SGH Warsaw School of EconomicsCollegium of Economic Analysis Institute of Econometrics, Division of Probabilistic Methods
I am working as Full Professor at SGH Warsaw School of Economics. I have PhD in Mathematics, Habilitation Degree in Economics and Professor title in Economics and Finance. I am an actuary with license no. 130 issued by the Polish Financial Supervision Authority, the Head of the Examination Committee for Actuaries at the Polish Financial Supervision Authority and a Board Member of the Polish Society of Actuaries. My scientific research includes different areas of actuarial mathematics with emphasis on stochastic modelling of financial risks and neural networks in insurance. I am Editor of ASTIN Bulletin – The Journal of International Actuarial Association.
13.07.2023 – Read a new paper about variance modelling in mean estimation
01.02.2023 – A paper on autoencoders has been published in ASTIN Bulletin