Research Fellow
Edgeworth Centre for Financial
Mathematics
School of Mathematical Sciences
University College Cork
Cork, Ireland
Phone: (+353) 21490-3410
Email: g.temnov@ucc.ie
Publications and Preprints
G. Temnov
(2004)
Risk process with random income
Journal of Mathematical Sciences. 121, No. 2. P. 236 - 244
G. Temnov
(2007)
Risk models with stochastic income of premiums as extensions of the
collective risk theory
In: "Selected Topics of Insurance Mathematics" - Editors: V.Korolev,
R.Norberg, H.Schmidli. VSP Utrecht. To appear (accepted)
G. Temnov and
R. Warnung (2008)
A comparison of loss aggregation methods for operational risk
Journal of Operational Risk 3 (1), p. 3 - 23.
[PDF]
P. Schaller
and G. Temnov (2008)
Fast and efficient computation of convolutions: applying FFT to heavy
tailed distribution
Computational Methods in Applied Mathematics 8 (2), p. 187 – 200.
[PDF]
G. Temnov
(2008)
Managing operational risk: methodology and prospects
Proceedings of the Workshop on Mathematical Control Theory and Finance.
Springer – Business, Economics and Statistics, p. 397-417.
[PDF]
P. Shevchenko
and G. Temnov (2009)
Modelling operational risk data reported above a time varying threshold
Journal of Operational Risk 4 (2), p. 19 - 42. [PDF]
Available at http://arxiv.org/ - reference number arXiv:0904.4075
G. Temnov and
S. Kucherenko (2009)
An approach to actuarial modelling with Quasi-Monte Carlo: simulation
of random sums depending on stochastic factors
Informatics and its Applications, 3 (3), p. 40 – 46.
P. Grandits
and G. Temnov (2009)
A global consistency result for the two-dimensional Pareto distribution
in the presence of mis-specified inflation
Finance and Stochastics, 14 (4), 569-591
[PDF]
P. Grandits,
R. Kainhofer and G. Temnov (2010)
On the impact of hidden trends for a compound Poisson model with
Pareto-type claims
International Journal of Theoretical and Applied
Finance, 13 (6), 959-978
[PDF]
Curriculum Vitae
Highschool
High Scholl N206 of
St.-Petersburg (class of Physics and Mathematics) (1986/95)
University Studies
Applied Mathematics (postgraduate
studies), St.-Petersburg University of Architecture and Civil Engineering
(2000/04)
Department of Astronomy,
St.-Petersburg State University (1995/2000)
Degrees
PhD in applied mathematics
(approved by Higher Appraisal Committee of Russian Federation) (2004)
Master Diploma in astronomy and
mathematics from the SPb State University (2000)
Positions
1999/2000: St.-Petersburg State
University: Assistant researcher at the Department of Astronomy
2000/2004: St.-Petersburg
University of Architecture and Civil Engineering: Assistant teacher at the
Department of Applied Mathematics
2000/2006: "Golden
Telecom", Inc.: manager for business analytics
2006/2008: Vienna University of
Technology: postdoctoral researcher for financial and actuarial mathematics
2009/-: University College Cork:
research fellow for financial and actuarial mathematics
- Edgeworth
Centre for Financial Mathematics at the University College
Cork