doc. Mgr. Vladimír Mucha, PhD.
Faculty: Faculty of Economic Informatics
Department: Department of Mathematics and Actuarial Science
Position: associate professor
Scientific-pedagogical characteristics of the person
Second degree of higher education
Study field and programme: teaching, specialization Mathematics - Physics, 1999, Faculty of Mathematics, Physics and Informatics, Comenius University Bratislava
Third degree of higher education
Study field and programme: Statistics, 2007, Faculty of Economic Informatics, University of Economics in Bratislava
Associate professor
Study field and programme: Quantitative Methods in Economics, 2015, Faculty of Economic Informatics, University of Economics in Bratislava
Current and previous employment
assistant
Department of Mathematics, Faculty of Economic Informatics, University of Economics in Bratislava
2/2001-9/2002
assistent professor
Department of Mathematics and Actuarial Science, Faculty of Economic Informatics, University of Economics in Bratislava
10/2002-10/2015
associate professor
Department of Mathematics and Actuarial Science, Faculty of Economic Informatics, University of Economics in Bratislava
11/2015-
Development of pedagogical, professional, language, digital and other skills
course, Stochastic processes in insurance
Tools4F, s.r.o., Czech Republic
2019
course, Motor pricing & Generalized Linear Models in insurance
Tools4F, s.r.o., Czech Republic
2020
online course, Risk Dependencies
Prime Re Solutions, Switzerland
2020
online course, Markov processes in insurance
Tools4F, s.r.o., Czech Republic
2020
course, Introduction to Machine Learning
Tools4F, s.r.o., Czech Republic
2022
course, Survival analysis
Tools4F, s.r.o., Czech Republic
2022
course, Machine Learning techniques
Tools4F, s.r.o., Czech Republic
2023
course, Machine Learning
Tools4F, s.r.o., Czech Republic
2024
Overview of activities within the teaching career at the university
Number of defended theses
Bachelor's (first degree): 14
Diploma (second degree): 35
Dissertation (third degree): 3
Overview of the research/artistic/other outputs
Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases: 8
Number of citations registered in the Web of Science or Scopus databases: 14
Number of invited lectures at the international, national level: 2
The most significant research/artistic/other outputs
ADD MUCHA, Vladimír [75 %] - PÁLEŠ, Michal [20 %] - SAKÁLOVÁ, Katarína [5 %]. Calculation of the capital requirement using the Monte Carlo simulation for non-life insurance. - Registrovaný: Web of Science. In Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie = journal for economic theory, economic policy, social and economic forecasting. - Bratislava : Ekonomický ústav SAV : Prognostický ústav SAV, 2016. ISSN 0013-3035, 2016, roč. 64, č. 9, s. 878-893.
ADD HORÁKOVÁ, Galina[50 %] - MUCHA, Vladimír[50 %]. Optimálne zaisťovacie reťazce. In Ekonomický časopis : časopis pre ekonomickú teóriu a hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Ústav slovenskej a svetovej ekonomiky SAV : Prognostický ústav SAV, 2005. ISSN 0013-3035, 2005, roč. 53, č. 6, s. 626-643.
ADM STREŽO, Marek [25 %] - MUCHA, Vladimír [25 %] - ŠOLTÉS, Erik [25 %] - PÁLEŠ, Michal [25 %]. Risk Premium Prediction of Motor Hull Insurance Using Generalized Linear Models. - Registrovaný: Web of Science, Registrovaný: Scopus. In Statistika : Statistics and Economy Journal. - Praha : Český statistický úřad, 2019. ISSN 1804-8765, 2019, vol. 99, no. 4, s. 451-467.
ADM MUCHA, Vladimír [60 %] – FAYBÍKOVÁ, Ivana [20 %] , KRČOVÁ, Ingrid[ 20 %] . Use of Markov Chain Simulation in Long Term Care Insurance. In: Statistika: Statistics and Economy Journal. - Praha : Český statistický úřad, 2022. - ISSN 1804-8765. - Vol. 102, no. 4 (2022), pp. 409-425.
ADM MUCHA, Vladimír (80%) - PÁLEŠ, Michal (15%) - TEPLANOVÁ, Patrícia (5%) Modelling Risk Dependencies in Insurance Using Survival Clayton Copula. In: Statistika: Statistics and Economy Journal. - Praha : Český statistický úřad, 2024. - ISSN 0322-788X. - Vol. 104, no. 3 (2024), pp. 320-335.
The most significant research/artistic/other outputs over the last six years
ADM MUCHA, Vladimír (80%) - PÁLEŠ, Michal (15%) - TEPLANOVÁ, Patrícia (5%) Modelling Risk Dependencies in Insurance Using Survival Clayton Copula. In: Statistika: Statistics and Economy Journal. - Praha : Český statistický úřad, 2024. - ISSN 0322-788X. - Vol. 104, no. 3 (2024), pp. 320-335.
ADM MUCHA, Vladimír [60 %] – FAYBÍKOVÁ, Ivana [20 %] , KRČOVÁ, Ingrid[ 20 %] . Use of Markov Chain Simulation in Long Term Care Insurance. In: Statistika: Statistics and Economy Journal. - Praha : Český statistický úřad, 2022. - ISSN 1804-8765. - Vol. 102, no. 4 (2022), pp. 409-425.
ADM STREŽO, Marek [25 %] - MUCHA, Vladimír [25 %] - ŠOLTÉS, Erik [25 %] - PÁLEŠ, Michal [25 %]. Risk Premium Prediction of Motor Hull Insurance Using Generalized Linear Models. - Registrovaný: Web of Science, Registrovaný: Scopus. In Statistika : Statistics and Economy Journal. - Praha : Český statistický úřad, 2019. ISSN 1804-8765, 2019, vol. 99, no. 4, s. 451-467.
ACB MUCHA, Vladimír [50 %]- PÁLEŠ, Michal [50 %]. Teória pravdepodobnosti pre ekonómov : s podporou jazyka R. 2. rozšírené vydanie. - Bratislava : Letra Edu, 2023. - ISBN 978-80-69021-04-4
AAA PINDA, Ľudovít [40,8 %]- MUCHA, Vladimír [37,5 %] - SMAŽÁKOVÁ, Lenka [21,7 %]. Riadenie rizík využitím teórie extrémnych hodnôt a alternatívny transfer rizika. 1. vydání. Brno : H.R.G., 2022. 178 s..
The most significant citations corresponding to the research/artistic/other outputs
VEGA .1/0497/25, Implementation of innovative approaches in managing and modeling of risk in internal models of insurance companies (Head of the Research Team, 2025 -)
VEGA 1/0096/23 - Selected methods of risk management in the implementation of partial internal models for determining the solvency capital req-uirement. (co-researcher, 2023 - )
VEGA 1/0431/22 - Implementation of innovative approaches of modeling and managing risks in internal models of insurance companies in accordance with the Solvency II (Head of the Research Team, 2022 -2024 )
VEGA 1/0647/19 - Modern tools for risk management and modeling in non-life insurance (co-researcher, 2019 - 2021)
VEGA 1/0120/18 – Modern risk management tools in the internal models of insurance companies in Solvency II. (Head of the Research Team, 2018 - 2020)
Participation in conducting (leading) the most important research projects or art projects over the last six years
VEGA .1/0497/25, Implementation of innovative approaches in managing and modeling of risk in internal models of insurance companies (Head of the Research Team, 2025 -)
VEGA 1/0096/23 - Selected methods of risk management in the implementation of partial internal models for determining the solvency capital req-uirement. (co-researcher, 2023 - )
VEGA 1/0431/22 - Implementation of innovative approaches of modeling and managing risks in internal models of insurance companies in accordance with the Solvency II (Head of the Research Team, 2022 -2024 )
VEGA 1/0647/19 - Modern tools for risk management and modeling in non-life insurance (co-researcher, 2019 - 2021)
VEGA 1/0120/18 – Modern risk management tools in the internal models of insurance companies in Solvency II. (Head of the Research Team, 2018 - 2020)
Overview of organizational experience related to higher education and research/artistic/other activities
Member of the Subsection Committee on Data science in Economics
Faculty of Economic Informatics, University of Economics in Bratislava
2024-
Member of the Subsection Committee on Quantitative Methods in Economics
Faculty of Economic Informatics, University of Economics in Bratislava
2015-2021
Member of the commission for state final examinations
Faculty of Economic Informatics, University of Economics in Bratislava
2007-
Overview of international mobilities and visits oriented on education and research/artistic/other activities in the given field of study
Prague University of Economics and Business, FIS, Department of Statistics and Probability, W. Churchilla Sq. 1938/4, 130 67, Praha 3 - Žižkov
21.11.2022 - 25.11. 2022,
Erasmus+Staff training
Prague University of Economics and Business, FIS, Department of Information Technology, W. Churchilla Sq. 1938/4, 130 67, Praha 3 - Žižkov
26.6.2023 - 30.6. 2023,
Staff training
Prague University of Economics and Business, FIS, Department of Information Technology, W. Churchilla Sq. 1938/4, 130 67, Praha 3 - Žižkov
30.10.2023 - 3.11. 2023,
Erasmus+Staff training