About

:mortar_board: Education

on-Campus

  • Doctor of Philosophy in Actuarial Science
    University of Lausanne, 2015-2019

  • 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, 2017-2019

  • The Data Scientist’s Toolbox, R Programming, Getting and Cleaning Data, Exploratory Data Analysis, Regression Models, A Crash Course in Causality: Inferring Causal Effects from Observational Data
    Coursera, 2014-2019

Workshops and tutorials

  • Mastering the Art of Public Speaking, 2017 December

  • Academic English Workshop, 2018 February-March

  • Teaching Development Seminar, 2018 March


:memo: Projects

Publications

Working papers

  • On the Characteristics of Reporting ADL Limitations and Formal LTC Usage across Europe
    M. Fuino, I. Rudnytskyi, J. Wagner
    The paper has been submitted to the European Actuarial Journal.

  • A Note on Stochastic Programming for the Asset Allocation in Swiss 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

Books

  • Chapter on Web scraping in R in An Introduction to Statistical Programming Methods with R book

:computer: Software

R packages


:chart_with_upwards_trend: Talks

  • On the Characteristics of Reporting ADL Limitations and Formal LTC Usage across Europe
    23rd International Congress on Insurance: Mathematics and Economics (IME 2019), 2019 July 10, Munich

  • On the Socio-demographic and Medical Drivers of Long-Term Care Needs in Europe
    Jahrestagung Deutscher Verein für Versicherungswissenschaft (DVfVW), 2019 March 28, Berlin

  • On the Socio-demographic and Medical Drivers of Long-Term Care Needs in Europe
    66th L2 Seminar, 2019 January 23, Lyon

  • On the Socio-demographic and Medical Drivers of Long-Term Care Needs in Europe
    European Actuarial Journal Conference 2018, 2018 September 10, Leuven

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

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

  • Impact of Catastrophe Events on Non-life Insurance Companies’ Market Valuation – an Event Study Analysis
    3rd European Actuarial Journal (EAJ) Conference, 2016 September 7, Lyon

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

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

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


:eyeglasses: Teaching

Lecturer

  • Quantitative Methods for Actuaries
    University of Lausanne, Master level, Fall 2019

  • Deep Learning
    University of Lausanne, Master level, scheduled for Spring 2020

TA

  • Data Science for Business Analytics
    Teaching Assistant to Thibault Vatter, University of Lausanne, Master level, Spring 2019

  • 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

  • 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

  • Simulation Methods in Finance and Insurance (exercise sessions)
    Teaching Assistant to Joël Wagner, University of Lausanne, Master level, Spring 2016, Spring 2017, Spring 2018

  • Intro to R (as a part of Computational Tools for Actuaries)
    University of Lausanne, Master level, Fall 2016, Fall 2017, Fall 2018

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