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 The
Laboratory offers consulting and information services on
actuarial
mathematics of life, non-life insurance and pension schemes.
Among the priority topics and the fields where the services were
rendered on
the Russian insurance market are:
- Methodological aspects of the actuarial calculations in the
direct insurance
and reinsurance
Within a contract with a Russian insurer the Laboratory rendered
consulting
services entitled "Exposure rating (theory and practice)" with
the emphasis on
the following matters: origin of exposure curves,
characteristics of exposure
curves, perils, classes of risk and size of risk, exposure
curves for large,
small and medium-sized risks. Particular attention was centered
on the Swiss Re
exposure curves Y1 - Y4.
- Actuarial aspects of the insurance legislation in Russia and
abroad
Being a member of the Board of Experts in insurance legislation
of the
Committee on Credit Organizations and Markets of the State Duma
(Экспертный
совет по законодательству о страховании Комитета Государственной
Думы по
кредитным организациям и финансовым рынкам), V.K. Malinovskii
participated in
the actuarial expertise concerning amendment of the Russian
insurance
legislation.
The Laboratory participated in the actuarial expertise of a
project of
compulsory insurance legislation. The latter was called
"Compulsory insurance
of third-party liability of the owner of a dangerous object in
case of an
accident". The expertise concerned methodology of the rate
making in the
framework of that proposed legislation act.
The Laboratory offers consulting and information services
concerning the
actuarial background and origin of the Solvency-II program of
amendment of
insurance legislation.
The Laboratory develops mathematical models of solvency and
asset-liability
management of the insurance company under varying scenarios and
economical
surroundings.
The Laboratory offers consulting and carry researches in the
field of Dynamic
Financial Analysis (DFA) and scenario stress testing by means of
analytical and
simulation methods.
- Translation (from English, French), analysis and explanation
from the
actuarial premises of the insurance directives, acts and
requirements
In particular, the Laboratory participated in translation of the
presentation
of Michel M. Dacorogna where rationale and critics of the
current treatment of
the equalization reserves in insurance were given.
- Actuarial analysis of the insurance portfolios
Within a contract with a Russian insurer the Laboratory rendered
consulting
services entitled "Statistical analysis of the risk within
different groups of
the motor transport and classification according to the
horse-power factor".
- Application of software packages to the actuarial and
statistical
calculations
The Laboratory enjoys the partnership with the company Statsoft.
The consulting
and information services, as well as explanation of the
probability and
statistical background of diverse algorithms put in the system "Statistica",
are delivered in a constant basis.
- Consulting in the field of data mining, storage and processing
The Laboratory offers consulting concerning amendment and
correction of data
mining, storage and processing processes in many Russian
insurance companies.
- Consulting about the structure of the actuarial profession
worldwide
The Laboratory offers consulting concerning the structure, aims
and activity of
the International Actuarial Association (IAA) and its sections (ASTIN,
AFIR,
Life). The Laboratory offers consulting concerning the national
actuarial
associations, universities and certain actuarial standards.
- Actuarial education
Laboratory may take part in the actuarial education in Russia
and worldwide.
Comments on Methodology
Malinovskii V.K.
Calculation of the total claims amount and limit
theorems of the theory of probability. (In Russian)
Strachovoe delo (Insurance business), № 1, 1995, p.
42-46.
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Malinovskii V.K. Some problems in the analysis of
solvency of the insurance companies. (In Russian).
Strachovoe delo (Insurance business), № 6, 1995, p.
46-52.
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Malinovskii V.K. Financial stability of insurers:
insight into the problem by using mathematical models.
(In Russian)
Strachovoe delo (Insurance business), № 11, 1996, p.
32-36.
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  Malinovskii
V.K. Who are the Actuaries? (in Russian)
Primary publication: Banking in Moscow, № 8 (68) 2000,
p. 50-52.
Secondary publication: Russian Economical Journal, № 12,
2003, p. 59-65.
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Critique, discussions and interviews
25 December 2003:
Malinovskii V.K. On "unfair" and "underrated" tariffs Analysis:
20 January 2004:
Malinovskii V.K. On "fair" tariffs and on insurance regulation.
24 February 2004:
Malinovskii V.K. What kind of actuary is required by the market?
10 June 2004:
Actuarial aspects of the third party liability automobile
insurance and the solvency of insurers.
Talk of V.K. Malinovskii on the conference "Round table on
Compulsory automobile insurance".
Reviews
  Malinovskii
V.K. Solvency. Models, Assessment and Regulation: on the book by
Arne Sandström. (In Russian)
Upravlenie v Strachovoi Kompanii
(Management in Insurance Company), № 4, 2007, p. 106-108.
pdf
;
pdf
;
History of insurance legislation and actuarial practice in
Russia
Malinovskii V.K. Russia's Actuarial Legacy. Unpublished
manuscript.
;
Addenda to the book:
S.E. Sawitch. Elementary Theory of Insurance and Pension Funds
(in Russian). // (first ed. 1900, second ed. 1909), 3-d ed.,
with addenda. M.: Janus-K, 2003, 496 p. ISBN 5-8037-0123-8
Addendum 1. Actuaries
and Law (p. 415-423; in Russian).
Addendum 2. The
Institute of Actuaries in London (стр. 424-425; in Russian).
Addendum 3. Statute of
the Permanent Committee for Preparation of International
Congresses of Actuaries (p. 426-429; in Russian).
Addendum 4. Second
Congress of Actuaries in London (p. 430-443; in Russian).
Addendum 5. London
Congress of Actuaries Speech of Dr. Sprague (p. 444-446; in
Russian).
Addendum 6. Life
Insurance Legislation in Russia (p. 447-450; in Russian).
Addendum 7.
Bibliography Concerning the Insurance Theory in Russia (p.
451-452; in Russian).
Addendum 8. Regulations
of the Railroad Ministry's Pension Plan (p. 453-479; in
Russian).
Addendum 9. Regulations
of the Zemstva's (Communities) Pension Plans (p.480-489; in
Russian).
Addendum 10.Address of
the Founders (about foundation of the Russian Insurance Society)
(p. 453-479; in Russian).
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