Rovshan Telman Aliyev
Doctor of sciences in mathematics, Professor
Office phone: 439 11 69
e-mail: [email protected]
[email protected]
PERSONAL DATA
Date of birth: 16.05.1973
Education:
1990 –1995 Student faculty of Mechanics – mathematical of Baku State University,
1996–1999 Postgraduate student (Ph.D), Baku State University, department of Probability Theory and Mathematical Statistics
1999 Ph.D, Physics – mathematical Sciences
2006 Assoc.prof.
2018 Doctor of science in mathematics
COMPLETE PROFESSIONAL BACKGROUND
from 1999 in The Department „Probability theory and mathematical statistics” (now “Operation recherche and Probability theory” ) of the BSU
Karadeniz Technical University,Turkey (2008-2011)
from 2018 head of department of „Natural sciences“ of The High Attestation Commission under the President of the Republic of Azerbaijan
TAUGHT DISCIPLINES
„Probability theory and mathematical statistics“, “Applied Statistics”,
„Foundations of the stochastic financial mathematics”, „Foundations of actuary mathematics”, “Theory of stochastic processes” ,“Statistical practicum”, “Regression and Dispersion analysis”, “Renewal Theory”, “Stochastic analysis”
PRESENT RESEARCH INTERESTS
Semi-Markovian stochastic processes with a discrete interference of chance, insurance models, financial mathematics, statistical modelling.
INTERNATIONAL AND DOMESTIC GRANTS, PROGRAMS
TÜBİTAK, Turkey 2006,
The Abdus Salam International Center for Theoretical Physics, Trieste, Italy, 2006,
Grant Member Foundation of Science under the President of Azerbaijan in 2011 and 2014 years,
MEMBER OF THE EDITORIAL BOARD OF THE FOLOWING SCIENTIFIC JOURNALS:
American Journal of Statistics and Probability;
Azerbaijan Journal of Mathematics;
Journal of Contemporary Applied Mathematics;
Advanced Mathematical Models & Applications;
Journal of Smart Construction Research;
Eurasian Journal of Social and Economic Research (EJSER)
INTERNATIONAL CONFERENCES, SYMPOSIUMS (Selected)
1.Aliyev, R.T. About reduction of averages the loss in one transport problem with different disrtibutied random time expectations of service“, International Conference “The problems of Cybernetics and Informatics”, Baku, 2006, vol.1, pp.25-30.
2.Aliyev R.T. About weak convergence of the ergodic distribution of a semi-Markovian random walk process with gamma distributed interference of chance. International Conference Problems of Decision Making Under Uncertainties, Krim, Ukraine, 22-27 September 2008.
3.Aliyev R.T., Khaniyev T.A., 2009, On speed’s of convergence in asimptotic expansion for the ergodic distribution of the semi-markovian inventory control model of type (s,S). Ukrainian mathematical congress − 2009 (dedicated to the centennial of Nikolai N. Bogoliubov), Kyiv, Institute of Mathematics of NASU, 27−29 August 2009.
4. Aliyev R.T., Jafarova V. 2009, On the moments of the Sparre Andersen surplus process and it’s average value. 13th International Congress on Insurance: Mathematics and Economics (IME2009) 26-29 May 2009, Istanbul, Turkey.
5.Aliyev R.T. Semi-Markovian process with component having distribution with regularly varying tail / International conferance “Stochasitic analysis and random dynamics” June 14-20, 2009, Lviv, Ukraine, p.7.
6.Aliyev R.T., Khaniyev T. On the moments of a semi-markovian random walk with Gaussian distribution of summands / International Conference of the Modern Stochastic: Theory and Applications II, 7-11 September, Kiev, 2010, p.46
7.Aliyev R.T. Inventory model type of (s,S) with subexponential distributed demands / Meжунордная конф. «Теория вероятностей и ее приложения», Б.В. Гнеденко-100, Москва, 26-30 июня 2012, с.77–78.
8.Khaniyev T., Aliyev R.T., Gever B. Weak convergence theorem for ergodic distribution of a semi-markovian random walk with a generalized reflecting barrier / 8th World Congress On Probability and Statistics, Istanbul, Turkey, 09-14 July, 2012, p.187.
9.Aliyev R.T. On moments of the model type of with a heavy tailed distributed demands having finite variance / International Conference on “Problems of decision making under uncertaintess” Ukraine, May, 13-17, 2013, pp.19-21.
10.Aliyev R.T. Second-order asymptotic expansion for the ruin probability of the Sparre Andersen reinsurance surplus process with semiexponential claims / Cesky Rudolec, Czech Republic, September 1-5, 2014, p.16–18.
11. Aliyev R.T. On the Mathematical Expectation of the Reinsurance Surplus Process (coautors: V.Bayramov, A.Abdullayeva). June, 24-27, 2020 Yildiz Technical University, Istanbul, Turkey, Online Video Conferencing.
12. Aliyev R.T. On probabilistic - fuzzy decision making criteria and their applicaton for choose of financial operations (coautor: A.Abdullayeva). June, 24-27, 2020 Yildiz Technical University, Istanbul, Turkey, Online Video Conferencing.
LIST OF SELECTED PUBLICATIONS (Selected papers)
1. Aliyev R.T., Khaniyev T.A., Bekar N. Weak convergence theorem for the ergodic distribution of the renewal-reward process with a gamma distributed interference of chance // Journal Theory of Stochastic Process, 2009, 15, (31), 2, pp. 42–53.
2. Khaniyev T.A., Kesemen T., Aliyev R.T., Kokangul A. Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance // Statistics & Probability Letters, 2008, 78, 6, pp.785–793. (SCI, impact factor: 0,6)
3. Aliyev, R.T., Khaniyev T.A., Kesemen T. Asymptotic expansions for the moments of a semi-Markovian random walk with Gamma distributed interference of chance // Communications in Statistics - Theory and Methods, 2010, 39, 1, pp.130–143. (SCI, impact factor 0.274).
4. Aliyev R.T., Kucuk Z., Khaniyev T.A. Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance // Applied Mathematical Modelling, 2010, 34, pp.3599–3607. (SCI, impact factor: 2.251).
5. Aliyev R.T. Investigation of one semi-Markovian process with heavy tailed component // Proceedings of NAS Azerbaijan, 2011, V.XXXI, №3, pp.90-96.
6. Aliyev R.T. On limit behavior of one semi-Markovian random walk// Reports of NAS Azerbaijan, 2012, №3, pp.8–15.
7. Aliyev R.T., Khaniyev T.A. On the rate of convergence of the asymptotic expansion for the ergodic distribution of a semi-markov (s,S) inventory model // Cybernetics and Systems Analysis, 2012, Vol. 48, No. 1, pp.117–121.
8. Khaniyev T.A., Kokangul A., Aliyev R.T. Weak convergence theorem for the random walk with triangular distributed interference of chance // Applied Stochastic Models in Business and Industry, ASMBI 2013, Vol. 29, No. 5, pp. 439–453. (SCI impact factor: 0.725).
9. Aliyev R.T., Khaniyev T.A. On the moments of a semi-markovian random walk with Gaussian distribution of summands // Communications in Statistics – Theory and Methods, 2014, 43, pp.90-104. SCI, impact factor 0.274.
10. Gaussian semi-markovian random walk with small drift // Reports of NAS Azerbaijan, 2013, №1, LXIX, pp. 77–81.
11. Kesemen T., Aliyev R.T., Khaniyev T.A. Limit distribution for semi-Markovian random walk with Weibull distributed interference of chance // Journal of Inequalities and Applications 2013, 134, pp.1-8, doi:10.1186/1029-242X-, 2013, 2013. SCI, impact factor: 0.773.
12. Aliyev R.T., Kesemen T. Khaniyev T.A. Some asymptotic results for a semi-Markovian random walk with a special barrier // Pakistan Journal of Statistics, 2014, vol. 30, No. 3, pp. 411 – 428. SCI, impact factor 0.14.
13. Aliyev R.T., Jafarova H.A. Gaussian semi-markovian random walk with a small drift and with delay on level zero // Reports of NAS of Azerbaijan, 2015, №1, LXXI, pp. 10-13.
14. Aliyev R.T., Khaniyev T.A., Gever B. Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier// Theory Probability and its Applications, 2015, 60(3), 502–513. (SCI, impact factor 0.402).
15. Aliyev R.T. Ardinc O., Khaniyev T. Asymptotic approach for a renewal-reward process with a general interference of chance // Communications in Statistics - Theory and and Methods, 2016, 45, pp. 4237-4248. DOI10.1080/03610926.2014.917679. (SCI, impact factor 0.274).
16. Aliyev R.T. On a stochastic process with a heavy tailed distributed component describing inventory model type of (s,S) // Communications in Statistics -Theory and Methods, 2016, 46,5, pp. 2571-2579, (SCI, impact factor 0.274).
Aliyev R.T. Second-Order Asymptotic Expansion for the Ruin Probability of the Sparre Andersen Risk Process with Reinsurance and Stronger Semiexponential Claims. International Journal of Statistics and Actuarial Science, 2017; 1(2) pp.40-45
17. Aliyev R.T. Khaniyev T.A. On limit behavior of characteristic function of ergodic distribution of semi-Markovian random walk with two boundaries. Mathematical Noties, 2017, Vol. 102, No. 4, pp. 444–454. (Original Russian Text, published in Matematicheskie Zametki, 2017, Vol. 102, No. 4, pp.490–502 (SCI impact factor 0,517).
18. Aliyev R.T, Bayramov V. On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process. Statistics and Probability Letters, 2017, 127, pp.138–149 (SCI impact factor 0.274).
19. Aliyev R.T. On the Mathematical Expectation of the Reinsurance Surplus Process (coautors: V.Bayramov, A.Abdullayeva). 3rd International Conference on Mathematical Advances and Applications (ICOMAA-2020), June, 24-27, 2020 Yildiz Technical University, Istanbul, Turkey, Online Video Conferencing (https://icomaa2020.com/).
20. Aliyev R.T. On probabilistic - fuzzy decision making criteria and their applicaton for choose of financial operations (coautor: A.Abdullayeva). 3rd International Conference on Mathematical Advances and Applications (ICOMAA-2020), June, 24-27, 2020 Yildiz Technical University, Istanbul, Turkey, Online Video Conferencing (https://icomaa2020.com/).
21. Aliyev R.T. Weak convergence theorem for a stock control model of type (s,S) wıth normal dıstrıbuted ınterference of chance. (coautors: G.Rzazada, Z.Hanalıoglu, T.Khanıyev). COIA 2020 The 7th International Conference on Control and Optimization with Industrial Applications, 26-28 August 2020, Baku, Azerbaijan, Online Video Conferencing www.coia-conf.org.
22. Aliyev R.T. Some Hermite-Hadamard type inequalities for multidimensional general preinvex stochastic processes. (coauthor Nurgül Okur). Communications in Statistics-Theory and Methods, 1, 2020, https://doi.org/10.1080/03610926.2019.1696976, pp.1-15
