Pavel V. Shevchenko
Pavel V. Shevchenko
Professor in Applied Finance and Actuarial Studies at Macquarie University
Verified email at mq.edu.au - Homepage
Title
Cited by
Cited by
Year
Vibrational modes in the dust-plasma crystal
SV Vladimirov, PV Shevchenko, NF Cramer
Physical Review E 56 (1), R74, 1997
1511997
The structural modeling of operational risk via Bayesian inference: Combining loss data with expert opinions
PV Shevchenko, MV Wüthrich
Journal of Operational Risk 1 (3), 3-26, 2006
1462006
Modelling operational risk using Bayesian inference
PV Shevchenko
Springer, Berlin, 2011
1302011
The quantification of operational risk using internal data, relevant external data and expert opinions
DD Lambrigger, PV Shevchenko, MV Wüthrich
Journal of Operational Risk 2 (3), 3-27, 2007
1142007
Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk
MG Cruz, GW Peters, PV Shevchenko
John Wiley & Sons, 2015
952015
Model uncertainty in claims reserving within Tweedie's compound Poisson models
GW Peters, PV Shevchenko, MV Wüthrich
ASTIN Bulletin 39 (1), 1-33, 2009
762009
Double-layer Heisenberg antiferromagnet at finite temperature: Brueckner theory and quantum Monte Carlo simulations
PV Shevchenko, AW Sandvik, OP Sushkov
Physical Review B 61 (5), 3475, 2000
702000
Calculation of aggregate loss distributions
PV Shevchenko
Journal of Operational Risk 5 (2), 3-40, 2010
632010
Implementing loss distribution approach for operational risk
PV Shevchenko
Applied Stochastic Models in Business and Industry 26 (3), 277-307, 2010
582010
Equilibrium and oscillations of grains in the dust-plasma crystal
SV Vladimirov, NF Cramer, PV Shevchenko
Physical Review E 60 (6), 7369, 1999
561999
Low-frequency modes in the dust–plasma crystal
SV Vladimirov, PV Shevchenko, NF Cramer
Physics of Plasmas 5 (1), 4-6, 1998
561998
Dynamic operational risk: modeling dependence and combining different sources of information
GW Peters, PV Shevchenko, MV Wüthrich
Journal of Operational Risk 4 (2), 69-104, 2009
532009
The t copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
X Luo, PV Shevchenko
Quantitative Finance 10 (9), 1039-1054, 2010
512010
Addressing the impact of data truncation and parameter uncertainty on operational risk estimates
X Luo, PV Shevchenko, JB Donnelly
Journal of Operational Risk 2 (4), 3-26, 2007
462007
A" toy" model for operational risk quantification using credibility theory
H Bühlmann, PV Shevchenko, MV Wüthrich
Journal of Operational Risk 2 (1), 3-19, 2007
462007
Advances in Heavy Tailed Risk Modelling: A Handbook of Operational Risk
GW Peters, PV Shevchenko
Wiley New York, 2015
412015
Chain ladder method: Bayesian bootstrap versus classical bootstrap
GW Peters, MV Wüthrich, PV Shevchenko
Insurance: Mathematics and Economics 47 (1), 36-51, 2010
372010
Estimation of operational risk capital charge under parameter uncertainty
PV Shevchenko
Journal of Operational Risk 3 (1), 51-63, 2008
302008
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
X Luo, PV Shevchenko
Insurance: Mathematics and Economics 62, 5-15, 2015
292015
Nonlinear field effects in quadrupole mass filters
J Schulte, PV Shevchenko, AV Radchik
Review of scientific instruments 70 (9), 3566-3571, 1999
271999
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