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.
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