About

:mortar_board: Education

on-Campus

  • Doctor of Philosophy in Actuarial Science
    University of Lausanne, 2015-Now

  • Master of Science in Actuarial Science
    University of Lausanne, 2013-2015

  • Master of Science in Applied Mathematics
    V.N. Karazin Kharkiv National University, 2012-2013

  • Bachelor of Science in Applied Mathematics
    National Technical University “Kharkiv Polytechnic Institute”, 2008-2012

Distance

  • Course in Intelligent Multimedia Systems
    Linnaeus University, 2011

Summer schools

  • International Summer School of the Swiss Association of Actuaries
    Insurance Analytics, a Primer
    The winner of the Pricing Game
    University of Lausanne, 2018

  • International Summer School of the Swiss Association of Actuaries
    Insurance Management: Trends, Challenges and Solutions
    University of Lausanne, 2017

  • International Summer School of the Swiss Association of Actuaries
    Quantative Risk Management: Concepts, Techniques and Tools
    University of Lausanne, 2016

  • International Summer School of the Swiss Association of Actuaries
    Reinsurance: Actuarial and Statistical Aspects
    University of Lausanne, 2015

  • International Summer Program
    Technical University of Dortmund, 2013

MOOC

  • Intro to Python for Data Science, Intermediate Python for Data Science, Deep Learning in Python, Supervised Learning in R: Regression, Multiple and Logistic Regression, Machine Learning Toolbox
    DataCamp, 2017

  • The Data Scientist’s Toolbox, R Programming, Getting and Cleaning Data, Exploratory Data Analysis
    Coursera, 2014

Workshops and tutorials

  • Mastering the Art of Public Speaking, 2017 December

  • Academic English Workshop, 2018 February-March

  • Teaching Development Seminar, 2018 March


:memo: Papers

Working papers

  • On the Socio-demographic and Medical Drivers of Long-Term Care Needs in Europe
    M. Fuino, I. Rudnytskyi, J. Wagner

  • Stochastic Programming for Asset Allocation in Pension Funds
    I. Rudnytskyi, J. Wagner

  • Impact of Catastrophe Events on Insurance Companies’ Market Valuation – an Event Study Analysis
    M. Kreutzer, I. Rudnytskyi, J. Wagner


:computer: Software

R packages


:chart_with_upwards_trend: Talks

  • On the Socio-demographic and Medical Drivers of Long-Term Care Needs in Europe
    European Actuarial Journal Conference 2018, 2018 September 9-11, Leuven
    [slides]

  • Key Drivers of Long-Term Care Needs in Europe: An Empirical Study
    Research & Storytelling: A showcase of PhD research at HEC, 2017 December 14, Lausanne
    [slides, video]

  • Stochastic programming for asset allocation in pension funds
    21st International Congress on Insurance: Mathematics and Economics (IME 2017), 2017 July 5, Vienna
    [slides]

  • Stochastic programming for asset allocation in pension funds
    R in Insurance, 2017 June 8, Paris
    [slides]

  • Impact of Catastrophe Events on Non-life Insurance Companies’ Market Valuation – an Event Study Analysis
    3rd European Actuarial Journal (EAJ) Conference, 2016 September 6 – 8, Lyon
    [slides]

  • estudy2: an R package for the event study in insurance
    satRday #1 Conference, 2016 September 3, Budapest
    [slides, video]

  • estudy2: an R package for the event study in insurance
    R in Insurance, 2016 June 11, London
    [slides]

  • Impact of Catastrophe Events on Insurance Companies’ Market Valuation – an Event Study Analysis
    Jahrestagung Deutscher Verein für Versicherungswissenschaft (DVfVW), 2016 March 10 – 11, Vienna
    [slides]


:eyeglasses: Teaching

  • Asset and Liability Management for Actuaries (exercise sessions)
    Teaching Assistant to Joël Wagner, University of Lausanne, Master level, Fall 2015, Fall 2016, Fall 2017, Fall 2018

  • Machine Learning in Business Analytics (exercise sessions/tutorials)
    Teaching Assistant to Marc-Olivier Boldi, University of Lausanne, Master level, Fall 2018

  • Programming Tools in Data Science (exercise sessions/tutorials)
    Teaching Assistant to Samuel Orso, University of Lausanne, Master level, Fall 2018

  • Simulation Methods in Finance and Insurance (exercise sessions)
    Teaching Assistant to Joël Wagner, University of Lausanne, Master level, Spring 2016, Spring 2017

  • Intro to R (as a part of Computational Tools for Actuaries)
    University of Lausanne, Master level, Fall 2016, Fall 2017
    [slides]

  • Web-scale Analytics (lectures/exercise sessions)
    Teaching Assistant to Periklis Andritsos, University of Lausanne, Master level, Fall 2014