Széchenyi 2020
Budapesti Corvinus Egyetem ×

About

Both in the bachelor’s and master’s courses, the department mainly teaches modules related to operations research, optimization and decision theory. Within the Actuary specialization of the Insurance and Financial Mathematics MSc we primarily teach module related to the mathematics of insurance. Actuary students are equipped with skills and knowledge that allows them to tackle the practical problems arising at insurance institutions using mathematical tools.
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, stable matching, multivariate statistics, decision theory, insurance mathematics. Within insurance mathematics, we focus on modeling mortality and the pension system.
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