Curriculum Vitae Prof Pavel Shevchenko

Curriculum Vitae

Prof Pavel Shevchenko

Postal address: CSIRO Level 4, 11 Julius Ave, North Ryde, NSW, 2113, Australia, 1670, Australia. ph: (612) 93253218; e-mails: [email protected] and [email protected] w: http://people.csiro.au/S/P/Pavel-Shevchenko.aspx http://scholar.google.com.au/citations?user=fizvQI4AAAAJ&hl=en

Short Bio Prof Pavel Shevchenko is a Senior Principal Research Scientist in CSIRO (The Commonwealth Scientific and Industrial Research Organisation of Australia). Prof Shevchenko joined CSIRO in 1999 to work in the area of financial risk. He leads research and 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. He received a MSc from Moscow Institute of Physics and Technology, and Kapitza Institute for Physical Problems in 1994; a PhD from The University of New South Wales in 1999 in theoretical physics. He is currently an Adjunct Professor at the University of NSW, adjunct Professor at University of Technology Sydney, and Honorary Senior Research Associate in University College London. He is also associate editor of international journals (RISKS and Journal of Operational Risk) and member of retirement incomes working group in the Institute of Actuaries of Australia and Industry Advisory Board at University of Technology Sydney. Prof Shevchenko has published extensively in academic journals, consults for major financial institutions and is a frequent presenter at industry and academic conferences. His publication records include one book monograph, two co- authored monographs, two book chapters, over 60 journal papers and over 80 technical reports.

Education  Ph.D. 1999 in theoretical physics on strongly correlated many body systems, the University of New South Wales, Australia  MSc with Honours (“Red Diploma”) 1988-1994 in applied mathematics and physics, Moscow Institute of Physics and Technology, and Kapitza Institute for Physical Problems of Russian Academy of Sciences

Employment History  1999-current: CSIRO Sydney (leading financial risk projects since 2005)  2012-current: Senior Principal Research Scientist (CSOF level 8) CSIRO Computational Informatics (Data61, since 2016)  2005-2012: Principal Research Scientist (CSOF level 7) CSIRO Mathematics, Informatics and Statistics  2002-2005: Senior Research Scientist (CSOF level 6) CSIRO Mathematical and Information Sciences  1999-2002: Research Scientist (CSOF level 5) CSIRO Mathematical and Information Sciences  1996-1999: PhD researcher (full time), The University of NSW, Sydney  1996-1999: tutor (part time), The University of NSW  1997-1998: researcher (part-time), The University of Sydney, Sydney  1997-1998: researcher (part-time), The University of Technology, Sydney. Project for Balzers Ltd, R&D Analytical Instruments, Liechtenstein  1996: researcher (part-time), School of Physics, The University of NSW  1992-1996: researcher, Kapitza Institute for Physical Problems of Russian Academy of Sciences

Honorary/Adjunct appointments  Adjunct Professor, School of Mathematics and Statistics UNSW (since 2013-2017)  Adjunct Professor, School of Mathematical Sciences UTS (2011-2012, 2015-2018)  Honorary Senior Research Associate, Department of Statistical Science, University College London (2012-2016) Page 1

Professional associations/activities  Member of the Industry Advisory Board at the University of Technology Sydney (since 2016)  Associate Editor of the Journal of Operational Risk, Incisive Media Risk.Net, London (since 2010)  Associate Editor of the international journal RISKS, MDPI Switzerland (since 2016)  Member of Retirement Incomes Working Group, Institute of Actuaries of Australia (since 2014)  Co-founder of Quantitative Risk Solutions Lab, UNSW (2010-2012), University College London (since 2012)  Committee on Risk Analysis in the International Statistical Institute (2010-2012)  Society of Risk Analysis – Australia & New Zealand (2010-2012)  The Statistical Society of Australia (2010-2012)  Q-group – Australian association of practitioners and researchers in finance (since 2000)

Awards  Newton Turner Award: CSIRO OCE award, 2012  OCE postdoc award: CSIRO OCE funding for postdoc, 2014  Partnership Excellence Award: CSIRO Mathematical and Information Sciences, 2009  Go for Growth Award: CSIRO Mathematical and Information Sciences, 2007  Partnership Excellence Award: CSIRO Mathematical and Information Sciences, 2006  Service from Science Award: CSIRO Mathematical and Information Sciences, 2004  Recognition Awards: CSIRO Mathematical and Information Sciences: 2003, 2004  Award for Postgraduate Excellence in Physics at UNSW in 1998  Three Gordon Godfrey awards in Theoretical Physics at UNSW in 1997, 1998, 1999  Overseas Postgraduate Research Scholarship from Australian Government, 1996-1999  Two Landau awards from Forschungszentrum Zulich GmbH, Germany, 1994-1996  Landau Theoretical Minimum, Kapitza Institute, Russian Academy of Sciences, 1992

Computer proficiency  Programming in C/C++/C#, VBA, Fortran  Statistical and mathematical software: MS Excel, Matlab, Mathematica, S-Plus, R, Fastflo

Areas of Expertise  Finance  operational risk, credit risk, market risk  commodities and FX markets  non-life insurance  life insurance, longevity/mortality/annuities  exotic options pricing  portfolio asset allocation

 Related statistical/mathematical methods  Bayesian and frequentist methods  Monte Carlo methods, Markov chain Monte Carlo, Sequential Monte Carlo  data analysis (statistical learning methods, time-series analysis)  dependence modelling (copula models)  multi-factor models  state-space models  optimal stochastic control  modelling extreme events  Partial Differential Equation methods

Page 2 Referees (who jointly can comment on all aspects of my work):

1. Prof Paul Embrechts, e-mail: [email protected] ph +41-44-632 3419 Department of Mathematics ETH Zurich, Director of RiskLab ETH Zurich

2. Prof Robert Kohn, e-mail: [email protected] ph: +61 2 9385 2150 Scientia Professor, School of Economics UNSW

3. Prof Erik Schlogl, e-mail: [email protected] ph: +61 2 9514 7785 Director Quantitative Finance Research Centre, UTS Business School

4. Dr Gareth Peters, email: [email protected] [email protected] Department of Statistical Science University College London, UK

5. Prof Spiro Penev, email: [email protected] ph: 02-93857023 Head of Statistics, School of Mathematics and Statistics UNSW

6. Prof Uwe Schmock, email: [email protected] ph: +43 1 58801 10510 Deputy Head of Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology

7. Prof John Jarratt, e-mail: [email protected] ph: +02 9303 8126 Head of Credit and Operational Risk Modelling, Commonwealth Bank of Australia

8. Prof Murray Cameron e-mail: [email protected] ph: +61 2 9514 1501 Director UTS Industry Doctorates. Murray was Chief of CSIRO Division (Mathematical and Information Sciences) 2000-2008 and worked in CSIRO till 2014. He knows most of my projects I did in CSIRO since 1999 and also supported my CSIRO promotions in 2002, 2004, 2005 and 2007.

9. Dr Frank De Hoog e-mail: [email protected] ph: 02-6216 7252 Chief Scientist, CSIRO Digital Productivity. Frank was my team and program leader during some periods after I joined CSIRO in 1999, he was also Science Director of our division of Computation Informatics until major CSIRO restructure last year. He knows most of my work I did in CSIRO since 1999 and also supported all my promotions in CSIRO.

10. Prof Louise Ryan, e-mail: [email protected] ph : (02) 9514 2275 Distinguished Professor of Statistics UTS; Deputy Director of ARC Centre of Excellence in Mathematical & Statistical Frontiers. Chief of CSIRO Mathematical and Information Sciences 2009-12. She knows most of my projects I did in CSIRO during 2009-2012 and also supported my promotion to Senior Principal Research Scientist in 2012.

Page 3 External projects and grants

Australian Research Council (ARC) discovery grant “Frontiers in inference about risk” (DP160103489), 2016-2019, $370,000: A/Prof Penev (UNSW) and Prof Shevchenko. The project is on analysis of different risk measures and related multi-period optimization problems, online analysis and forecasting for locally stationary time series using novel wavelet-based inference methods for applications in finance. External (fully commercial) consulting projects (over $9 mln industry funding since 2005). These are the projects where Prof Shevchenko played key leadership role. He liaised and established most of these projects starting from first contact to the client to the completion.  (2015-2017) operational risk modelling for Suncorp bank, $168K.  (2015) estimation of operational risk distribution tail parameters for Suncorp bank, $31K  (2015) modelling labour times for Insurance Australia Group, $78K  (2013-2014) operational risk for Suncorp Bank, $126K  (2013-2014) operational risk for Suncorp group, $52K  (2013) Interim Report on Retirement Benefits System for Department of Human Services, $93K.  (2011-2012) option pricing models for Commonwealth Bank of Australia, $200K.  (2011) operational risk capital modelling for Westpac bank, $90K.  (2010) modeling labour times for Insurance Australia Group, $60K.  (2009-2010) operational risk modelling for Commonwealth Bank of Australia, $60K.  (2010) quantification of electricity failures for Australian Energy Market Operator, $25K.  (2008) risk assessment of fuel carrying policy for Qantas, $80K.  (2007-2008) modeling of margin lending risk for Australia&New Zealand bank, $120K.  (2006) development of risk engine for operational risk for Australia&New Zealand bank, $135K.  (2005) operational risk modeling for Australia&New Zealand bank, $20K.  (2005) option pricing algorithm for interest rate products for StGeorge bank, $50K.  (2004-2008) credit risk modelling for Commonwealth Bank of Australia, $300K.  (2004-2008) software development of operational risk system for Commonwealth Bank, $3.5K.  (2004) review of option pricing algorithms for National Australia Bank, $150K.  (2003-2004) development of prototype operational risk model for Commonwealth Bank, $150K.  (2000-2001) review of operational risk system for Commonwealth Bank of Australia, $100K.  (1999-current) development of option pricing commercial software Reditus sold as plugin libraries for GFI Fenics FX. $100K - 2005/2006; $100K - 2006/2007; $150K - 2007/2008, $250K - 2008/2009; $500K - 2009/2010; $400K – 2010/2011; $400K – 2011/12; $400K – 2012/13; $400K – 2013/14; $500K – 2014/15; $500K – 2015/16.

CSIRO-Monash $9mln superannuation research cluster (2014-2017). In the cluster, Prof Shevchenko leads projects on mortality/longevity modeling, life-cycle utility models and retirement products for applications in pension industry. There are 7 industry partners (pension funds, asset management and annuity providers) and support from government departments (Federal Treasury, ATO, ABS). Endeavour Research Fellowships ($24.5K each) from Department of Education for overseas PhD students to visit Prof Shevchenko in CSIRO; 2014 – two fellowships for PhD students from Vienna TU and UCL, 2015 – one fellowship for PhD student from UCL. Newton Turner Award (2012-2013, $35K), OCE CSIRO grant for professional development. CSIRO OCE Postdoc (2014-2017, $276K), OCE CSIRO grant for postdoc.

Page 4 Other Contributions to Academic Field

Invited research visits to overseas Universities/research centres (with external support provided)  Institute of Statistical Mathematics, Tokyo, 2015 (hosted by Prof Tomoko Matsui)  Oxford Man Institute, 2015 (hosted by Prof Marek Musiela)  University of California, 2014 (hosted by Prof J-P Fouque)  Columbia University, 2014 (hosted by Prof Emanuel Derman)  Rutgers University, USA, 2014 (hosted by Prof A. Ruszczynski)  Chinese Academy of Sciences, Peking University; Beihang University, Beijing 2014 (hosted by Prof Jianming Xia, Prof Jingping Yang, Prof Lihong Zhang)  Federal Reserve Bank of Richmond USA 2012 (hosted by Dr. B. Ergashev)  Zurich University of Applied Sciences 2012 (hosted by Prof J. Hinz)  INRIA Bordeaux, 2012 (hosted by Prof P. Del Moral)  New York University, Stern School of Business 2012, 2014 (hosted by Prof M. Pinedo)  University College London 2012, 2015 (hosted by Dr. Gareth Peters)  University of Nice - Sophia Antipolis 2012 (hosted by Dr Sylvain Rubenthaler)  Swiss Federal Institute of Technology Zurich 2006, 2008, 2009 (hosted by Prof. P. Embrechts)  Vienna University of Technology 2006, 2007, 2008, 2010, 2015 (hosted by Prof U. Schmock)  Vienna Institute of Finance 2011 (hosted by Dr Eberhard Mayerhofer)  Geneva University 2006 (hosted by Prof E. Ronchetti)  Keio University 2005, 2009 (hosted by Prof. R. Shibata)

Recent conference/workshop organized  UNSW-CSIRO international workshop “Risk: modelling, optimisation and inference”. 11-12 December 2014. Workshop organisers: Prof P. Spiro, Prof P. Shevchenko, Prof M. Sherris, Prof R. Kohn and Prof P. Del Moral.  IMS-FPS (Institute of Mathematical Statistics - Finance Probability and Statistics) international workshop, Sydney, UTS, 3-5 July 2014. Local organizing committee.  CSIRO-UTS international workshop “Operational risk: models, methods and best practices”, Sydney, 4 December 2012. Workshop organisers: Prof Novikov and Prof Shevchenko  UNSW-CSIRO international workshop “Risk: modelling, optimisation and inference”. 2 July 2012. Workshop organisers: Prof Spiro and Prof Shevchenko.  Conference “Stochastic Methods in Finance, Insurance and Statistics”, 8-13 December 2015, Australia. Organising Committee: Alex Novikov (UTS), Juri Hinz (UTS), Kostya Borovkov (The University of Melbourne), Pavel Shevchenko (CSIRO Sydney) and Erik Schlogl (QFRC-UTS).

International visitors hosted  Prof Uwe Schmock (Vienna University of Technology, 2014)  Prof P. Del Moral (INRIA 2013)  Prof D. Dentcheva (Stevens Institute of Technology USA, 2012)  Prof A. Ruszczynski (Rutgers University USA, 2012)  Dr B. Ergashev (Federal Reserve Bank US, 2012)  Prof H-J. Lüthi (ETH Zurich 2011)  Prof P. Embrechts (ETH Zurich 2006, 2012); Prof M. Wüthrich (ETH Zurich 2007)  Prof A. Doucet (UBC 2010)  Prof R. Shibata (Keio Uni 2007, 2009)  Dr G. Peters (University College London 2013, 2014)  Dr J. Randal (Wellington University 2009); Dr M. Briers (QinetiQ 2009)  Dr J. Cornebise (UBC 2010)  Dr P. Thomson (Statistics Research Associates 2009)  Dr Luiz Ozorio (IBMEC Brazil 2013); Dr Peng Hu (Oxford 2013)  Prof J. Hinz (ETH Zurich 2007)

Page 5 Students supervised

(Prof Shevchenko has been a primary CSIRO supervisor for all students listed below and in some cases also listed as University supervisor through adjunct University appointments)

PhD Students  Gareth Peters (UNSW 2007-09), PhD student with UNSW Prof. S. Sisson “Advanced Monte Methods for risk estimation”.  Jonas Hirz (Vienna University of Technology 2012-2015), PhD student from Vienna TU with Prof Uwe Schmock “Advanced Conditional Risk Measurement and Risk Aggregation with Applications to Credit and Life Insurance”.  T. Ling (UTS 2010-13), PhD student jointly with UTS Prof A. Novikov “Backtesting of option pricing models”.  T. Leach (UNSW 2012-15), PhD student UNSW Dr G. Peters “Modelling commodity futures panel data”.  A.Tooman (UTS, 2012-2015), IDTC PhD student with Prof E. Schlogl, “Credit risk modelling”.  L.Dong (UTS 2012-2015), PhD student with UTS Prof Novikov, “Pricing volume weighted average option”.  P.Veerhuis (UNSW 2012-2015), part time PhD student UNSW from APRA, “Central bank responses to the financial crisis and impact of the regulatory changes”.  R. Targino (UCL 2013-2016), PhD student jointly with UCL Dr G. Peters, “Advanced Monte Carlo methods for risk modelling”.  Nicholas Yap (UTS 2014-2015), PhD student jointly with UTS Prof J. Hinz, “Pricing variable annuities using convex switching optimal stochastic control”.  Johan Andreasson (UTS 2014-2017), IDTC PhD student (UTS supervisors Prof A. Novikov and Prof J.Hinz) “Superannuation and retirement planning modelling”.  Jin Sun (UTS 2016-2020), IDTC PhD student (UTS supervisor Prof Eckhard Platen) “Retirement incomes products”.

PhD students supported by Endeavour Research Fellowship from Department of Education:  Jonas Hirz (Vienna University of Technology 2014), PhD student from Vienna TU Prof Uwe Schmock “Modelling longevity risk and annuity portfolio using credit risk plus extended”.  Rodrigo Targino (University College London, 2015), PhD student UCL Dr Peters “Risk capital allocation via sequential Monte Carlo”.  Matthew Ames (University College London, 2016), PhD student UCL Dr Peters “Carry trade strategies in FX and commodity markets”.

MSc students:  Thomas Lo (Macquarie University, 2013), Macquarie University supervisor Dr N. Kordzhakia, “Pricing barrier options using Monte Carlo”.

Interns  K.Binkovski (Macquarie Uni and AMSI, 2009), “Modelling commodity futures panel data”.  C.Bocking (East Anglia Uni UK, 2008), “Stochastic volatility model for option pricing”.

Summer students  N.Warren (Melbourne Uni 2008), “Panjer recursion, FFT and Monte Carlo for calculation of compound distributions”.  C.Chen (Melbourne Uni 2008), “Portfolio asset allocation”.  H.Arnold (Uni of Sydney 2006), “Model selection of copula for financial data”.

Page 6 Publication List, Pavel Shevchenko

GoogleScholar profile: http://scholar.google.com.au/citations?user=fizvQI4AAAAJ&hl=en&oi=ao

Publication type Total Books (research monographs) 3 Book chapters 2 Refereed journal papers published 50 Refereed journal papers submitted 7 Refereed conference proceedings papers 8 Technical and client reports 83 Invited lectures/seminars/training courses (excl. CSIRO) 63 International conference presentations 47 Non-refereed media articles/white papers 6

Lifetime citation data GoogleScholar Lifetime citations 1130 h-index 19

Refereed publications

Books (research monographs) 1. M. G. Cruz, G.W. Peters and P.V. Shevchenko (2015). Fundamental Aspects of Operational Risk and Insurance Analytics: a Handbook of Operational Risk, Wiley. ISBN 978-1-118-11839-9, 899 pages. CSIRO EP1310869. 2. G.W. Peters and P.V. Shevchenko (2015). Advances in Heavy Tailed Risk Modeling: a Handbook of Operational Risk, Wiley. ISBN: 978-1-118-90953-9, 627 pages. CSIRO EP1312276. 3. P.V. Shevchenko (2011). Modelling Operational Risk Using Bayesian Inference. Berlin, Springer. ISBN: 978-3-642-15922-0, 302 pages. CSIRO EP092411.

Book chapters 1. P.V. Shevchenko (2014). Operational Risk. Chapter 7, pp. 119-140 in Investment Risk Management, edited by H. Kent Baker and Greg Filbeck, Oxford University Press, New York. ISBN: 9780199331963. CSIRO EP1311145. 2. P.V. Shevchenko and M.V. Wüthrich (2010). Operational Risk: Combining Internal Data, External Data and Expert Opinions. Chapter 13, pp. 401-437 in Rethinking Risk Measurement and Reporting, Volume II edited by Klaus Böcker, Risk Books, London. ISBN: 978-1-906348-50-2. CSIRO EP092498.

Page 7 Papers published in journals: The Journal of Derivatives; Insurance: Mathematics and Economics; ASTIN Bulletin; Quantitative Finance; Applied Stochastic Models in Business and Industry; Journal of Computational Finance; International Journal of Financial Engineering; Journal of Financial Engineering; Journal of Governance and Regulation; Methodology and Computing in Applied Probability; ANZIAM Journal; Applied Probability Trust; Numerical Algorithms; Journal of Operational Risk; Journal of Credit Risk; Physical Review E; Physical Review B; Physics Letters A.

Journal papers submitted waiting review 1. X. Luo, P.V. Shevchenko (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Submitted to international journal RISKS. CSIRO EP162724. 2. M. C. Fung, G. Peters and P.V. Shevchenko (2016). A unified approach to mortality modelling using state-space framework: characterization, identification, estimation and forecasting. Submitted to Annals of Actuarial Sciences. CSIRO EP162673. 3. J. Hirz, U. Schmock and P. Shevchenko and (2015). Crunching mortality and annuity portfolios with CreditRisk Plus. Submitted to Risk Magazine. Preprint, available at http://ssrn.com/abstract=2717518. CSIRO EP16159. 4. X. Luo and P.V. Shevchenko (2016). Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Stochastic Interest Rate. Submitted to Insurance: Mathematics and Economics. Preprint arxiv: 1602.03238 available on http://arxiv.org. CSIRO EP16500. 5. J. Hirz, U. Schmock and P. Shevchenko (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus. Submitted to ASTIN Bulletin. Preprint, available at SSRN: 2606203. CSIRO EP153795. 6. X. Luo, P.V. Shevchenko (2015). Valuation of capital protection options. Preprint arXiv:1508.00668 available on http://arxiv.org. CSIRO EP152777. 7. M. Ames, G. Bagnarosa, G.W. Peters, and P. V. Shevchenko (2015). Understanding the Interplay between Covariance Forecasting Factor Models and Risk Based Portfolio Allocations in Currency Carry Trades. Submitted to Journal of Forecasting. Available at SSRN: http://ssrn.com/abstract=2699020. CSIRO EP159012.

Page 8 Refereed journal papers 1. R.S. Targino, G.W. Peters, G. Sofronov and P.V. Shevchenko (2016). Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times. Methodology and Computing in Applied Probability. DOI: 10.1007/s11009-016-9493-8. CSIRO EP1312002. 2. T. G. Ling and P.V. Shevchenko (2016). Historical Backtesting of Local Volatility Model using AUD/USD Vanilla Options. ANZIAM Journal 57, 319-338. DOI:10.1017/S1446181115000310. CSIRO EP145040. 3. Xiaolin Luo, and P.V. Shevchenko (2015). Valuation of Variable Annuities with Guaranteed Minimum Withdrawal and Death Benefits via Stochastic Control Optimization. Insurance: Mathematics and Economics 62, 5-15. CSIRO EP149522. 4. X. Luo and P.V. Shevchenko (2015). Pricing TARN Using a Finite Difference Method. The Journal of Derivatives 23 (1), 62-72. DOI: 10.3905/jod.2015.23.1.062. CSIRO EP131123. 5. P.V. Shevchenko and P. Del Moral (2015). Valuation of Barrier Options using Sequential Monte Carlo. Preprint, available at Arxiv: 1405.5294. To appear in Journal of Computational Finance. CSIRO EP144278. 6. Xiaolin Luo, and P.V. Shevchenko (2015). Fast Numerical Method for Pricing of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Optimal Withdrawal Strategy. Preprint is available at Arxiv: 1410.8609. International Journal of Financial Engineering 2(3) [26 pages]. DOI: 10.1142/S2424786315500243. CSIRO EP144253. 7. R.S. Targino, G.W. Peters and P.V. Shevchenko (2015). Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. Insurance: Mathematics and Economics 61, 206-226. CSIRO EP148823. 8. P.V. Shevchenko (2015). Holder-extendible European option: corrections and extensions. ANZIAM Journal 56(4), 359-372. CSIRO EP105200. 9. X. Luo, P.V. Shevchenko and B. Sayer (2015). From ‘Funny Time, Funny Money’ to Realistic Labour Times. Applied Probability Trust 40 (2), 118-127. CSIRO EP117984. 10. X. Luo, and P.V. Shevchenko (2014). Fast and Simple Method for Pricing Exotic Options using Gauss-Hermite Quadrature on a Cubic Spline Interpolation. Journal of Financial Engineering 1(4), 31 pages. DOI: 10.1142/S2345768614500330. CSIRO EP143429. 11. X. Luo and P.V. Shevchenko (2013). Markov chain Monte Carlo estimation of default and recovery: dependent via the latent systematic factor. Journal of Credit Risk 9(3), 41-76. CSIRO EP103208. 12. G. W. Peters, R.S. Targino and P.V. Shevchenko (2013) Understanding Operational Risk Capital Approximations: First and Second Orders. The Journal of Governance and Regulation 2(3), 58- 78. CSIRO EP132786. 13. P.V. Shevchenko and G. W. Peters (2013). Loss Distribution Approach for Operational Risk Capital Modelling under Basel II: Combining Different Data Sources for Risk Estimation. The Journal of Governance and Regulation 2(3), 33-57. CSIRO EP132785. 14. G. W. Peters, M. Brier, P. Shevchenko and A. Doucet (2013). Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts. Methodology and Computing in Applied Probability 15(4), 841-874. CSIRO EP113658. 15. X. Luo, P.V. Shevchenko, B. Sayer, W. Blackhall and C. Coelho (2012). A Structured Model for Estimation of Automotive Paint Labour Times. ANZIAM Journal 53 pp. C422-C436. CSIRO EP115704. 16. P.V. Shevchenko and X. Luo (2012). Dependent default and recovery: MCMC study of downturn LGD credit risk model. ANZIAM Journal 53 pp. C185-C202. CSIRO EP118001.

Page 9 17. X. Luo and P.V. Shevchenko (2012). Bayesian Model Choice of Grouped t-copula. Methodology and Computing in Applied Probability 14(4), 1097-1119. CSIRO CMIS3059. 18. G.W. Peters, A.D. Byrnes and P.V. Shevchenko (2011). Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses? Insurance: Mathematics and Economics, 48, 287-303. CSIRO EP105739. 19. G. W. Peters, P.V. Shevchenko, M. Young and W. Yip (2011). Analytic Loss Distributional Approach Models for Operational Risk from the α-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation. Insurance Mathematics & Economics 49(3), 565-579. CSIRO EP113657. 20. X. Luo and P.V. Shevchenko (2011). A short tale of long tail integration. Numerical Algorithms 56(4), 577-590. CSIRO CMIS3027. 21. P.V. Shevchenko (2010). Calculation of aggregate loss distributions. The Journal of Operational Risk 5(2), 3-40. CSIRO EP101835. 22. G. W. Peters, P.V. Shevchenko and M.V. Wüthrich (2010). Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap. Insurance: Mathematics and Economics 47(1), 36-51. CSIRO CMIS2827. 23. P. V. Shevchenko (2010). Implementing loss distribution approach for operational risk. Applied Stochastic Models in Business and Industry 26(3), 277-307. CSIRO CMIS2794. 24. X. Luo and P.V. Shevchenko (2010). The t copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management. Quantitative Finance 10(9), 1039-1054. CSIRO CMIS2593. 25. P.V. Shevchenko and G. Temnov (2009). Modelling operational risk data reported above time varying threshold. The Journal of Operational Risk 4(2), 19-42. CSIRO CMIS2828. 26. X. Luo and P.V. Shevchenko (2009). Computing Tails of Compound Distributions using Direct Numerical Integration. The Journal of Computational Finance 13(2), 73-111. CSIRO CMIS2688. 27. G. W. Peters, P. V. Shevchenko and M. V. Wüthrich (2009). Dynamic operational risk: modelling dependence and combining different sources of information. The Journal of Operational Risk 4(2), 69-104. CSIRO CMIS2741. 28. G. W. Peters, P. V. Shevchenko and M. V. Wüthrich (2009). Model uncertainty in claims reserving within Tweedie's compound Poisson models. ASTIN Bulletin 39 (1), 1-33. CSIRO CMIS2609. 29. D. D. Lambrigger, P.V. Shevchenko and M. V. Wüthrich (2008). Data combination under Basel II and Solvency 2: Operational Risk goes Bayesian. The Bulletin of the French Actuaries (Bulletin Français d’Actuariat) 8(16), 4-13. CSIRO CMIS2715. 30. P.V. Shevchenko (2008). Estimation of Operational Risk Capital Charge under Parameter Uncertainty. The Journal of Operational Risk 3(1), 51-63. CSIRO CMIS2497. 31. D. D. Lambrigger, P.V. Shevchenko and M. V. Wüthrich (2007). The Quantification of Operational Risk using Internal Data, Relevant External Data and Expert Opinions. The Journal of Operational Risk 2(3), 3-27. CSIRO CMIS2461. 32. X. Luo, P. V. Shevchenko and J. Donnelly (2007). Addressing Impact of Truncation and Parameter Uncertainty on Operational Risk Estimates. The Journal of Operational Risk 2(4), 3-26. CSIRO CMIS2459. 33. H. Bühlmann, P.V. Shevchenko and M. V. Wüthrich (2007). A “Toy” Model for Operational Risk Quantification using Credibility Theory. The Journal of Operational Risk 2(1), 3-19. CSIRO CMIS2371.

Page 10 34. P.V. Shevchenko and M. V. Wüthrich (2006). The Structural Modelling of Operational Risk via the Bayesian Inference: Combining Loss Data with Expert Opinions. The Journal of Operational Risk 1(3), 3-26. CSIRO CMIS2370. 35. P.V. Shevchenko (2003). Addressing the Bias in Monte Carlo Pricing of Multi-Asset Options With Multiple Barriers Through Discrete Sampling, The Journal of Computational Finance 6(3), pp. 1-20. CSIRO CMIS744. 36. P.V. Shevchenko, A.W. Sandvik, O.P. Sushkov (2000). Double-layer Heisenberg antiferromagnet at finite temperature: Brueckner theory and quantum Monte-Carlo simulations. Physical Review B 61(5), 3475-3487. 37. P.V. Shevchenko, V.Kotov, O.P. Sushkov (1999). Spectrum of elementary and collective excitations in the dimerized S=1/2 Heisenberg chain with frustration, Physical Review B 60(5), 3305-3315. 38. S.V. Vladimirov, P.V. Shevchenko, N.F. Cramer (1999). Equilibrium and oscillations of grains in the dust-plasma crystal, Physical Review E 60(6), 7369-7373. 39. P.V. Shevchenko, O.P. Sushkov (1999). Spin-wave gap critical index for the quantum two-layer Heisenberg antiferromagnet at T=0. Australian Journal of Physics 52, 837-844. 40. P.V. Shevchenko, O.P. Sushkov (1999). Brueckner approach to the spin-wave critical index for the two-layer Heisenberg antiferromagnet. Physical Review B 59(13), 8383-8386. 41. J. Schulte, P.V. Shevchenko, A.V. Radchik (1999). Nonlinear field effects in Quadrupole mass filters. Review of Scientific Instruments 70(9), 3566-3571. 42. S.V. Vladimirov, P.V. Shevchenko and N.F. Cramer (1998). Low frequency modes in the dust plasma crystal. Physics of Plasmas 5(1), 4-6. 43. P.V. Shevchenko, L. Swierkovski and J. Oitmaa (1998). Interlayer coupling in magnetic semiconductor multilayers. Journal of Magnetism and Magnetic Materials 177, 1168-1169. 44. M.Yu. Kuchiev, P.V. Shevchenko and O.P. Sushkov (1998). The bulk Josephson effect in two- condensate cuprate superconductors, Physica C-superconductivity and its applications 301, 255- 261. 45. P.V. Shevchenko and O.P. Sushkov (1998). A new type of collective excitations in two- condensate cuprates. Superconductor Science & Technology 11(10), 1190-1192. 46. P. Shevchenko and O. Sushkov (1998). The role of g-wave pairing and Josephson tunneling in high-Tc cuprate superconductors. Physica C-superconductivity and its applications 295, 292-303. 47. S.V. Vladimirov, P.V. Shevchenko, N.F. Cramer (1997). Vibration modes in the dust plasma crystal. Physical Review E 56(1), R74-R76. 48. P.V. Shevchenko and O.P. Sushkov (1997). Phase oscillations between two superconducting condensates in cuprate superconductors. Physics Letters A 236, 137-142. 49. A.F. Andreev, Ya.B. Bazalii and P.V. Shevchenko (1996). Nonlinear oscillations of a degenerate He3-He4 solution, Zhurnal Eksperimentalnoi i Teoreticheskoi Fiziki 109(5), 1645-1661 (English version: Journal of Experimental and Theoretical Physics 82(5), p. 885, May 1996) 50. A.F. Andreev and P.V. Shevchenko (1995). Nonlinear zero sound in normal Fermi liquid. Zhurnal Eksperimentalnoi i Teoreticheskoi Fiziki 107(5), 1587-1595 (English version: Journal of Experimental and Theoretical Physics 80(5), p.885, May 1995).

Page 11 Refereed full conference proceedings papers

1. M. Ames, G. Bagnarosa, G. Peters, and P.V. Shevchenko (2016). Forecasting Covariance for Optimal Carry Trade Portfolio Allocations. Conference proceedings paper for 41st IEEE ICASSP international conference on Financial Signal Processing and Machine Learning for Electronic Trading, 5 pages. Available on http://dx.doi.org/10.2139/ssrn.2711586. CSIRO EP157708. 2. X. Luo, P.V. Shevchenko (2015). Variable Annuity with GMWB: surrender or not, that is the question. In T. Weber, M. J. McPhee, and R. S. Anderssen (Eds.), MODSIM2015, 21st International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, pp. 959-965. ISBN: 978-0-9872143-5-5, http://www.mssanz.org.au/modsim2015/E1/luo.pdf. CSIRO EP155441. 3. M.C. Fung, G.W. Peters, P.V. Shevchenko (2015). A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing. In T. Weber, M. J. McPhee, and R. S. Anderssen (Eds.), MODSIM2015, 21st International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, pp. 952-958. ISBN: 978-0- 9872143-5-5. http://www.mssanz.org.au/modsim2015/E1/fung.pdf. CSIRO EP155654. 4. P.V. Shevchenko, J. Hirz and U. Schmock (2015). Forecasting Leading Death Causes in Australia using Extended CreditRisk+. In T. Weber, M. J. McPhee, and R. S. Anderssen (Eds.), MODSIM2015, 21st International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, pp. 966-972. ISBN: 978-0-9872143-5-5. http://www.mssanz.org.au/modsim2015/E1/shevchenko.pdf. CSIRO EP155640. 5. X. Luo, and P.V. Shevchenko (2013) When to Bite the Bullet? - a Study of Optimal Strategies for Reducing Global Warming. In Piantadosi, J., Anderssen, R.S. and Boland J. (eds) MODSIM2013, 20th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand, December 2013, pp. 1447-1453. http://www.mssanz.org.au/modsim2013/F10/luo.pdf. CSIRO EP137079. 6. L. Ozorio, P. Shevchenko and C. Bastian-Pinto (2013). The Choice of Stochastic Process in Real Option Valuation II: Selecting Multiple Factor Models. 17th Annual International Conference on Real Options: Theory Meets Practice. Tokyo, Japan, July 24-27, 2013. http://www.realoptions.org/openconf2013/data/papers/32.pdf. CSIRO EP13975. 7. Y. Krvavych and P. Shevchenko (2011). Managing Exposure to Reinsurance Credit Risk. International conference of International Actuarial Association - ASTIN Colloquium 2011, Madrid, Spain, June 2011. Conference proceedings http://www.actuaries.org/ASTIN/Colloquia/Madrid/Papers/Krvavych_Shevchenko.pdf. CSIRO EP112729. 8. P. Shevchenko (2005). Operational Risk Modelling and Quantification. Invited talk for Cherry Bud conference: Risk Management: Theory and Practice, Keio University, Japan. Proceedings of Cherry Bud workshop Quantitative Risk Management: Theory and Practice, Keio University, Japan, editors: R. Shibatta, P. Embrechts, M. Maejima and P. Thomson, pp. 114-117. CSIRO CMIS2084.

Page 12 Non-refereed media articles/white papers

1. Ariane Chapelle, Bertrand Hassani, Gareth W Peters, Evan Sekeris, Pavel Shevchenko (17 March 2016). Discarding the AMA could become a source of op risk. Published online on Risk.Net and will appear in Risk Magazine (response to Basel committee proposed changes to operational risk capital requirement formulas). CSIRO EP161706. 2. X. Luo and P. Shevchenko (November 2015). Pricing Capital Protection Guarantees for Super and Pension Accounts. CSIRO-Monash Superannuation Research Cluster, CSIRO EP158701. 3. J. Hirz, U. Schmock and P. V. Shevchenko (2016). New Insights in Conditional Risk Measurement and Risk Aggregation with Applications to Mortality Modelling and Life Insurance. SCOR paper to be available on https://www.scor.com/en/sgrc/scor-publications/scor-papers.html. CSIRO EP162920. 4. X. Luo and P.Shevchenko (November 2015). Pricing Variable Annuities with Combined Death and Guaranteed Minimum Withdrawal Benefits. CSIRO-Monash Superannuation Research Cluster, CSIRO EP158814. 5. X. Luo and P.Shevchenko (November 2015). Pricing Variable Annuities with Guaranteed Minimum Withdrawal Benefits. CSIRO-Monash Superannuation Research Cluster, CSIRO EP158702. 6. P.V. Shevchenko (2006). Implied Correlation for Pricing Multi-FX Options. Derivatives Week, March 13 pp.8-9, and March 20 pp. 10-11. CSIRO CMIS1810 and CMIS2306.

Page 13 Technical reports 1. P.V. Shevchenko, X. Luo and S. Fung (2015) Modelling shape parameters for operational risk distribution tails: validation report for Suncorp bank. Commercial in confidence report for Suncorp bank, EP154946. 2. P.V. Shevchenko, X. Luo and S. Fung (2015) Validation of IAG Labour Time Formulas. Commercial in confidence report for Insurance Australia Group, EP155364. 3. M.C. Fung and P. Shevchenko (2015). Retirement Income Products: a concise summary. CSIRO technical report EP 154026. 4. Juri Hinz, Xiaolin Luo, Pavel Shevchenko, and Nicholas Yap (2014) Valuation of Variable Annuity with Guaranteed Minimum Withdrawal Benefit via Convex Switching System Approach. CSIRO technical report EP1410157. 5. Rodrigo Dos Santos Targino, Gareth Peters, and Pavel Shevchenko (2014) Sequential Monte Carlo estimation of risk and risk allocation. CSIRO technical report EP149992. 6. Jonas Hirz, Uwe Schmock and Pavel Shevchenko and (2014). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus. CSIRO technical report EP144544. 7. P. Shevchenko and Xiaolin Luo (2014). Pricing Variable Annuities Under the Optimal Withdrawal Strategy using Gauss-Hermite Quadrature on a Cubic Spline Interpolation. CSIRO technical report EP 143816. 8. Pavel Shevchenko and Xiaolin Luo (2014) Suncorp Bank Operational Risk Capital Model: Validation Final Report. CSIRO commercial in confidence report EP147936. 9. Pavel Shevchenko and Xiaolin Luo (2014) Suncorp Bank Operational Risk Model: Validation Stage One. CSIRO commercial in confidence report EP145018. 10. P. Shevchenko and Xiaolin Luo (2014). Review of Suncorp Group Operational Risk Model, commercial in confidence report for Suncorp Group. CSIRO commercial in confidence report EP14856. 11. P. Shevchenko and Xiaolin Luo (2014). Suncorp Group Operational Risk Model: Review Stage One, commercial in confidence report for Suncorp bank. CSIRO commercial in confidence report EP14700. 12. Pavel Shevchenko, Zili Zhu and Thomas Lo (2014) Pricing Models for Vanilla and Pivot TARFs. CSIRO commercial in confidence report for GFI Fenics. EP1313126. 13. P. Shevchenko and Pierre del Moral (2013). Pricing Barrier Options: Monte Carlo versus Sequential Monte Carlo. CSIRO technical report EP 1311500. 14. P. Shevchenko and Xiaolin Luo (2013). Valuation of variable Annuities with Guaranteed Minimum Withdrawal Benefits via Finite Difference Method. CSIRO technical report EP 1312048. 15. P. Shevchenko (2013). Strategic Plan for CSIRO Quantitative Finance Research Centre. CSIRO technical report EP 137499. 16. P. Shevchenko (2013) Review of Suncorp Bank Operational Risk Capital Model, commercial in confidence for Suncorp. CSIRO commercial in confidence report EP136299. 17. Pavel Shevchenko, and Zili Zhu (2013) Pricing Models for Vanilla, Sliding and Pivot TARFs. CSIRO commercial in confidence report for GFI Fenics. EP137142. 18. Tim Ling, and Pavel Shevchenko (2013). Pricing FX options using local volatility model: calibration and historical backtesting. CSIRO technical report EP137447. 19. Peter Toscas, Zili Zhu, Pavel Shevchenko, and Xiaolin Luo (2013). Interim Report about Retirement Benefits System. CSIRO commercial in confidence report for Department of Human Services, EP136729.

Page 14 20. L. Dong, A.Novikov and P.Shevchenko (2012). VWAP and VWAP options: motivation and literature. CSIRO technical report EP13121. 21. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: Calculation of Greeks, Overall Report. CSIRO confidential report for Commonwealth bank of Australia, EP122131. 22. P. Shevchenko, T. Lo and Z. Zhu (2012). Target Accumulation Redemption Forward Pricing Model. Confidential report for GFI Fenics. EP124498. 23. P. Shevchenko (2012). Capital Modelling for Basel II Accreditation and Margin Lending Risk Management. CSIRO confidential document prepared for Bendigo and Adelaide Bank, EP122562. 24. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: Barrier Options, Final Report. CSIRO confidential report for Commonwealth bank of Australia, EP121603. 25. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: Asian Options, Final Report. CSIRO confidential report for Commonwealth bank of Australia, EP121604. 26. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: American Options, Final Report. CSIRO confidential report for Commonwealth bank of Australia, EP121605. 27. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: Calculation of Greeks, Intermediate Report. CSIRO confidential report for Commonwealth bank of Australia, EP12725. 28. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: American Options, Intermediate Report. CSIRO confidential report for Commonwealth bank of Australia, EP12405. 29. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: Asian Options, Intermediate Report. CSIRO confidential report for Commonwealth bank of Australia, EP12404. 30. P. Shevchenko and X.Luo (2012). Validation of CBA Option Pricing Models: Barrier Options, Intermediate Report. CSIRO confidential report for Commonwealth bank of Australia, EP12403. 31. P. Shevchenko and X.Luo (2011). Westpac’s Operational Risk Capital Model: Review of Model Design. CSIRO confidential report for Westpac, EP 111270. 32. P. Shevchenko (2010). Validation of Westpac’s Operational Risk Capital Model. CSIRO confidential report for Westpac, EP 106628. 33. P. Shevchenko and Z. Zhu (2011). Validation of CBA Option Pricing Models: Final Report on FX TARN. CSIRO confidential report for Commonwealth bank of Australia, EP 114079. 34. Z. Zhu and P. Shevchenko (2011). Validation of CBA Option Pricing Models: Final Report on Implied Volatility Construction. CSIRO confidential report for Commonwealth bank of Australia, EP 114080. 35. Z. Zhu and P. Shevchenko (2011). Validation of CBA Option Pricing Models: Final Report on Local Volatility Construction. CSIRO confidential report for Commonwealth bank of Australia, EP 114081. 36. P. Shevchenko and Z.Zhu (2011). Validation of CBA Option Pricing Models: Implied Volatility and Local Volatility Intermediate Report. CSIRO confidential report for Commonwealth bank of Australia, EP 112276. 37. P. Shevchenko and Z. Zhu (2011). Validation of CBA Option Pricing Models: FX TARN Intermediate Report. CSIRO confidential report for Commonwealth bank of Australia, EP 112228. 38. P. Shevchenko (2010). Validation of CBA Option Pricing Models. CSIRO confidential report for Commonwealth bank of Australia, EP 106795. 39. P. Shevchenko (2011). Closed-form transition densities to price barrier options with one or two underlying assets. CSIRO technical report EP11204.

Page 15 40. P. Shevchenko, X. Luo (2010). Review and Validation of IAG New Times and Rates Model. CSIRO confidential report for Insurance Australia Group, EP106735. 41. Z.Zhu, R.Jarrett, P.Shevchenko and S.Dunstall (2010). Investigation of approaches for the identification of extreme events for electricity transmission network. CSIRO confidential report for Australian Energy Market Operator (AEMO), EP102648, June 2010. 42. P. Shevchenko, X. Luo and J. Donnelly (2010). Validation of Operational Risk Quantitative Methodology. CSIRO confidential report for Commonwealth Bank of Australia, CMIS EP092498. 43. Chris Okugami and P.V. Shevchenko (2009). Accelerating Monte Carlo for option pricing applications using GPU. CSIRO technical report CMIS 09/134. 44. X. Luo and P.V. Shevchenko (2009). Bayesian Model Choice of Grouped t-copula using MCMC. CMIS technical report 09/64. 45. Karol Binkowski, P.V. Shevchenko and Nino Kordzakhia (2009). Modelling commodity prices. CSIRO technical report CMIS 09/43 46. N.Warren, X. Luo, P.V. Shevchenko (2008). Numerical Evaluation of Compound Process Distribution. CMIS technical report 08/16. 47. C. Chen, P.V. Shevchenko, T. Tarnopolskaya (2008). Optimal Asset Allocation in Portfolio Management. CMIS technical report 08/15. 48. C. Bocking and P.V. Shevchenko (2008). Option pricing using Heston stochastic volatility model. CMIS technical report 08/87. 49. Neale Fulton, Mark Horn, Pavel Shevchenko and Mark Westcott (2008). Investigation of Qantas fuel-carrying policy: risk assessment and measurement error. Confidential report for Qantas Airways Limited. CMIS report number 08/79. 50. X.Lin, M.Westcott, P.V. Shevchenko (2007). Extreme Value Analysis: Theory, tools and applications. Technical report CMIS 07/104. 51. Xiaolin Luo, P.V. Shevchenko and John Donnelly (2007). Quantifying Risk of Collateralized Security Loans for ANZ Security Lending, CSIRO commercial-in-confidence report, CMIS 07/117. 52. Xiaolin Luo, P.V. Shevchenko and John Donnelly (2007). CSIRO Software Toolkit for Quantifying Risk of Collateralized Security Loans. CSIRO commercial-in-confidence report, CMIS 07/110. 53. X. Luo, P.V. Shevchenko and John Donnelly (2006). Impact of Truncation and parameter Uncertainty on Operational Risk Estimates. Technical report, CSIRO, CMIS 06/204. 54. P.V. Shevchenko, X. Luo, X. Lin and J. Donnelly (2006). Modelling Operational Risk via Scenario Analysis for Capital Allocation and AMA Accreditation under Basel II. Confidential report for ANZ. CMIS report number 06/184. 55. P.V. Shevchenko, X. Luo, X. Lin and J. Donnelly (2006). CSIRO Software Toolkit for Operational Risk Scenario Analysis: User’s Guide. Confidential report for ANZ. CMIS report number 06/185. 56. J. Donnelly, P. Shevchenko (2006). Allocation of Priorities to Accuracy Test Cases. CSIRO confidential report for Commonwealth Bank of Australia. CMIS report number: 06/169. 57. P. Shevchenko, X. Luo and J. Donnelly (2006). Testing Plan for ANZ Operational Risk Modelling Tools: Loss Data and Scenario Analysis. CSIRO confidential report for ANZ bank, CMIS 2006/157. 58. T. Tarnopolskaya and P. Shevchenko and J. Donnelly (2006). Using the EM Algorithm for Fitting Finite Mixture Models to Truncated Loss Data. CMIS technical report number 2006/156. 59. P. Shevchenko, X. Luo and J. Donnelly (2006). A Loss Distribution Approach for Modelling Operational Risk Capital at ANZ. CSIRO confidential report for ANZ bank, CMIS 2006/142. Page 16 60. Helen Arnold, P. Shevchenko and X. Luo (Feb 2006). Dependence Modelling via the Copula Method. CMIS technical report number 2006/15. 61. T. Tarnopolskaya and P. Shevchenko (Feb 2006). Modeling Truncated Data: Multiple Known and Stochastic Thresholds. CMIS technical report 2006/16. 62. X. Luo and P. Shevchenko (Feb 2006). Modeling Truncated Data: Single Known, Unknown and Stochastic Thresholds. CMIS Technical report 2006/17. 63. J. Donnelly, D. Oats and P. Shevchenko (2005). Towards Delivering a Minimal System for the. Calculation of Regulatory Capital. CSIRO Commercial-in-Confidence Report for Commonwealth Bank of Australia. CMIS report number: 05/156. 64. J. Donnelly, P. Shevchenko and D. Oats (2005). Summary of tasks for Capital Model IT Solution. CSIRO Commercial-in-Confidence Report for Commonwealth Bank of Australia. CSIRO report number: CMIS 05/187. 65. P.V. Shevchenko and J. Donnelly (Aug 2005). Validation of the Operational Risk LDA Model for Capital Allocation and AMA Accreditation under Basel II. CMIS Confidential report prepared for Basel II programme ANZ bank. CSIRO report number: CMIS 05/132. 66. P.V. Shevchenko and J. Donnelly (2005). Review of Operational Risk LDA model for capital allocation and AMA accreditation under Basel II. CSIRO confidential report for ANZ bank, CMIS 2005/100. 67. P.V. Shevchenko and J. Donnelly (2005). CSIRO Software Toolkit for Operational Risk: User’s Guide June 2005. CSIRO commercial-in-confidence, CMIS 2005/106. 68. Z. Zhu, X. Luo and P Shevchenko (2005). Review of Pricing Algorithms for a Complex Capital Security Deal. CSIRO confidential report for St George Bank: CMIS 2005/131. 69. P. Shevchenko, J. Donnelly, D. Oats and A. Prictor (2004). Benchmarking the Operational Risk Capital Model. CSIRO confidential report for CBA Group Operational Risk, CMIS 2004/174. 70. P.V. Shevchenko and J. Donnelly (2004). Prototyping the Revised Operational Risk Capital Model: Addressing Mathematical Issues. CSIRO confidential report for Operational Risk division of Commonwealth Bank of Australia, CMIS 04/96. 71. P.V. Shevchenko and J. Donnelly (2004). Prototyping the Revised Operational Risk Capital Model. CSIRO confidential report for Commonwealth Bank Group Operational Risk, CMIS 2004/34. 72. Z. Zhu and P. Shevchenko (2004). Review of Currency Options Pricing System. CSIRO confidential report for National Australia Bank, CMIS 04/103. 73. P. Shevchenko (2004). FenicsFX mathematical model and CSIRO Monte Carlo and Analytic plug-ins. CSIRO technical report: CMIS 04/59. 74. P. Shevchenko (2004). Calibration of Heston Stochastic Volatility Model via Characteristic functions and Johnson distributions for option pricing. CSIRO technical report: CMIS 2004/97. 75. P. Shevchenko (2003). User's Guide: CSIRO Analytic and Monte Carlo plug-ins for FENICS FX July 2003. CSIRO technical report: CMIS 04/54. 76. Zili Zhu, Pavel Shevchenko and Alan Prictor (2003). Reditus platform for pricing a suite of exotic options: User Guide Reditus v2.3, June 2003. CSIRO technical report: CMIS 04/52. 77. Pavel Shevchenko (2003). Manual: Monte Carlo module in the option pricing software Reditus v2.3, June 2003. CSIRO technical report: CMIS 04/51. 78. Zili Zhu, Pavel Shevchenko and Alan Prictor (2003). Reditus Exotic Options Plug-in: User Information Pack, June 2003. CSIRO technical report: CMIS 03/99. 79. P.V. Shevchenko (2001). Advanced Monte Carlo methods for pricing European-style options, CSIRO techical report: CMIS 2001/148.

Page 17 80. P.V. Shevchenko (2001). Manual: Monte Carlo module for pricing European-style options, CSIRO technical report: CMIS 2001/197. 81. P.V. Shevchenko and J. Donnelly (2001). A Review of Group Operational Risk Management System Methodology for Economic Equity Aggregation, CSIRO confidential report for Commonwealth Bank of Australia, CMIS 2001/103. 82. P.V. Shevchenko, A. Prictor and J. Donnelly (2000). User Acceptence Testing of the Group Operational Risk Management System, CSIRO confidential report for Commonwealth Bank of Australia, CMIS 2000/166. 83. P.V. Shevchenko, A. V. Radchik, N. Muller and J. Schulte (1998). Nonlinear Resonances and their influence on the mass resolution of the Quadrupole Mass Filter, confidential report for Balzers Ltd, Liechtenstein.

Page 18 Invited seminars/lectures/training courses (excluding CSIRO events)

1. Pavel Shevchenko (2016). Valuation of Variable Annuities with Guarantees via stochastic control optimization. Invited seminar for National Australia Bank, March 2016. 2. Pavel Shevchenko (2016). Valuation of Variable Annuities with Guarantees via stochastic control optimization. Invited seminar for Macquarie University, March 2016. 3. Pavel Shevchenko (2015). Valuation of Variable Annuities with Guarantees via stochastic control optimization. Invited seminar for University of Technology Sydney, 9 September 2015. 4. Pavel Shevchenko (2015). Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit and capital protection options via stochastic control optimization. Invited lecture for Lecture Series in Financial and Actuarial Mathematics, Vienna University of Technology, 9 June 2015. 5. Pavel Shevchenko (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus. Seminar for University of Wollongong, 27 March 2015. 6. Pavel Shevchenko (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus. Seminar for University of New South Wales, 27 February 2015. 7. Pavel Shevchenko (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus. Seminar for University College London, 28 January 2015. 8. Pavel Shevchenko (2014). Loss Distribution Approach for Operational Risk Capital Modelling: challenges and pitfalls. Seminar for University of Sydney, 7 May 2014. 9. Pavel Shevchenko (2014). Loss Distribution Approach for Operational Risk Capital Modelling: challenges and pitfalls. Seminar for Stern School of Business, New York University, March 2014. 10. Pavel Shevchenko (2014). Loss Distribution Approach for Operational Risk Capital Modelling: challenges and pitfalls. Seminar in Rutgers University, April 2014. 11. Pavel Shevchenko (2014). Loss Distribution Approach for Operational Risk Capital Modelling: challenges and pitfalls. Seminar in Stevens Institute of Technology, March 2014. 12. Pavel Shevchenko (2014). Combining different data sources to estimate Operational Risk. Pre- conference workshop for OpRisk North America, New York, 25 March 2014. Workshop organizers Risk Journals. 13. Pavel Shevchenko (2014). A generalized grouped t-copula with multiple parameters of degrees of freedom and analysis of tail dependence in currency carry trades. Invited seminar for University of California, Santa Barbara, 8 April 2014. 14. Pavel Shevchenko (2014). Loss Distribution Approach for Operational Risk Capital Modelling: challenges and pitfalls. Public lecture at University of Columbia, New York, 24 March 2014. 15. Pavel Shevchenko (2014). Modelling financial risks using copulas: foreign exchange and operational risk case studies. Invited seminar for Beihang University, Beijing, 9 January 2014. 16. Pavel Shevchenko (2014). Quantitative Modelling of financial risks: applications in option pricing and operational risk. Invited seminar for Peking University, Beijing, 9 January 2014 17. Pavel Shevchenko (2014). Quantitative modelling of financial risks. Invited seminar for Institute of Applied Mathematics, Chinese Academy of Sciences, 7 January 2014. 18. P. Shevchenko (Dec 2012). Operational risk: combining different data sources, capital allocation, risk aggregation. CSIRO-UTS workshop Operational risk: models, methods and best practices, UTS Sydney, 4 December 2012 19. P. Shevchenko (2012). Combining different data sources for estimation of operational risk. UNSW-CSIRO Workshop – “Risk: modelling, optimization and inference”, UNSW, 2 July 2012

Page 19 20. P. Shevchenko (Oct 2012). Combining different data sources for estimation of operational risk. Federal Reserve Bank of Richmond, Charlotte USA, 23 October 2012. 21. Pavel Shevchenko (2012) Quantitative modelling of financial risks. Invited seminar for Zurich University of Applied Sciences, 11 September 2012. 22. Pavel Shevchenko (2012) Quantitative modelling of financial risks. Invited seminar for Laboratoire JA Dieudonne, Sophia Antipolis – University of Nice, 17 September 2012. 23. P. Shevchenko (2011). Quantitative modelling of financial risks. Invited seminar, UNSW Mathematics and Statistics, September 2011 24. P. Shevchenko (2011). Operational risk capital modeling. Lecture for Bachelor of Applied Finance program, Faculty of Business and Economics, Macquarie University, August 2011. 25. P. Shevchenko (2011). Operational risk capital modeling. Lecture for Bachelor of Applied Finance program, Faculty of Business and Economics, Macquarie University, March 2011. 26. P. Shevchenko (2011). Operational risk capital modeling. Invited lecture, Vienna Institute of Finance, May 2011. 27. P.Shevchenko (2010). Quantitative Modelling of Financial Risk. Invited talk for Department of Mathematics, University of Technology, Sydney. November 2010. 28. P.Shevchenko (2010). Modelling Financial Risk. Invited talk, Vienna University of Technology, Vienna, January 2010. 29. P.Shevchenko (2010). Quantifying low-frequency/high-impact events. AEMO, Melbourne, April 2010 30. P.Shevchenko (2010). Quantitative Modelling of Financial Risk. Industry event “Keeping the Complex Simple: Meeting the Regulatory Pressures of Risk Quantification and Analytics”, Sofitel Melbourne, 7 October 2010 31. P.Shevchenko (2010). Scrutinising VaR. Invited talk for Tonkin industry conference “Investment Performance Measurement & Risk”, July 2010, Sydney. 32. P. Shevchenko (2010). Quantitative modeling of financial risks. IAG, May 2010, Sydney 33. P. Shevchenko (2009). Quantitative Modelling of Financial Risks. Invited talk for The Statistical Society of Australia, Sydney, October 2009. 34. P. Shevchenko (March 2009). Quantifying Operational Risk. Invited talk for Risk Management Symposium 2009, A Tonkin Premium Industry conference, Sydney, Rydges World Square (support provided). 35. P. Shevchenko (2009). Pricing Exotic Options. Lecture for Bachelor of Applied Finance program, Faculty of Business and Economics, Macquarie University. 36. P.V. Shevchenko (2008). Model risk in claims reserving within Tweedie's compound Poisson models. Invited talk for Department of Actuaries, Macquarie University, Sydney, November 2008. 37. P.V. Shevchenko (2008). Model risk in claims reserving within Tweedie's compound Poisson models. Lecture, Vienna University of Technology, June 2008, (support provided). 38. P. Shevchenko (19 May 2008). Bridging to Finance. Invited talk for ASR-CSIRO workshop Services Science Strategy: Challenges to Services Innovation, Qantas Boardroom, Sydney. 39. P. Shevchenko (2008). Pre-conference half-day workshop Quantifying Operational Risk - Loss Distribution Approach. IIR conference Achieving Excellence in Operational Risk Management, Sydney, September 2008 (support provided) 40. P. Shevchenko (May 2007). Combining Data Sources for Quantification of Operational Risk. Invited talk at Vienna University of Technology.

Page 20 41. P. Shevchenko (Sep 2007). Bridging to Finance. Lead speaker's invited talk for conference Quantitative Methods in Investment and Risk Management: sourcing new approaches from mathematical theory and the real world, Melbourne Centre for Financial Studies, 20 September 2007 (support provided). 42. P. Shevchenko (Sep 2007). Guest presenter for e-conference "Quantifying Operational Risk using Internal Data, Relevant External Data and Expert Opinions" at the Operational Risk Forum on Austega, 1-7 September 2007 43. P. Shevchenko (June 2006). Toy model for Operational Risk. Vienna University of Technology. Invited seminar talk. 44. P. Shevchenko (June 2006). Toy model for Operational Risk. Swiss Federal Institute of Technology (ETH Zurich) Department of Mathematics, Zurich. Seminar talk. 45. P. Shevchenko (June 2006). Modelling of Operational Risk. University of Geneva. Invited talk. 46. P. Shevchenko (Apr 2006). Mathematical Modelling in Operational Risk and Option Pricing. Invited talk for Department of Statistics, Macquarie University, Sydney. 47. P. Shevchenko (Oct 2006). Operational Risk Modelling. Invited seminar talk, the University of New South Wales, Sydney. 48. P. Shevchenko (Aug 2006). Combining data sources for operational risk modelling. Invited talk for Commonwealth Bank of Australia, Sydney 49. P. Shevchenko (2003). Local and stochastic volatility models for exotic options pricing consistent with the volatility smile. Invited talk for Financial Mathematics Colloquium, School of Mathematics and Statistics, University of Sydney. 50. P. Shevchenko (2003). Monte Carlo methods for option pricing and calibration of stochastic volatility model. Training course for quantitative analysis group National Australian Bank, Melbourne. 51. P. Shevchenko (2003). Copula and other dependence concepts for applications in Operational Risk. Invited talk for Perspectives on Operational Risk workshop, VisibleIT, Sydney 52. P. Shevchenko (April 2003). Copula and other dependence concepts: application to index returns. Invited talk for quantitative analysis group Commonwealth Bank, Sydney. 53. P. Shevchenko (March 2003). Pricing of Multi-Asset basket options via Monte Carlo simulations. Two day training course for Financial Engineering Workshop, School of Business, Bond University. 54. P. Shevchenko (Feb 2002). Monte Carlo methods for option pricing and calibration of stochastic volatility model. Training course for National Australia bank. 55. P. Shevchenko (2001). Copula and other dependence concepts for applications in Risk Management. Invited talk for Sydney Financial Mathematics Workshop, Sydney. 56. P. Shevchenko (June 2001). Modelling with copulas. Two seminar talks for quantitative analysis group in Commonwealth Bank, Sydney. 57. P. Shevchenko, J. McManus and A. Karas (Apr 2001). Modelling concepts in Group Operational Risk Management system of CBA. Technical seminar, Commonwealth Bank, Sydney. 58. P. Shevchenko and R. Bursill (2001). Implementation of the stochastic mesh algorithms for pricing American options using Monte Carlo method. Financial Engineering using High Performance Computing conference, Australian Technology Park, Sydney. 59. P. Shevchenko (Sep 2001). Modelling with copulas in Risk Management. Invited talk for AMP, Sydney. 60. P. Shevchenko (Apr 2000). Financial Mathematics for Option pricing. Invited seminar talk for Mathematical Division ADFA, Canberra.

Page 21 61. P. Shevchenko (Sep-Dec 2000). Stochastic volatility models. Series of 4 lectures for quantitative analysis group in Commonwealth Bank, Sydney. 62. P. Shevchenko (June 2000). Monte Carlo for pricing exotic options. Lecture for quantitative analysis group in Commonwealth Bank, Sydney. 63. P. Shevchenko (Dec 1999). Monte Carlo simulations for option pricing, invited talk for quantitative analysis group in Commonwealth Bank, Sydney.

Page 22 International Conferences (excluding CSIRO internal conferences)

1. P. Shevchenko (2016). Valuation of Variable Annuities with Guarantees via stochastic control optimization. The 9th World Congress of the Bachelier Finance Society, July 2016, New York. 2. P. Shevchenko (2016). Valuation of Variable Annuities with Guarantees via stochastic control optimization. International Congress on Insurance: Mathematics and Economics, July 2016, Atlanta. 3. P. Shevchenko (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus. International conference Quantitative Methods in Finance, 14-18 December 2015, Sydney. 4. P. Shevchenko (2015). Valuation of Variable Annuities with Guarantees via stochastic control optimization. International conference Stochastic Methods in Finance, Insurance and Statistics, 8- 13 December 2015, Shoal Bay Australia. 5. P. Shevchenko (2015). Retirement Product Design: pricing capital protection products. Annual conference of CSIRO-Monash superannuation research cluster, December 2015, Melbourne. 6. M.C. Fung, G.W. Peters, P.V. Shevchenko (2015). A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing. International Congress on Modelling and Simulation (MODSIM 2015), 29 November-4 December 2015. 7. P. Shevchenko (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus (based on joint paper with Jonas Hirz, Uwe Schmock). International Workshop on Spatial and Temporal Modeling from Statistical, Machine Learning and Engineering perspectives and International Workshop on Complex Systems Modeling and Estimation Challenges in Big Data, 13-17 July 2015, Tokyo, Japan (support provided). 8. P. Shevchenko (2015). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus (based on joint paper with Jonas Hirz, Uwe Schmock). Bachelier Colloquium, Metabief, France, 11-18 January 2015 (support provided). 9. Luo, X.L., P.V. Shevchenko (2015). Valuation of Variable Annuities with Guaranteed Minimum Withdrawal and Death Benefits via Stochastic Control Optimization. 21st International Conference on Computing in Economics and Finance (CEF2015).June2015, Taipei. 10. Luo, X.L., P.V. Shevchenko (2014). Pricing Variable Annuities Under the Optimal Withdrawal Strategy Using Gauss-Hermite Quadrature on a Cubic Spline Interpolation. IMS FPS-2014 Workshop. July 2014, University of Technology of Sydney, Australia. pp. 10. CSIRO manuscript EP146072. 11. P. Shevchenko (2014). Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk Plus (based on joint paper with Jonas Hirz, Uwe Schmock). UNSW-CSIRO international workshop “Risk: Modelling, Optimization and Inference (with Applications in Finance, Insurance and Superannuation)”, 11-12 December 2014 (support provided). 12. P. Shevchenko (2014). Products with Protected capital, Income and death Benefit. Annual conference of CSIRO-Monash superannuation research cluster, December 2014, Melbourne. 13. Tim Ling, and Pavel Shevchenko (2014). Local Volatility versus Black-Scholes Model: an empirical study of AUD/USD implied volatility market data. International workshop IMS-Finance Probability and Statistics, July 2014, Sydney. 14. Pavel Shevchenko (2014). Loss Distribution Approach for Operational Risk. OpRisk North America international industry conference, New York, 26-27 March 2014 (support provided). 15. Pavel Shevchenko (2014). A generalized grouped t-copula. International conference “High- Dimensional Dependence and Copulas”. Beijing, January 2014 (support provided).

Page 23 16. Anthony Tooman, Pavel Shevchenko, Xiaolin Luo, and Erik Schlogl (2013). Estimation of Default and Recovery Dependent via a Common Latent Systematic Factor. International conference Quantitative Methods in Finance 2013, Sydney. 17. Tim Ling, and Pavel Shevchenko (2013). Local Volatility versus Black-Scholes Model: an empirical study of AUD/USD implied volatility market data. International conference Quantitative Methods in Finance 2013, Sydney. 18. P.Shevchenko (2013). Retirement Incomes. Annual conference of CSIRO-Monash superannuation research cluster, December 2013, Melbourne. 19. Xiaolin Luo, and Pavel Shevchenko (2013). Challenges and pitfalls in real option analysis of strategy to slow global warming. International Congress on Modelling and Simulation (MODSIM 2013). 20. P.V. Shevchenko and G. W. Peters (2013). Loss Distribution Approach for Operational Risk Capital Modelling under Basel II: Combining Different Data Sources for Risk Estimation. 8th International conference "International Competition in Banking: Theory and Practice", Sumy, Ukraine, May 23-24, 2013 (support provided). 21. P.V. Shevchenko (2012) Dependent default and recovery in downturn loss given default credit risk model. European Actuarial Journal conference, Lausanne, September 2012 (support provided). 22. P.V. Shevchenko (2012) The t-copula with multiple parameters of degrees of freedom: simulation, calibration and model selection. International conference Computational Statistics 2012. Limassol, August 2012 (support provided). 23. P. Shevchenko (2012) CSIRO projects in finance using simulation methods. Sequential Monte Carlo Methods and Efficient Simulation in Finance, international conference in Ecole Polytechnique Paris ,10-12 October 2012 (support provided). 24. P. Shevchenko (2012). Modelling default and recovery dependent via systematic factor. Bachelier World Congress, Sydney, June 2012. 25. P. Shevchenko and X. Luo (2011). Dependent default and recovery: MCMC study of downturn LGD credit risk model. 10th Engineering Mathematics and Applications Conference, Sydney. 26. P. Shevchenko (2011). Bayesian model choice of grouped t copula. International conference Bayes of the Beach, Gold Coast, October 2011. 27. X. Luo, P. Shevchenko, B. Sayer, W. Blackhall, C. Coelho (2011). A Structured Model for Estimation of Automotive Paint Labour Times. 10th Engineering Mathematics and Applications Conference, Sydney. 28. Y. Krvavych and P. Shevchenko (2011). Managing Exposure to Reinsurance Credit Risk. International conference of International Actuarial Association - ASTIN Colloquium 2011, Madrid, Spain, June 2011. Conference proceedings CD. 29. G. Peters, P. Shevchenko and M. Wüthrich (2009). Dynamic operational risk: modelling dependence and combining different sources of information. 15th International Conference Computing in Economics and Finance, UTS, Sydney. 30. P. Shevchenko (2009). Risk Quantification for Finance Industries. 4th annual conference of Society of Risk Analysis Australia and New Zealand, Wellington NZ, September 2009. 31. P. Shevchenko (2009). Quantitative Modelling of Financial Risks. Invited talk for Australia- Japan Workshop on Data Science, Keio University, Japan. Conference proceedings CD, Abstract Book p.14 (support provided). 32. X. Luo and P. Shevchenko (2009). Efficient Numerical Inversion of Characteristic Functions for Computing Tails of Compound Distributions. 15th International Conference on Computing in Economics and Finance, Sydney, July. 33. X. Luo and P.V. Shevchenko (2008). A Generalized Grouped t-copula for Application to Risk Management. International conference Quantitative Methods in Finance, Sydney. Conference paper, conference proceedings p.84. 34. G. W. Peters, P.V. Shevchenko and M. V. Wüthrich (2008). Operational risk via Bayesian inference: modelling dependence and combining different data sources. The 9th World

Page 24 Conference of the International Society for Bayesian Analysis (ISBA) 2008, Hamilton Island, Australia. 35. G. W. Peters, P.V. Shevchenko and M. V. Wüthrich (2008). Model risk in claims reserving within Tweedie's compound Poisson models. International conference of International Actuarial Association - ASTIN Colloquium 2008, Manchester UK, July 08. Conference paper CMIS 2702. 36. P.V. Shevchenko (2008). Modelling Operational Risk using Bayesian Approach. International Symposium on Business and Industrial Statistics (ISBIS conference), Prague, July 2008. 37. D. D. Lambrigger, P.V. Shevchenko and M. V. Wüthrich (2008). Give Credit where Credit is due: Operational Risk goes Bayesian. International conference of International Actuarial Association - ASTIN Colloquium 2008, Manchester UK, July 08. 38. P. Shevchenko (2005). Operational Risk Modelling and Quantification. Invited talk for Cherry Bud conference: Risk Management: Theory and Practice, Keio University, Japan. Proceedings of Cherry Bud workshop Quantitative Risk Management: Theory and Practice, Keio University, Japan, editors: R. Shibatta, P. Embrechts, M. Maejima and P. Thomson, pp. 114-117 (support provided). 39. P. Shevchenko (2005). Operational Risk Modelling and Quantification. Invited talk for the Fourth International Symposium on Business and Industrial Statistics (ISBIS conference), Palm Cove, Australia. 40. P. Shevchenko and Z. Zhu (2003). Volatility Skew calibration in Reditus - CSIRO exotic option platform. Invited talk, Q-group (Australian association of practitioners and researchers in finance) annual international colloquium, Sydney. 41. P. Shevchenko and St.George quantitative analysis group (M. Gordon et al) (2000). Monte Carlo simulations to price American options, Sydney Financial Mathematics Workshop 42. P.V. Shevchenko and O. P. Sushkov (1998). Spin-wave gap critical index for the quantum two- layer Heisenberg antiferromagnet at T=0, VIII Gordon Godfrey Workshop on condensed matter physics, UNSW. 43. P.V. Shevchenko and O. P. Sushkov (1998). Josephson tunneling in two-condensate cuprates, “22nd annual Condensed Matter Physics Meeting”, Charles Sturt University, Wagga Wagga, Australia (support provided). 44. L. Swierkowski, J. Oitmaa and P. Shevchenko (1998). Interlayer coupling in magnetic semiconductor multilayers, “22nd annual Condensed Matter Physics Meeting”, Charles Sturt University, Wagga Wagga, Australia (support provided). 45. M.Yu. Kuchiev, P.V. Shevchenko and O.P. Sushkov (1998). The Bulk Josephson response of the d-g wave cuprate superconductors, Simposium Handbook of “International Symposium of Processing & Critical Current of High Temperature Superconductors, Charles Sturt University, Wagga Wagga, Australia (support provided). 46. P.V. Shevchenko and O.P. Sushkov (1998). New type of collective excitations in two-condensate cuprates, Simposium Handbook of “International Symposium of Processing & Critical Current of High Temperature Superconductors, Charles Sturt University, Wagga Wagga, Australia (support provided). 47. P.V. Shevchenko and O.P. Sushkov (1997). G-wave pairing in cuprate superconductors, proceedings of the “IX International conference on Recent Progress in Many Body Theories”, UNSW, Sydney, Australia, published in Series on Advances in Quantum Many-Body Theory, Vol.1, p.345.

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