Ing. Mgr. Zuzana Krátka, PhD.

Faculty: Faculty of Economic Informatics

Department: Department of Mathematics and Actuarial Science

Position: assistant professor

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Current and previous employment

assistant professor
University of Economics in Bratislava, Department of Mathematics and Actuarial Science
2015 -

assistant professor
Slovak University of Technology in Bratislava, Institute of Management
2012 - 2015

Risk Management and Solvency II Manager
Slovak Insurance Association
2009 - 2017

assistant professor
University of Economics in Bratislava, Department of Insurance
2004 - 2009

Financial markets specialist
ČSOB
1992 - 2004

Development of pedagogical, professional, language, digital and other skills

Models of interest rates
Tool4F, s.r.o., Prague
2020

Stochastics in life insurance
Tool4F, s.r.o., Prague
2019

Asset and Liability Management (ALM)
Tool4F, s.r.o., Prague
2022

Introduction to Machine Learning
Tool4F, s.r.o., Prague
2022

Number of defended theses

Bakalárske (prvý stupeň): 6

Diplomové (druhý stupeň): 11

Overview of the research/artistic/other outputs

Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases: 2

Number of citations registered in the Web of Science or Scopus databases: 5

The most significant research/artistic/other outputs

ADM KADEROVÁ, Andrea - KRÁTKA, Zuzana - PÁLEŠ, Michal. Volatility Modelling in Market Risk Analysis. - Registrovaný: Scopus. In Journal of Applied Economic Sciences. - Craiova : Spiru Haret University. ISSN 2393-5162, 2018, vol. 13, no. 3, pp. 787-796 online. ADM FECENKO, Jozef - KRÁTKA, Zuzana - SAKÁLOVÁ, Katarína. Why we cannot fully understand the variability of the insurance portfolio. - Registrovaný: Scopus. In Journal of Applied Economic Sciences. - Craiova : Spiru Haret University. ISSN 2393-5162, 2017, vol. 12, no. 5, pp. 1485-1494 online. AEC KRÁTKA, Zuzana. Reinsurance of Catastrophic Insurance Risks. 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. 32-37 CD-ROM. ACB MAJTÁNOVÁ, Anna - KRÁTKA, Zuzana - LITTVOVÁ, Zuzana - VACHÁLKOVÁ, Ingrid. Poisťovníctvo. Bratislava : Iura Edition, 2009. 322 s. Ekonómia. ISBN 978-80-8078-260-3. BCI KRÁTKA, Zuzana. Zaistenie. Bratislava : Vydavateľstvo EKONÓM, 2007. 161 s. ISBN 978-80-225-2411-7.

The most significant research/artistic/other outputs over the last six years

ADM KADEROVÁ, Andrea - KRÁTKA, Zuzana - PÁLEŠ, Michal. Volatility Modelling in Market Risk Analysis. - Registrovaný: Scopus. In Journal of Applied Economic Sciences. - Craiova : Spiru Haret University. ISSN 2393-5162, 2018, vol. 13, no. 3, pp. 787-796 online. ADM FECENKO, Jozef - KRÁTKA, Zuzana - SAKÁLOVÁ, Katarína. Why we cannot fully understand the variability of the insurance portfolio. - Registrovaný: Scopus. In Journal of Applied Economic Sciences. - Craiova : Spiru Haret University. ISSN 2393-5162, 2017, vol. 12, no. 5, pp. 1485-1494 online. ACB KADEROVÁ, Andrea - KRÁTKA, Zuzana - KRČOVÁ, Ingrid - MUCHA, Vladimír - ŠOLTÉSOVÁ, Tatiana. Matematika pre ekonómov. Recenzenti: Martin Šeleng, František Peller. 1. vydanie. Bratislava : Letra Edu, 2020. 333 s. [17,85]. ISBN 978-90-89962-62-4.

AAA PINDA, Ľudovít - KADEROVÁ, Andrea - KRÁTKA, Zuzana. Riadenie rizík investičných projektov. Recenzenti: František Peller, Anna Majtánová. 1. vydání. Brno : H.R.G. spol. s r.o., 2021. 148 s. [7,85 AH]. VEGA 1/0166/20. ISBN 978-80- 88320-93-7. 

AEC KRÁTKA, Zuzana. Underwriting Risk Management. In Fakulta hospodárskej informatiky EU. Katedra matematiky a aktuárstva. Aktuárska veda v teórii a v praxi 2020 : recenzovaný monografický zborník vedeckých prác: Reviewed Collection of Resarch Papers. - Brno : H.R.G. spol. s r.o., 2020. ISBN 978-80-88320-36-4, s. 57-63.

The most significant citations corresponding to the research/artistic/other outputs

VEGA 1/0431/22: Implementation innovative approaches of modeling and managing risks in internal models of insurance companies in accordance with the Solvency II (2022 - 2024, co-researcher)

VEGA 1/0166/20: Determination of the capital requirement to cover selected catastrophic risks in life and non-lifeinsurance (2020 - 2022, co-researcher)

VEGA 1/0647/19: Modern tools for risk management and modeling in non-life insurance (2019 - 2021, Deputy Director of Research)

VEGA 1/0221/17: Investmentmodeling in the environment of catastrophic insurance risk (2017 - 2019, co-researcher)

Participation in conducting (leading) the most important research projects or art projects over the last six years

VEGA 1/0431/22: Implementation innovative approaches of modeling and managing risks in internal models of insurance companies in accordance with the Solvency II (2022 - 2024, co-researcher)

VEGA 1/0166/20: Determination of the capital requirement to cover selected catastrophic risks in life and non-lifeinsurance (2020 - 2022, co-researcher)

VEGA 1/0647/19: Modern tools for risk management and modeling in non-life insurance (2019 - 2021, Deputy Director of Research)

VEGA 1/0221/17: Investmentmodeling in the environment of catastrophic insurance risk (2017 - 2019, co-researcher)

Overview of organizational experience related to higher education and research/artistic/other activities

Member of the ERM Working Group
Slovak Society of Actuaries
2019

Member of the expert group for mathematical literacy
Banking, Financial Services and Insurance Sector Council
2019 - 2021

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, Prague
20.11.2022 - 26.11.2022,
Erasmus+