About

Both in the bachelor’s and master’s courses, the department mainly teaches modules related to operations research, optimization, decision theory and the mathematics of insurance. Within the Insurance and Financial Mathematics MSc the Actuary specialization (jointly with the lecturers of BOKCS) equips students with skills and knowledge that allows them to tackle the practical problems arising at insurance institutions using mathematical tools. They can utilize their knowledge gained in the sector of life and other insurance, in developing and operating pension schemes, as well as in evaluating investments. In the Mathematical Economics Analyst MSc the Operations Research specialization (jointly with the Department of MTA SZTAKI Economics Decisions) primarily targets students who would like to learn about formalizing and solving decision problems arising during the practice of various companies and institutions, as well as would like to gain skills in applying computer modelling for decision support.

The department’s research is focusing on, within the wide range of Operations Research, developing mathematical models for decision problems arising in first and foremost business applications, and to develop and apply methods that allow the analyses and optimization of these models. The main research areas of the department’s staff: game theory, mathematical programming, multivariate statistics, decision theory, insurance mathematics.