User profiles for Pavel V. Shevchenko
Pavel V. ShevchenkoProfessor of Actuarial Studies, co-director of the Centre for Risk Analytics, Macquarie … Verified email at mq.edu.au Cited by 2889 |
[BOOK][B] Modelling operational risk using Bayesian inference
PV Shevchenko - 2011 - Springer
The management of operational risk in the banking industry has undergone explosive
changes over the last decade due to substantial changes in the operational environment. …
changes over the last decade due to substantial changes in the operational environment. …
[BOOK][B] Fundamental aspects of operational risk and insurance analytics: A handbook of operational risk
MG Cruz, GW Peters, PV Shevchenko - 2015 - books.google.com
A one-stop guide for the theories, applications, and statistical methodologies essential to
operational risk Providing a complete overview of operational risk modeling and relevant …
operational risk Providing a complete overview of operational risk modeling and relevant …
[HTML][HTML] Disease-causing mutations in the cystic fibrosis transmembrane conductance regulator determine the functional responses of alveolar macrophages
…, JA Hopson, AJ Gallan, PD Shevchenko… - Journal of biological …, 2009 - ASBMB
Alveolar macrophages (AMs) play a major role in host defense against microbial infections in
the lung. To perform this function, these cells must ingest and destroy pathogens, generally …
the lung. To perform this function, these cells must ingest and destroy pathogens, generally …
The structural modelling of operational risk via Bayesian inference: Combining loss data with expert opinions
PV Shevchenko, MV Wüthrich - arXiv preprint arXiv:0904.1067, 2009 - arxiv.org
To meet the Basel II regulatory requirements for the Advanced Measurement Approaches,
the bank's internal model must include the use of internal data, relevant external data, …
the bank's internal model must include the use of internal data, relevant external data, …
The quantification of operational risk using internal data, relevant external data and expert opinions
DD Lambrigger, PV Shevchenko… - arXiv preprint arXiv …, 2009 - arxiv.org
To quantify an operational risk capital charge under Basel II, many banks adopt a Loss
Distribution Approach. Under this approach, quantification of the frequency and severity …
Distribution Approach. Under this approach, quantification of the frequency and severity …
Machine learning techniques for mortality modeling
P Deprez, PV Shevchenko, MV Wüthrich - European Actuarial Journal, 2017 - Springer
Various stochastic models have been proposed to estimate mortality rates. In this paper we
illustrate how machine learning techniques allow us to analyze the quality of such mortality …
illustrate how machine learning techniques allow us to analyze the quality of such mortality …
[PDF][PDF] In situ investigation of chemomechanical effects in thiophosphate solid electrolytes
MB Dixit, N Singh, JP Horwath, PD Shevchenko… - Matter, 2020 - cell.com
Solid-state batteries can suffer from catastrophic failure at high current densities due to solid
electrolyte fracture, interface decomposition, or lithium filament growth. Failure is linked to …
electrolyte fracture, interface decomposition, or lithium filament growth. Failure is linked to …
Calculation of aggregate loss distributions
PV Shevchenko - arXiv preprint arXiv:1008.1108, 2010 - arxiv.org
Estimation of the operational risk capital under the Loss Distribution Approach requires
evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk …
evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk …
Dynamic in-situ imaging of methane hydrate formation and self-preservation in porous media
…, MI Fokin, AN Drobchik, PD Shevchenko… - Marine and Petroleum …, 2020 - Elsevier
We present the results of dynamic in-situ 3D X-ray imaging of methane hydrates microstructure
during methane hydrate formation and dissociation in sand samples. Short scanning …
during methane hydrate formation and dissociation in sand samples. Short scanning …
[BOOK][B] Advances in heavy tailed risk modeling: A handbook of operational risk
GW Peters, PV Shevchenko - 2015 - books.google.com
… Pavel V. Shevchenko, PhD, is senior principal Research scientist in the division of
computational informatics at the commonwealth scientific and industrial Research organisation, …
computational informatics at the commonwealth scientific and industrial Research organisation, …