BOGDAN V. NORKIN

Biography

B.V. Norkin was born in 1980 in Kyiv. In 2003, he graduated from the Faculty of Mechanics and Mathematics of Kyiv State University named after Taras Shevchenko, majoring in "statistics", and in 2006 finished post-graduate studies at V.M.Glushkov Institute of Cybernetics of the National Academy of Sciences of Ukraine. He has been working at this institute since 2005. In 2011-2014, he studied at the doctoral program of the institute. Since 2016, he has held the position of a senior researcher in the Department of Methods and Technological Means of Building Intelligent Software Systems (No. 155). In 2006, he defended his thesis for the degree of candidate, and in 2015 - Doctor of Physical and Mathematical Sciences with the specialty 01.05.01 - theoretical foundations of informatics and cybernetics.

From 2009 to 2018, he worked part-time as a senior lecturer at the Faculty of Informatics at the National University of Kyiv-Mohyla Academy. Since 2019, he has been working part-time as an associate professor of the Department of Applied Mathematics of the National Technical University "Kyiv Polytechnic Institute named after Igor Sikorsky". Published more than 50 scientific works. Laureate of the award of the President of Ukraine for young scientists in 2015 for the research of mathematical models of the insurance business.

Science achievements

1. Derived and investigated general integral equations and systems of integral equations describing the probability of bankruptcy (of an insurance company) as a function of available insurance reserves.
   • Norkin B.V. A system of integral-differential equations for the probability of bankruptcy of a risk process in a Markovian environment // Teoriya optymalnyh rishen (Theory of optimal decisions), N.Z.Shor (Ed.). Kyiv: V.M.Glushkov Institute of Cybernetics, 2002. P. 21-29. (in Russian).
2. Necessary and sufficient conditions for existence and uniqueness of solutions of integral equations of actuarial mathematics were obtained.
   • Norkin B.V. Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics. Cybern Syst Anal 42, 743–749 (2006). https://doi.org/10.1007/s10559-006-0113-4
3. A successive approximation method for solving integral equations of actuarial mathematics was validated, when the operator of the equations may be incompressible.
   • Norkin B.V. Method of Successive Approximations for Solving Integral Equations of the Theory of Risk Processes. Cybernetics and Systems Analysis 40, 517–526 (2004). https://doi.org/10.1023/B:CASA.0000047873.39492.ba
   • Norkin B.V. The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment. Cybern Syst Anal  40 (2004),  917–927. https://doi.org/10.1007/s10559-005-0031-x
   • Norkin B.V. On Calculation of Probability of Bankruptcy for a Non-Poisson Risk Process by the Method of Successive Approximations // J. of Automation and Information Sciences, Vol. 37 (2005), No. 4, pp. 48-57, DOI: 10.1615/J Automat Inf Scien.v37.i4.70
   • Norkin B.V. The method of successive approximation applied to find the probability for an insurance company with random premiums. Cybern Syst Anal 42(2006), 98–110. https://doi.org/10.1007/s10559-006-0042-2
   • Norkin B.V. On solution of the basic actuarial integral equation by a successive approximation method / Ukrainian Mathematical J., Vol. 59 (2007), pp. 1689-1698. https://doi.org/10.1007/s11253-008-0033-8
4. Stochastic optimization mathematical models of the insurance business were developed.
   • Norkin B.V. Mathematical models for insurance business optimization. Cybernetics and Systems Analysis, 47(1), 117–133 (2011).  doi:10.1007/s10559-011-9295-5
   • Norkin B.V. On optimization of insurance portfolio. Applied Statistics. Actuarial and Financial Mathematics (Donetzk State University, Ukraine). №1-2, 2011, P. 197-203.
   • Norkin B.V. Systems simulation analysis and optimization of insurance business  // Cybernetics and Systems Analysis. – Vol. 50(2014). – No. 2. – P.260-270. doi:10.1007/s10559-014-9613-9
   • Ermoliev Y.M., Norkin V.I., Norkin B.V. Stochastic optimization models of actuarial mathematics // Cybernetics and Systems Analysis, 2020, Vol. 56, No. 1, - P.58-67. https://doi.org/10.1007/s10559-020-00221-0
5. A parallel method of statistical modeling of risk processes describing the stochastic evolution of an insurance company's capital has been developed.
   • Norkin B.V. Paralellization of methods for the assessment of the risk of bankraptcy of an insurance company // Teoriya optymalnyh rishen (Theory of optimal decisions), - Kyiv: V.M.Glushkov Institute of Cybernetics, 2010. – P. 33-39. (in Russian).
   • Norkin B. Parallel computations in insurance business optimization //Proceedings of the 1-st International Conference on High Performance Computing (HPC-UA 2011, October 12-14, 2011, Kyiv, Ukraine). Kyiv: National Academy of Sciences of Ukraine, 2011. P. 33-39.
   • Norkin B.V. On the GPU usage for actuarial calculations // Kompyuterna matematika. Kiev: V.M.Glushkov Institute of Cybernetics, 2012. – No. 2. – P. 107-115.
   • Norkin B.V. On performing actuarial calculations on GPU // Visnyk NTUU “KPI”. Informatika, upravlinnya ta obchislyuvalna tehnika. Collection of scientific papers. Kiev: Vek+, 2012. – N 56. – P. 113-119.
   • Norkin B.V. On actuarial calculations by means of graphical accelerators // Proceedings of the 2-nd International conference «High performance computing» (HPC-UA 2012, Ukraine, Kyiv, 8-10 October, 2012). Kyiv: National Academy of Sciences of Ukraine, 2012. P.268-274. (In Russian).
   • Norkin B.V. Optimization of an insurance business using parallel GPU accelerated simulations // Teoriya optimalnyh rishen. - Kiev: V.M.Glushkov Institute of Cybernetics, 2013. – P. 35-41. (In Russian).
6. Bellman's optimality equations for the optimal management of the insurance company's dividend policy are obtained and the method of successive approximations for their solution is substantiated.
   • Norkin B.V. Stochastic optimal control of risk processes with Lipschitz payoff functions // Cybernetics and Systems Analysis. – Vol. 50 (2014). – No. 5. – P.774-787. https://doi.org/10.1007/s10559-014-9668-7
   • Norkin B.V. On Stochastic Optimal Control of Discrete-time Risk Processes // Journal of Automation and Information Sciences. – Vol. 46 (2014). – Issue 10. – P.30-44. DOI: DOI: 10.1615/JAutomatInfScien.v46.i10.40
7. The method of statistical approximation of multi-criteria stochastic optimization problems has been developed and substantiated.
   • Norkin B.V. Parallel information technology for solving multiobjective stochastic optimization problems // Proceedings of the 4-th International conference «High performance computating» (HPC-UA 2014, Ukraine, Kyiv, October 14, 2014). Kyiv: National Academy of Sciences of Ukraine, 2014. P.79-87. (In Russian).
   • Norkin B.V. Information technology for multiobjective stochastic optimization // Kompyuterna matematika. Kiev: V.M.Glushkov Institute of Cybernetics, 2014. – No. 2. – P. 148-153. (In Russian).
   • Norkin B.V. Sample approximations of multiobjective stochastic optimization problems // Optimization online, November 2014. 
   • Norkin B.V. Statistical approximation of multicriteria stochastic optimization problems // Dopovidi NASU. – 2015. – № 4. – P. 35-41. https://doi.org/10.15407/dopovidi2015.04.035
   • Norkin B.V. On the approximation of vector optimization problems // Kibernetika I vychislitelnaya tehnika. – Issue. 179. – 2015. – P. 35-42.

APPLIED WORKS

1. A software system for modeling, dynamic financial analysis and multi-criteria optimization of the insurance business was developed, using official data from the quarterly reports of insurance companies.
   • Norkin B.V. Random Search of Multicriterion Optimum in Insurance // Theoretical and Applied Aspects of Cybernetics. Proceedings of the 4-th International Scientific Conference of Students and Young Scientists. – Kyiv: Bukrek, 2014. – P.176-187.
   • Norkin V.I., Norkin B.V., Magdenko I.G. Numerical modeling of the insurance business by the Markov chain method // Teoriya optimalnyh reshenii. - Kyiv: V.M. Glushkov Institute of Cybernetics, 2016. P.114-122.
   • Norkin B.V. On identification of an insurance company dynamic financial analysis models // Kompyuterna matematika. Kiev: V.M.Glushkov Institute of Cybernetics, 2013. – No. 2. – P. 24-33.
2. A software system for visual search of Pareto-optimal data in large data sets has been developed.
   • Norkin B. Visual Evolutionary Search for the Pareto-Optimal Data // Naukovi zapysky. Vol. 190, Computer science / National university "Kyiv-Mohyla academy". 2016. P. 36-40.