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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
 

 

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.

Abstract
 

 

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.
Abstract
 

 

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).
Ģiklos 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
Ģ. Arto, Hungary
 

 

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
 

 

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
 

 

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
 

 

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.
 

 

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
 

 

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.
 

 

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.
 

 


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.

Malinovskii

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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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