Research and Articles
Actuarial Glossaries
Probability background
In Memoriam
Research Seminar




The Laboratory offers consulting and information services in diverse aspects of actuarial mathematics of life, non-life insurance and pension schemes.

Among the fields where the services were rendered on the Russian insurance market are:

- Methodological aspects of the actuarial calculations in the direct insurance and reinsurance

Within a contract with a Russian insurer the Laboratory rendered consulting services entitled "Exposure rating: theory and practice" with the emphasis on the following matters: origin of the exposure curves, limited expected value functions, characteristics of exposure curves, perils, classes of risk and size of risk, exposure curves for large, small and medium-sized risks. Particular attention was given to the Swiss Re exposure curves Y1 - Y4.

- Actuarial aspects of the insurance legislation in Russia and abroad

Being a member of the Board of Experts on insurance legislation of the Committee on Credit Organizations and Markets of the State Duma (Экспертный совет по законодательству о страховании Комитета Государственной Думы по кредитным организациям и финансовым рынкам), V.K. Malinovskii participated in the actuarial expertise concerning amendment of the Russian insurance legislation.

The Laboratory participated in the actuarial expertise of several projects of legislation in compulsory insurance. One dealt with the third party liability automobile insurance. The other was called "Compulsory insurance of the third party liability of the owner of a dangerous object in case of an incident". The expertise concerned aspects of actuarial methodology within the framework of these proposed legislation acts.

The Laboratory offers consulting and information services concerning the actuarial background and the origin of the program of amendment of insurance legislation known as Solvency-II.

The Laboratory develops mathematical models of solvency and asset-liability management of the insurance company under varying exterior scenarios and unsteady economical surroundings.

The Laboratory offers consulting and carries researches in the field of Dynamic Financial Analysis (DFA) and of scenario stress testing by means of analytical and simulation techniques.

- Translation (from English and French), analysis from the actuarial premises of the insurance directives, acts and requirements

In particular, the Laboratory participated in translation of the presentations of Michel M. Dacorogna in his seminar in Moscow (23-24 April, 2008) which contain in particular rationale and critics of the current treatment of the equalization reserves in insurance.

- Actuarial analysis of the insurance portfolios

Within a contract with a Russian insurer the Laboratory rendered consulting services entitled "Statistical analysis of risk within the groups of the motor vehicles and their classification according to the factor "power of the vehicle"".

- Application of the software packages for actuarial and statistical calculations

The Laboratory enjoys the partnership with the company Statsoft Russia. Consulting and information services, as well as explanation of the probability and statistical background of diverse algorithms put in the system "Statistica", are delivered in a constant basis.

- Consulting in the field of data mining, storage and processing

The Laboratory offers consulting for improvement of the data mining, storage and processing processes in many Russian insurance companies.

- Consulting about the structure of the actuarial profession worldwide

The Laboratory offers information services concerning the structure, aims and activity of the International Actuarial Association (IAA) and its sections (ASTIN, AFIR, Life). The Laboratory offers information services and consulting concerning the national actuarial associations, universities and certain actuarial standards.


- Actuarial education

Laboratory may take part in the actuarial education in Russia and worldwide.


© 2008 The owner: Vsevolod K. Malinovskii. Web master: Leslie (