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
course, Introduction to Machine Learning
Tools4F, s.r.o., Czech Republic
2022
Overview of activities within the teaching career at the university
Number of defended theses
Bakalárske (prvý stupeň): 13
Diplomové (druhý stupeň): 32
Dizertačné (tretí stupeň): 2
Overview of the research/artistic/other outputs
Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases: 6
Number of citations registered in the Web of Science or Scopus databases: 13
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.
AAB HORÁKOVÁ, Galina [75 %] - MUCHA, Vladimír [25 %]. Teória rizika v poistení : I. časť. Bratislava : Vydavateľstvo EKONÓM, 2006. 173 s. ISBN 80-225-2141-8.
AAA PINDA, Ľudovít - MUCHA, Vladimír - SMAŽÁKOVÁ, Lenka. Riadenie rizík využitím teórie extrémnych hodnôt a alternatívny transfer rizika. . 1. vydání. Brno : H.R.G., 2022. 178 s.
The most significant research/artistic/other outputs over the last six years
AAA PINDA, Ľudovít - MUCHA, Vladimír - SMAŽÁKOVÁ, Lenka. Riadenie rizík využitím teórie extrémnych hodnôt a alternatívny transfer rizika. 1. vydání. Brno : H.R.G., 2022. 178 s.
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 - PÁLEŠ, Michal. Teória pravdepodobnosti pre ekonómov : s podporou jazyka R.. 1. vydanie. Bratislava : Letra Edu, 2018. 299 s. [10 AH]. VEGA 01/0120/18. ISBN 978-80-89962-21-1.
AFC MUCHA, Vladimír. Applying Simulations in the Individual Risk Model Using R. In Managing and Modelling of Financial Risks. International Scientific Conference. Managing and Modelling of Financial Risks : Proceedings of 9th International Scientific Conference, 5th – 6th September 2018, Ostrava, Czech Republic. - Ostrava : VŠB - Technical University of Ostrava, 2018. ISBN 978-80-248-4225-7. ISSN 2464-6970, pp. 344-353 CD-ROM.
AEC MUCHA, Vladimír. Reinsurance of Extremal Claims by EOT Method Using R. In Investment Modelling in the Environment of Catastrophic Insurance Risk 2019 : Reviewed Monographic Collection of Research Papers in the Field of Catastrophic = Recenzovaný monografický vedecký zborník vedeckých prác z oblasti katastrofického poistného rizika. - Ostrava : VSB – Technical University of Ostrava, Faculty of Economics. Department of Finance, 2019. ISBN 978-80-248-4355-1, s. 44-53 CD-ROM.
The most significant citations corresponding to the research/artistic/other outputs
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 - )
VEGA č. 1/0647/19 - Modern tools for risk management and modeling in non-life insurance (co-researcher, 2019 - 2021)
VEGA č. 1/0120/18 - Modern risk management tools in internal models of insurance companies in the context of the Solvency II Directive (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 1/0431/22 - 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 - )
VEGA č. 1/0647/19 - Modern tools for risk management and modeling in non-life insurance (co-researcher, 2019 - 2021)
VEGA č. 1/0120/18 - Modern risk management tools in internal models of insurance companies in the context of the Solvency II Directive (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 Quantitative Methods in Economics
Faculty of Economic Informatics, University of Economics in Bratislava
2015-
Member of the commission for state final examinations
Faculty of Economic Informatics, University of Economics in Bratislava
2007-
