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Department of Probability Theory,
Statistics
and Actuarial Mathematics

Mechanics and Mathematics
faculty

prob.stat.act@gmail.com, probability@univ.kiev.ua
Tel/Fax: +38 (044) 259 03 92

   

Volodymyr Zubchenko


Courses taught:

Course nameSpecialityYear of study
Calculations reinsuranceActuarial and Financial Mathematics / Correspondence DepartmentMaster - 1
Financial Mathematics Stock MarketStatistics Master - 1
Building a life expectancy tablesActuarial and Financial Mathematics / Correspondence DepartmentMaster - 1
Calculations reinsuranceActuarial and Financial Mathematics Master - 1


Education:
  • 2012: Candidate of sciences in physics and mathematics (PhD), Taras Shevchenko National University of Kyiv, Ukraine. Theses title: Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion and Poisson measures. Supervisor: Prof. Dr. Yu. S. Mishura
  • 2010: Certificate on the right to conduct actuarial calculations and certify them of the State Committee for Regulation of Financial Services Markets of Ukraine
  • 2010 now: student of the British Institute of Actuaries
  • 2008: Master of Statistics, speciality Financial and Actuarial Mathematics. Diploma with Highest Honors. Taras Shevchenko National University of Kyiv, Ukraine.
  • 2006: Bachelor of Mathematics, speciality Statistics. Diploma with Highest Honors. Taras Shevchenko National University of Kyiv, Ukraine.
  • 2002: Certificate with Highest Honors about secondary education of the Scientific-Natural lyceum #145
Areas of research and interest:
  • Actuarial mathematics and risk management
  • Stochastic differential equations with non-Lipschitz diffusion and Poisson measures
  • Stochastic models involving fractional Poisson process
  • Stochastic interest rate models in financial and actuarial mathematics
Societies:
  • Head of the Council of Young Scientists of Mechanics and Mathematics faculty
  • Head of the Education Committee of the Society of Actuaries of Ukraine
Awards and Fellowships
  • Gratitude for the active work of Zubchenko V.P.: decision of personnel Commission of Kyiv National Taras Shevchenko University on 18 May 2016
  • Academic scholarship of the President of Ukraine
  • Winner of the Humboldt Kolleg Mathematics and Life Sciences: Possibilities, Interlacements and Limits
  • Best reporter of International conferences Lomonosov (Moscow, Russia) and Shevchenkivska Vesna (Kyiv, Ukraine)
  • Diploma of the I degree of the All-Ukrainian competition of scientific works in the section Mathematical sciences
  • Scholar of Zavtra.UA (Future of Ukraine) scholarship program of Viktor Pinchuk Foundation
  • Participant of more than 15 International conferences.
  • Participant of the Fifth Yalta Annual Meeting Yalta European Strategy

Conferences

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Publications

    • Textbooks and tutorials
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    • Articles
      • 2016
        • .. ̳ .. " 㳿". ³ , 㳿, pp. 59 - 64, - 2016
        2014
        • Yu. Mishura, G. Rizhniak, V. Zubchenko "European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process". Modern Stochastics: Theory and Applications, Vol.1, Iss.1 pp. 95 - 108, - 2014
        2013
        • V. Zubchenko and Y. Mishura, "Properties of integrals with respect to fractional Poisson process with the compact kernel". Theory Probab. Math. Stat. 89, pp. 130 - 139, - 2013
        2011
        • V.P. Zubchenko and Yu.S. Mishura, "Rate of convergence in the Euler scheme for stochastic ifferential equations with non-Lipschitz diffusion and Poisson measure". Ukr. Math. J. 63, No. 1, pp. 49 - 73, - 2011
        • V.P. Zubchenko, "Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures". Theory Probab. Math. Stat. 82, pp. 11 - 26, - 2011
        2009
        • V.P. Zubchenko and Yu.S. Mishura, "Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure". Theory Probab. Math. Stat. 80, pp. 43 - 54, - 2009
        • V. Zubchenko, "Limit behaviour of the long-term return in an extended Cox-Ingersoll-Ross stochastic interest rate model". Visnyk, Section Math. and Mech., Kyiv Taras Shevchenko University, 21, pp. 38 - 42, - 2009
        2007
        • V. Zubchenko, "Long-term returns in stochastic interest rate models". Theory of Stochastic Processes, 13 (29), No. 4, pp. 247 - 261, - 2007

      First name: Volodymyr
      Surname: Zubchenko
      Date of birth: 17 May 1985
      Citizenship: Ukraine
      Address:
      Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, 64 Volodymyrska str., Kyiv, 01601, Ukraine
      E-mail: zubchenko@univ.kiev.ua
      Tel: (+380) 44 2590392
      Fax: (+380) 44 2590392
      Languages: English, Ukrainianand Russian
      Current position:
      Lecturer, junior scientific researcher, Department of Probability Theory, Statistics and Actuarial Mathematics