Education
on-Campus
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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
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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
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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
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Mastering the Art of Public Speaking, 2017 December
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Academic English Workshop, 2018 February-March
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Teaching Development Seminar, 2018 March
Papers
Working papers
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Key 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
Software
R packages
Talks
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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]
Teaching
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Asset and Liability Management for Actuaries (exercise sessions)
Teaching Assistant to Joël Wagner, University of Lausanne, Master level, Fall 2015, Fall 2016, Fall 2017 -
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 (lecture/exercise sessions)
Teaching Assistant to Periklis Andritsos, University of Lausanne, Master level, Fall 2014
Links