ASSZÓ

side Ap­plied Sta­tis­ti­cal Con­sult­ing Unit (ASSZÓ) is a self-fi­nanc­ing unit of the De­part­ment of Prob­a­bil­ity The­ory and Sta­tis­tics. It car­ries out ap­plied sta­tis­ti­cal re­search for its clients, in­clud­ing ma­jor in­sur­ance com­pa­nies (in risk analy­sis or mor­tal­ity mod­el­ling) or banks (credit risk man­age­ment), but also for other de­part­ments of the Fac­ulty of Sci­ences.

It con­sists of the mem­bers of the De­part­ment, in­clud­ing its PhD stu­dents. It arranges reg­u­lar work­ing sem­i­nars, if the work needs them. Sev­eral re­search pa­pers were based on these ap­pli­ca­tions and the teach­ing got richer by them, too.

Some of our ma­jor pro­jects

  • Boot­strap analy­sis of me­dia re­search (AGB Nielsen)
  • Mod­el­ing cat­a­strophic events (Ae­gon Hun­gary)
    Bozsó, D- Rakon­czai, P- Zem­pléni A: Árvizek a Tiszán és néhány mel­lék­folyóján. Sta­tisztikai Szemle, 83, 10-11, p. 919-936, 2005
  • Spa­tial mod­el­ing of in­sur­ance claims (Gen­er­ali)
  • Mor­tal­ity (ING)
    Mik­lós Arató, Dávid Bozsó, Péter Elek, An­drás Zem­pléni: Fore­cast­ing and sim­u­lat­ing mor­tal­ity ta­bles. Math­e­mat­i­cal and Com­puter Mod­el­ling. Vol­ume 49, Is­sues 3-4, 2009, p. 805-813 doi: 10.1016/​j.mcm.2008.01.012
  • CDO Pric­ing (Mor­gan Stan­ley)