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RESEARCH SEMINAR
2007/2008
First meeting on 8th November, 2007, at 17.00. Address:
Moscow, Leningradskii
prosp., 49, room 320 Speaker: V.K. Malinovskii. On the Russian
translation of the book "Modern
Actuarial Risk Theory" by Kaas, Goovaerts, Dene and Denut.
Contents of the book
To be admitted to the building of Finance Academy, names and
affiliations of those who wish to attend
should be sent on the address
malinov@orc.ru before 6th
November, 2007.
2006/2007
Tenth (extraordinary) meeting on 25th April, 2007, at
14.00. Address: Moscow, Leningradskii
prosp., 55, room 318
Speaker: V.K.Malinovskii
MANAGING SOLVENCY - A RISK THEORY INSIGHT
To be admitted to the building of Finance Academy, names and
affiliations of those who wish to attend
should be sent on the address
malinov@orc.ru before 24th April,
2007.
Ninth meeting on 22th March, 2007, at 17.00. Address:
Moscow, Leningradskii prosp., 49, room
334
Speaker: V.K.Malinovskii ON THE BOOK BY A.SANDSTROM "SOLVENCY.
MODELS, ASSESSMENT AND REGULATION".
To be admitted to the building of Finance Academy, names and
affiliations of those who wish to attend
should be sent on the address
malinov@orc.ruu before 20th March,
2007.
Abstract
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Eighth meeting on 15th February, 2007, at 17.00. Address:
Moscow, Leningradskii prosp., 49, room
334
Speaker:
1. M.Yu.Kitaev A METHOD OF CALCULATION OF
CLAIMS RESERVE -- DISCUSSION AND
DEVELOPMENT OF THE PRESENTATION OF V.M.MANICHEV OF 21th December
2006.
2. V.K.Malinovskii INFORMATION concerning
the SA International Insurance Symposium
(31 Jan - 2 Feb 2007, Johannesburg). To
be admitted to the building of Finance
Academy, names and affiliations of those who wish to
attend should be sent on the
address
malinov@orc.ru before 14th December, 2007.
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Seventh meeting on 21th December, 2006, at 17.00.
Address: Moscow, Leningradskii prosp.,
49, room 334
Speaker: V.M.Manichev "A method of calculation of claims reserve
for small portfolios".
To be admitted to the building of Finance Academy, names and
affiliations of those who wish to attend
should be sent on the address
malinov@orc.ru before 20th December,
2006.
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Special
invited talk on 7th December, 2006 (location and time of the
talk will be announced later)
Speaker: M. Arato "FORECASTING AND SIMULATING MORTALITY TABLES"
(the talk will be delivered in Russian).
Ìiklos Arato is President of the Hungarian Actuarial Society,
general manager of the company "Presentvalue
Ltd." and Associate Professor at the Eotvos Lorand
University, Budapest
Those who wish to attend, please send the names and affiliations
on the address
malinov@orc.ru before 25th November, 2006.
Abstract
Ì. Arto, Hungary
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Special
invited talk on 30th November, 2006 (location and time of
the talk will be announced later).
Speaker: Vesa Ronkainen "Solvency II framework for insurance
supervision" (the talk will be delivered
in English).
The talk will comprise two main parts:
1. Solvency II project in the EU - an
overview.
2. Quantitative requirements and the results of impact studies.
Mr. Ronkainen is a research actuary in the Finnish insurance
supervisory authority. He has been
following Solvency II full-time for almost four years,
first in the European Commission's insurance unit and now
in the CEIOPS' QIS task force.
Those who wish to attend, please send the names and affiliations
on the address
malinov@orc.ru before 20th November,
2006.
Abstract
Presentation Solvency II
Part 1
Part 2
Part 3
Part 4
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Sixth meeting on 23th November, 2006, at 17.00. Address:
Moscow, Leningradskii prosp., 49, room
334
Speaker: O.P.Vinogradov "Joint distribution of the time of ruin
and of the number of claim at ruin in the
non-homogeneous risk process".
To be admitted to the building of Finance Academy, names and
affiliations of those who wish to attend
should be sent on the address
malinov@orc.ru before 22th November,
2006.
Abstract
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Fifth meeting on 9th November, 2006, at
17.00. Address: Moscow, Leningradskii
prosp., 49, room 334
Speaker: A.G.Sholomitsky "On pension plan risk
modelling".
To be admitted to the building of Finance
Academy, names and affiliations of
those who wish to attend should be sent
on the address
malinov@orc.ru before 8th November,
2006.
Abstract
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Fourth meeting on 26th October, 2006, at
17.00. Address: Moscow, Leningradskii
prosp., 49, room 334
Speaker: O.V.Kharchenko "Determination of
actuarial basis".
To be admitted to the building of Finance
Academy, names and affiliations of
those who wish to attend should be sent
on the address
malinov@orc.ru before 25th Octber,
2006.
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Third meeting on 12th October, 2006, at
17.00. Address: Moscow, Leningradskii
prosp., 49, room 334
Speaker: O.V.Kharchenko "Methods of actuarial
evaluation of a private pension
fund".
To be admitted to the building of Finance
Academy, names and affiliations of
those who wish to attend should be sent
on the address
malinov@orc.ru before 11th Octber,
2006.
Abstract
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Second meeting on 28th September, 2006,
at 17.00. Address: Moscow,
Leningradskii prosp., 49, room 334
Speaker: M.Yu.Kitaev "Some analytic results
concerning surplus process in
classical collective risk model".
To be admitted to the building of Finance
Academy, names and affiliations of
those who wish to attend should be sent
on the address
malinov@orc.ru before 27th September,
2006.
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First meeting on 14th September, 2006, at 17.00. Address:
Moscow, Leningradskii prosp., 55, room
326
Speaker: V.K.Malinovskii "Adaptive control, insurance regulation
and Solvency-II"
Report
To be admitted to the building of Finance Academy, names and
affiliations of those who wish to attend should be sent on the
address
malinov@orc.ru before 12th September, 2006.
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You are welcome to
forward your enquiries concerning this site on the
address:
admin@actlab.ru |
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Laboratory is headed by Vsevolod K. Malinovskii,
Ph.D., D.Sc.
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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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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.
more
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.
more
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.
more
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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