ICFS-Plus: Actuarial Software for the Property and Causality Insurance Industry

Dr. Nikolai Volodin

  • PhD (Mathematics)
  • MSc (Hons)


Dr. Nikolai Volodin has an M.Sc. (Hons) from the Tashkent State University and a PhD in Probability and Statistics from the Institute of Mathematics in Tashkent. He has a distinguished academic record including book published in Springer – Verlag and more than 35 scientific papers published in the leading statistical and mathematical journals.


Some of Dr Volodin practical experience in statistical analysis and modelling, lecturing and computing is outlined below:

Statistical analysis

  • Application of time series statistical procedures to seismogram analysis and event identification.
  • Research and development of multidimensional psychometric models with estimated latent variables. EM algorithm and Monte Carlo simulations were the main tools in this investigation,
  • Statistical analysis in a number of Australian and international projects for students’ abilities assessment.
  • Statistical analysis for mortgages and small to medium business portfolios.

Computing

  • Extensive use of Microsoft ACCESS, Excel, Word and familiarity with PowerPoint.
  • Extensive use of statistical packages SAS, SPSS, familiarity with SPlus and Minitab.
  • Extensive use of SQL Server, Oracle and DB2 with Brio and Golden.
  • Programming in VBA, C++, some use of Visual Basic for Excel.
  • Experience with Matematika, MAPL, Tex and LaTex.

Lecturing

  • Delivered courses of Mathematical Analysis, Statistics and Probability, and Operations Research to under graduated students.
  • For post graduated students delivered such special courses as Theory of Games, Time Series Analysis, Discrete Analysis, Queuing Theory and others.
  • Supervised a number of Master Degree students and two students making their PhD.

Outside of work, he enjoys going to the Opera, Reading, Gardening, Tennis.

Published Books and Papers

AZLAROV, T. A., VOLODIN, N. A. Characterization problems associated with the exponential distribution. Springer-Verlag, New York Inc., 1986, iv + 137 p.


VOLODIN, N. A. Spherically symmetric logistic distribution. Journal of Multivariate Analysis, Vol. 70, No. 2 (1999), pp. 202 – 206.


VOLODIN, N. A. Multinomial coefficients modulo a prime. Proceedings of the American Mathematical Society, Vol. 127, No. 2 (1999), pp. 349 – 353.


VOLODIN, N. A. Number of Multinomial Coefficients not Divisible by a Prime. Fibonacci Quarterely, Vol. 32 , No. 3 (1994), pp. 402 – 406.


VOLODIN, N. A., KOTZ, S., JONSON, N. L. Use of moments in distribution theory: a multivariate case. Journal of Multivariate Analysis, Vol. 46, No. 1 (1993), pp. 112 – 119.


VOLODIN, N. A., UMAROV, A. YU. On the stability of some characte-rization properties of geometrical and exponential distributions. Theory of Probability and its Applications, Vol. 36, No. 4 (1991), pp. 848 – 849.


VOLODIN, N. A. On random sums of independent identically distributed random vectors with zero means. Journal of Soviet Mathematics, Vol. 59, No. 4 (1992), pp. 885 - 890.


VOLODIN, N. A. Distribution mod of polynomials coefficients. Mathematical Notes, Vol. 45, No. 3 (1989), pp. 195 - 199.


VOLODIN, N. A. On some classes of spherically symmetric distributions. Stability Problems for Stochastic Models, Journal of Soviet Mathematics, Vol. 57, No. 4 (1991), pp. 3189 - 3192.


VOLODIN, N. A., SHUKURLAEVA, SH. KH. Rate of convergence of random sums of random vectors to Marshall-Olkin distribution. Stability Problems for Stochastic Models (Moscow, 1987), Journal of Soviet Mathematics, Vol. 47, No. 5 (1989), pp. 2681 - 2684.


VOLODIN, N. A., UMAROV, A. YU., SHUKURLAEVA, SH. KH. Characterization properties of a multidimensional exponential distribution and their stability. Stability Problems for Stochastic Models (Varna, 1985), Journal of Soviet Mathematics. Vol. 47, No. 1 (1989), pp. 2299 - 2302.


AZLAROV, T. A., VOLODIN, N. A. Two estimates of the closeness of distributions with monotone failure rates to an exponential distribution. Serdica, Vol. 9, No. 2, 1983, pp. 218 - 222.


AZLAROV, T. A., VOLODIN, N. A. On the discrete analog of Marshall-Olkin's distribution. Stability Problems for Stochastic Models. Lecture Notes in Mathhematics, Vol. 982, Springer, Berlin - New York, 1983, pp. 17 - 23.


AZLAROV, T. A., VOLODIN, N. A. Laws of large numbers for identically distributed Banach-space valued random variables. Theory of Probability and its Applications, Vol. XXVI, No. 3 (1981), pp. 573 - 580.