Department of Probability and Mathematical Statistics












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            # Mathematics, statistics, probability

            # Stochastics, optimization, MFF
            # Insurance, analysis, finance
            # Biostatistics, bioinformatics

            # Stochastic geometry, stochastic processes
            # Risk management


            „Our expertise in theoretical probability, statistics and optimization can be applied in f
            insurance, biomedical sciences and industry.“





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            * Offer
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            - Analysis and modeling of complex data structures
            - Applications of stochastic models in time and/or space
            - Solutions to optimization problems

            - Assessment of financial and insurance products
            - Design and analysis of randomized and observational studies
            - Development of creative designs for scientific and industrial experiments that save reso

            increase precision
            - Application of advanced analytical techniques and models in order to improve decision ma
            types of practical problems






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            * Expertise

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            - Statistics: analysis of complex high-dimensional data, functional data analysis, dynamic
            series, analysis of extremes, change-point analysis, supervised and unsupervised classific

            - Biostatistics and Bioinformatics: analysis of biomedical, genetic and high-dimensional d
            clinical studies, methods for analysis of data from observational and randomized studies
            - Stochastic Processes: point processes, stochastic calculus, random fields

            - Stochastic Geometry: random closed sets, spatial and space-time point processes, stereol
            - Optimization/Operation Research: asset-liability management, revenue management, simulat
            planning, scheduling, portfolio optimization, sensitivity and output analysis

            - Financial & Insurance Mathematics: risk management, credit scoring, derivatives pricing,
            optimal pricing in insurance, reserving, stress testing






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            * Research Areas & Excellence
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            - We conduct research and education in scientific fields that deal with randomness and unc
            - We develop mathematical models which include random components, investigate them theoret
            them to solve practical problems.

            - The department provides a unique combination of expertise in topics ranging from theoret
            statistics and optimization to applications in finance, insurance, biomedical sciences and






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            * Partnerships & Collaborations
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            * Academic Partners
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            - University of Utah

            - University of California, Los Angeles
            - Johns Hopkins University
            - KU Leuven

            - Humboldt-Universität zu Berlin
            - Aarhus University
            - University of Bergamo

            - University of Vienna




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            * Industry Partners

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            - KBC/ČSOB
            - Raiffeisenbank

            - Generali/Česká pojišťovna
            - Institute for Clinical and Experimental Medicine
            - Fred Hutchinson Cancer Research Center

            - Motol University Hospital




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            * Are you interested in this expertise?

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            Please contact CPPT UK
            Web: www.cppt.cuni.cz/ [ URL "https://cppt.cuni.cz/"]

            Mail: transfer@cuni.cz
            Tel.: +420 224 491 255




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            * Experts and their Department
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            Assoc. Prof. Mgr. Michal Kulich, Ph.D.

            Assoc. Prof. RNDr. Ing. Miloš Kopa, Ph.D.
            Assoc. Prof. RNDr. Zbyněk Pawlas, Ph.D.
            Department of Probability and Mathematical Statistics

            Web: http://msekce.karlin.mff.cuni.cz/~kpms/?lang=en [ URL "http://msekce.karlin.mff.cuni.
            lang=en"]




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            * Klíčová slova
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            # Matematika, statistika, pravděpodobnost

            # Stochastika, optimalizace, MFF
            # Pojištění, analýza, finance
            # Biostatistika, bioinformatika

            # Stochastická geometrie, stochastické procesy
            # Risk management