 

Laboratory is headed by Vsevolod K. Malinovskii, Ph.D., D.Sc.

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Actuarial consulting
 

Laboratory supplies professional consulting on methodology of actuarial computations and related problems in life, non-life insurance, reinsurance and pensions.
Among the consultancy projects done by the Laboratory are the
following.

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News
 

Modern Actuarial Risk Theory: multivariate analysis and Generalized Linear Model (GLM).
The book "Modern Actuarial Risk Theory" by R. Kaas, M. Goovaerts, J. Dhaene, M. Denuit was translated in Russian and published recently under the editorship of V.K. Malinovskii.

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Dr. Michel M. Dacorogna, Member of the Senior Management of SCOR Group, held in April 23-24, 2008, the seminar entitled "Economics of Risk in Insurance".
Seminar took place in Moscow (Smolenskaya str., 5, the "Golden Ring" hotel) and comprised four talks:
1. The Price of Risk in Insurance.
2. Capital and Capital Management.

3. Adding time diversification to risk diversification.
4. ERM (Enterprise Risk Management), Towards an Holistic View of Risk Management.
Seminar was organized by the Association of European Businesses in RF with the participation of the Laboratory of Actuarial research of Finance Academy and financial support of the Representative offices in Moscow of Gen Re and of SCOR.

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The 38th International ASTIN Colloquium was held in Manchester, UK, from Sunday
13 July to Wednesday 16 July, 2008.

It was a memorable event, professionally and socially, held in the heart of the United Kingdom. Participants enjoyed the warm hospitality of the British Actuarial Profession.

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The 39th International ASTIN Colloquium was held in Helsinki, Finland, from Monday
1 June to Thursday 4 June, 2009.

Participants were particularly interested in that event dedicated to the memory of Teivo Pentikäinen whose contribution to the mathematical modelling of the insurance process is known worldwide.

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