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 | 176 | 2006 |
Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk MG Cruz, GW Peters, PV Shevchenko John Wiley & Sons, 2015 | 165 | 2015 |
Modelling operational risk using Bayesian inference PV Shevchenko Springer, Berlin, 2011 | 165 | 2011 |
Vibrational modes in the dust-plasma crystal SV Vladimirov, PV Shevchenko, NF Cramer Physical Review E 56 (1), R74, 1997 | 165 | 1997 |
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 | 141 | 2007 |
Calculation of aggregate loss distributions PV Shevchenko Journal of Operational Risk 5 (2), 3-40, 2010 | 98 | 2010 |
Machine learning techniques for mortality modeling P Deprez, PV Shevchenko, MV Wüthrich European Actuarial Journal 7, 337-352, 2017 | 95 | 2017 |
Model uncertainty in claims reserving within Tweedie's compound Poisson models GW Peters, PV Shevchenko, MV Wüthrich ASTIN Bulletin 39 (1), 1-33, 2009 | 91 | 2009 |
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 | 75 | 2000 |
Implementing loss distribution approach for operational risk PV Shevchenko Applied Stochastic Models in Business and Industry 26 (3), 277-307, 2010 | 73 | 2010 |
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 | 71 | 2010 |
Advances in Heavy Tailed Risk Modelling: A Handbook of Operational Risk GW Peters, PV Shevchenko Wiley New York, 2015 | 69 | 2015 |
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 | 64 | 2009 |
Optimal consumption, investment and housing with means-tested public pension in retirement JG Andréasson, PV Shevchenko, A Novikov Insurance: Mathematics and Economics 75, 32-47, 2017 | 59 | 2017 |
Equilibrium and oscillations of grains in the dust-plasma crystal SV Vladimirov, NF Cramer, PV Shevchenko Physical Review E 60 (6), 7369, 1999 | 59 | 1999 |
A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting MC Fung, GW Peters, PV Shevchenko Annals of Actuarial Science 11 (2), 343-389, 2017 | 54 | 2017 |
Low-frequency modes in the dust–plasma crystal SV Vladimirov, PV Shevchenko, NF Cramer Physics of Plasmas 5 (1), 4-6, 1998 | 53 | 1998 |
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 | 52 | 2007 |
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 | 50 | 2015 |
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 | 49 | 2007 |