Dr. Nataliya Chukhrova

Forschungsschwerpunkte

Data Science
Business Analytics
Soft Computing
Fuzzy Statistics
Quantitative Risk Management
Multiple Time Series Analysis
Statistical Inference

Fields of Application: Finance, Health, Industrial Engineering, Insurance, Operations Research

Publikationen in referierten Fachzeitschriften

• Generalized two-tailed hypothesis testing for quantiles applied to the psychosocial status during the COVID-19 pandemic (with A. Johannssen). International Journal of Intelligent Systems, 2021, in press.
• The performance of the hypergeometric np chart with estimated parameter (with P. Castagliola & A. Johannssen). European Journal of Operational Research, 2021, in press.
• Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving (with A. Johannssen). Risks, 2021, 9(6), 112.
• Non-parametric Fuzzy Hypothesis Testing for Quantiles applied to Clinical Characteristics of COVID-19 (with A. Johannssen). International Journal of Intelligent Systems, 2021, 36(6), pp. 2922-2963.
• Fuzzy Hypothesis Testing: Systematic Review and Bibliography (with A. Johannssen). Applied Soft Computing, 2021, 106, 107331.
• Statistical Literacy - Misuse of Statistics and its Consequences (with A. Johannssen, F. Schmal & K. Stabenow). Journal of Statistics and Data Science Education, 2021, 29(1), pp. 54-62.
• Monitoring of High-Yield and Periodical Processes in Health Care (with A. Johannssen). Health Care Management Science, 2020, 23(4), pp. 619-639.
• Randomized vs. Non-Randomized Hypergeometric Hypothesis Testing with Crisp and Fuzzy Hypotheses (with A. Johannssen). Statistical Papers, 2020, 61(6), pp. 2605-2641.
• Fuzzy Hypothesis Testing for a Population Proportion based on set-valued Information (with A. Johannssen). Fuzzy Sets and Systems, 2020, 387, pp. 127-157.
• Generalized One-Tailed Hypergeometric Test with Applications in Statistical Quality Control (with A. Johannssen). Journal of Quality Technology, 2020, 52(1), pp. 14-39.
• Die Relevanz von Journal-Rankings im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten aus Sicht zweier Nachwuchswissenschaftler (with A. Johannssen). AStA – Wirtschafts- und Sozialstatistisches Archiv, 2020, 14(1), pp. 99-102.
• Fuzzy Regression Analysis: Systematic Review and Bibliography (with A. Johannssen). Applied Soft Computing, 2019, 84, 105708.
• Hypergeometric p-Chart with Dynamic Probability Control Limits for Monitoring Processes with Variable Sample and Population Sizes (with A. Johannssen). Computers and Industrial Engineering, 2019, 136, pp. 681-701.
• Improved Control Charts for Fraction Non-Conforming Based on Hypergeometric Distribution (with A. Johannssen). Computers and Industrial Engineering, 2019, 128, pp. 795-806.
• Improved Binomial and Poisson Approximations to the Type-A Operating Characteristic Function (with A. Johannssen). International Journal of Quality & Reliability Management, 2019, 36(4), pp. 620-652.
• Inspection Tables for Single Acceptance Sampling with Crisp and Fuzzy Quality Limits (with A. Johannssen). International Journal of Quality & Reliability Management, 2018, 35(9), pp. 1755-1791.
• Robustifizierung des Chain-Ladder-Verfahrens über ein skalares Zustandsraummodell (with A. Johannssen). Zeitschrift für die gesamte Versicherungswissenschaft, 2018, 107(1), pp. 61-83.
• State Space Models and the Kalman Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing (with A. Johannssen). Risks, 2017, 5(2), 30.

Lehrerfahrung
Angewandte Statistik für Fortgeschrittene
Einführung in das Textsatzsystem LaTeX
Lebensdaueranalyse und Zuverlässigkeit von Systemen
Mathematik für Wirtschaftswissenschaften I
Mathematik für Wirtschaftswissenschaften II
Mikroökonomie
Multivariate Statistik
Statistik für Betriebswirte I
Statistik für Betriebswirte II
Statistik mit SPSS
Statistische Qualitätskontrolle
Vorkurs Mathematik

Auszeichnungen
Hamburger Lehrpreis 2015: Auszeichnung aufgrund herausragender und innovativer Leistungen in der Hochschullehre
Jahrgangsbestenpreis 2011: Auszeichnungen der Fachbereiche BWL/VWL sowie der Haspa Hamburg Stiftung für das beste BWL-Diplom