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Fingerprint Dive into the research topics where P. Shevchenko is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Mathematics

Operational Risk
Valuation
Insurance
Model
Sequential Monte Carlo
Modeling
Pricing
Copula
Bayesian inference
Tail
Mortality
Conditional Value at Risk
Credit Risk
Crystal
Interest Rates
Plasma
Numerical integration
Bayesian Bootstrap
Stochastic Control
Vertical
Discrete Sampling
Low Frequency
Default Risk
Volatility
Portfolio Selection
Stochastic Interest Rates
Compound Distribution
Markov Chain Monte Carlo
Barrier Options
Dependent
Banking
Model Choice
Factor Models
European Options
Seasonality
Risk Measures
Stopping Time
Monte Carlo method
Currency
Truncation Error
Panel Data
Conditional Expectation
Annual
Bayesian Computation
Bayesian Model
Estimate
Monte Carlo Study
Sequential Monte Carlo Methods
Quantile
Forecasting

Business & Economics

Operational risk
Modeling
Pricing
Variable annuities
Loss distribution
Mortality
Insurance
Assets
Expert opinion
Risk capital
Basel II
Parameter uncertainty
Severity