Vsevolod K. Malinovskii                   foto.jpg (17821 bytes).




18.02.2002

Personal:

Affiliations:

Languages:

Russian (native language); fair in English; fair in French; poor in German.

Higher Education:

Academic Degrees:

Professional/Scientific Societies Affiliations:

Grants Received:

Teaching experience in Russia

Visiting Research Fellow and Visiting Professor:

  • 1988, July-August - Budapest University and Debrecen University, Hungary.
  • 1992, September - Chalmers Institute of Technology and the Royal Institute of Technology, Sweden,
  • 1992, November - Paris - VII, France,
  • 1993, March-June - Bergen University, Norway,
  • 1993, September-December - Visiting Professor (at the associate professor rank) at the University of Copenhagen, Laboratory of Actuarial Mathematics [course on total claims amount distribution],
  • 1995, November-December - Weierstrass Institute, Germany.
  • 1998, July-December - Visiting Professor (at the full professor rank) at the University of Copenhagen, Laboratory of Actuarial Mathematics [optional course "Calculation of the probabilities of ruin in the collective risk model" and compulsory course FM1].
  • 2001, July-December - Visiting Professor (at the full professor rank) at the University of Montréal, Department of Mathematics and Statistics [courses MAT2250 "Mathematiques de l'assurance-vie 1" and MAT3251 "Théorie du risque" (in French)].

Areas of Research Interest:

  • Limit theorems of Theory of Probability;
  • Random processes and ergodicity, in particular - general state space Markov chains and semi-Markov processes;
  • Applied Probability, in particular - risk theory;
  • Mathematical Statistics and Random Processes, in particular - Markov statistical models,
  • Econometrics and non-linear autoregressions (ARCH, RCA);
  • Actuarial Mathematics, in particular - automobile insurance and life insurance.

Business Consulting:

  • 1997 - Actuarial advice for the East European Investment Bank (The Group of Milinsure Co.) concerning application of statistical packages in data analysis.
  • 1998 - Actuarial advice for the Ingosstrakh insurance company concerning actuarial analysis of the automobile insurance data.
  • 2000 - Actuarial advice for the Russian Insurance Supervision Authorities concerning development of legislation for life insurance.

Computer Skills:

Mathematica, Maple, Statistica, Pascal, TeX, Paradox, Excel, Postscript, Fine Reader, Photoshop, etc. are of frequent use.

Editorship and Translations:

  • The Russian translation of the book - M. Arato "Linear Stochastic Systems with Constant Coefficients. A Statistical Approach", Springer, Berlin etc., 1982 - published by Nauka, Moscow, 1989.
  • The Russian translation of the book - D. Revuz "Markov Chains" North-Holland, Amsterdam etc., 1984 - published by RFBR, Moscow, 1997.
  • The Russian translation of the book - J. Lemaire, "Automobile Insurance: Actuarial Models", Kluwer, Boston etc., 1996 (second printing, ISBN 0-89838-166-5) - published by Janus-K, Moscow, 1998.
  • The Russian translation of the book - J. Lemaire, "Bonus-malus systems in automobile insurance", Kluwer, Boston etc., 1995 (ISBN 0-7923-9545-X) - published by Janus-K, Moscow, 1998.
  • The Russian translation of the UK Institute and Faculty of Actuaries Acted Tuition Materials related to subject D (Actarial Mathematics): Unit 13 and Modules 5, 6.
  • The Russian translation of the book - N.L. Bowers, H.U. Gerber, J.C. Hickman, D.A. Jones, C.J. Nesbitt, "Actuarial Mathematics", Society of Actuaries, Shaumburg, IL, 1997 (second ed., ISBN 0-938959-46-8) - published by Janus-K, Moscow, 2001.

Recent Research Meetings, Conferences, Visits to Institutions:

  • University of London, Birkbeck College, 4.6.98: Invited lecture "Probabilities of ruin when the safety loading tends to zero".
  • 26-th International Congress of Actuaries, Birmingham 7-12.6.98. Contributed paper "Some aspects of rate making and collective risk models with variable safety loadings".
  • Stockholm University, Invited lecture "Probabilities of ruin when the safety loading tends to zero".
  • University of Copenhagen, 6.10.98: Invited lecture "Probabilities of ruin when the safety loading tends to zero".
  • Institute and Faculty of Actuaries, UK, 10-19.07.00: participation in the annual "Training the Trainers" event followed by the Actuarial Teachers Conference.
  • University of Copenhagen, 31.08.00 - 1.09.00: participation in the "T.N.Thiele Symposium on Stochstics in Insurance and Finance".
  • XXXI-st International ASTIN Colloquium, 17-20.09.00, Porto Cervo, Italy. Contributed paper "Price vs. reserve regulation conditioned by solvency requirements in the collective risk model".
  • Statistics 2001 Canada. Fourth Canadian conference in applied statistics, 6-8.06.01, Montréal, Canada. Contributed paper "Probabilities of ruin when the safety loading tends to zero".
  • McGill University, 11.10.01: Invited lecture "Probabilities of ruin when the safety loading tends to zero".
  • 27-th International Congress of Actuaries, Cancún, México, 17-22.3.02. Contributed paper "On risk reserve conditioned by ruin".

Selected Recent and Forthcoming Research Publications:

  • Malinovskii, V.K. (1998). Non-poissonian claims arrivals and calculation of the probability of ruin, Insurance: Mathematics & Economics, Vol. 22, pp. 123-138.
  • Malinovskii, V.K. (1998) Some aspects of rate making and collective risk models with variable safety loadings, Transactions of the 26-th International Congress of Actuaries, Vol. 4, pp. 465-481.
  • Malinovskii, V.K. (1998). Probabilities of ruin when the safety loading tends to zero. Working paper No.153, Lab. Act. Math., Univ. Copenhagen. 36 pp. (Published in 2000 in Advances in Applied Probability.)
  • Malinoivskii, V.K. (1998). On automobile insurance in Russia (in Russian). Addendum to the Russian translation of the book - J. Lemaire, "Automobile Insurance: Actuarial Models", Kluwer, Boston etc., 1996 (second printing) - published by Janus-K, Moscow, 1998, pp. 288-295.
  • Malinovskii, V.K. (2000). Actuaries, who they are (in Russian). - Banking in Moscow, No. 8, pp. 50 - 52.
  • Malinovskii, V.K. (2000). Price vs. reserve regulation conditioned by solvency requirements in the collective risk model, Proceedings of the XXXI-st International ASTIN Colloquium, pp. 55 - 64.
  • Malinovskii, V.K. (2000). Probabilities of ruin when the safety loading tends to zero, Advances in Applied Probability, Vol. 32, No. 3, pp. 885 - 923.
  • Malinovskii, V.K. (2002). On risk reserve conditioned by ruin, To be published in: Transactions of the 27-th International Congress of Actuaries.

Address:

phone: (+7-095) 135 0480, 943 9492
fax: (+7-095) 135 0555, 135 2190
e-mail: malinov@mi.ras.ru
malinov@orc.ru

Main publications

Developed, current and future research interests

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    Last modified: February 18, 2002

    E-mail: malinov@mi.ras.ru