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)