People

Laboratory director

Pavel Shevchenko

Prof Pavel Shevchenko
Since August 2016, Pavel Shevchenko has been a Professor in the Department of Applied Finance and Actuarial Studies at Macquarie University. Prior to joining Macquarie University, Prof Shevchenko worked at CSIRO Australia (1999-2016), holding a position of Senior Principal Research Scientist (2012-2016). Since 1999, Prof Shevchenko has worked in the area of financial risk, leading research and industry commercial projects on: modelling of operational and credit risks; longevity and mortality, retirement products; option pricing; insurance; modelling commodities and foreign exchange; and the development of relevant numerical methods and software.

Members

Prof Stefan Trueck, Macquarie University
Prof David Pitt, Macquarie University
Prof Leonie Tickle, Macquarie University
Dr Nino Kordzakhia, Macquarie University
Dr Jiwook Jang, Macquarie University

Research Associates/Postdoctoral Fellows

Dr Xiaolin Luo, 2017-2018
Dr Johan Andreasson, 2017-2018
Dr Wei Wu, UNSW, 2016-2019
Dr Simon Fung, CSIRO, 2016-2017

Affiliated members

Prof Gareth Peters, Heriot-Watt University, Edinburg
Dr Robert Bursill, Owner and Director at Vector Risk Pty Ltd
Prof Youri Kabanov, University of Franche-Comté (Besançon)
Prof Pierre Del Moral, INRIA Bordeaux
A/Prof Artem Prokhorov, University of Sydney Business School
Dr Alex Sava, Director, Aeris Environmental Ltd

Visitors

Prof Jean-Pierre Fouque (University of California Santa Barbara, 2019)
Andreas Lichtenstern (Munich TU), February-July 2018
Prof Youri Kabanov (University of Franche-Comté), November 2017
Dr Man Chung Fung (CSIRO), September 2016 - September 2017
Dr Jonas Hirz (Vienna TU), December 2016

PhD students

Peilun He, Macquarie University, 2020-23
Jun Han, Macquarie University, 2021-2024
Nikolay Bondarenko, Macquarie University and Moscow State University, 2019-2021
Johan Andreasson, UTS, 2014-2017
Jin Sun, UTS, 2016-2019

MRes students

Jun Han, Macquarie University, 2020
Peilun He, Macquarie University, 2019
Jie Zhu, Macquarie University, 2017
Denny Wan, Macquarie University, 2018

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