Personal information

Websites & social links

http://www.math.elte.hu/~arato/

Other IDs

Scopus Author ID: 15045258200
Scopus Author ID: 6507125223
Scopus Author ID: 24786161100
ResearcherID: J-9196-2014

Keywords

random fields, actuarial mathematics, spatial statistics

Countries

Hungary

Activities

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Employment (1)

Eötvös Loránd Tudományegyetem: Budapest, HU

1990-01-01 to present | associate professor (Probability Theory & Statistics)
Employment
Source: Self-asserted source
N. Miklós Arató

Education and qualifications (2)

Moscow State University Mehaniko-matematiceskij fakul'tet: Moscow, RU

1986-09 to 1989-12 | CSC (PhD)
Education
Source: Self-asserted source
N. Miklós Arató

Eötvös Loránd Tudományegyetem: Budapest, HU

1980-09-01 to 1985-06 | okleveles matematikus (MSC)
Education
Source: Self-asserted source
N. Miklós Arató

Works (18)

On the Calibration of the Kennedy Model

Mathematics
2024-09-29 | Journal article
DOI: 10.3390/math12193059
Contributors: Dalma Tóth-Lakits; Miklós Arató
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17

Risks
2022-10-26 | Journal article
DOI: 10.3390/risks10110204
Contributors: N. Miklós Arató; László Martinek
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Decreased Circulating Dipeptidyl Peptidase-4 Enzyme Activity Is Prognostic for Severe Outcomes in Covid-19 Inpatients

Biomarkers in Medicine
2022-04 | Journal article
DOI: 10.2217/bmm-2021-0717
Contributors: Ákos Nádasdi; György Sinkovits; Ilona Bobek; Botond Lakatos; Zsolt Förhécz; Zita Z Prohászka; Marienn Réti; Miklós Arató; Gellért Cseh; Tamás Masszi et al.
Source: check_circle
Crossref

An approach to merit rating by means of autoregressive sequences

Insurance: Mathematics and Economics
2019-03 | Journal article
DOI: 10.1016/j.insmatheco.2019.01.008
Part of ISSN: 0167-6687
Contributors: László Martinek; N. Miklós Arató
Source: Self-asserted source
N. Miklós Arató via Crossref Metadata Search

Simulation based comparison of stochastic claims reserving models in general insurance

Studia Scientiarum Mathematicarum Hungarica
2017-06 | Journal article
DOI: 10.1556/012.2017.54.2.1364
Part of ISSN: 0081-6906
Contributors: Miklós Arató; László Martinek; Miklós Mályusz
Source: Self-asserted source
N. Miklós Arató via Crossref Metadata Search

Hierarchical Bayesian Modelling of Geographic Dependence of Risk in Household Insurance

Advances in Data Analysis
2010 | Book chapter
DOI:

10.1007/978-0-8176-4799-5_20

Part of ISBN:

978-0-8176-4798-8
Contributors: Márkus, László; Arató, N. Miklós; Prokaj, Vilmos
Source: Self-asserted source
N. Miklós Arató via ResearcherID

Forecasting and simulating mortality tables

2009 | Journal article
DOI:

10.1016/j.mcm.2008.01.012

EID:

2-s2.0-58049172716
Contributors: Arató, M.; Bozsó, D.; Elek, P.; Zempléni, A.
Source: Self-asserted source
N. Miklós Arató via Scopus - Elsevier

Stochastic models for claims reserving in insurance business

Recent Advances in Stochastic Modeling and Data Analysis
2007-11 | Conference paper
DOI: 10.1142/9789812709691_0013
Part of ISBN: 9789812709684
Contributors: Tamás Faluközy; Ildikó Ibolya Vitéz; Miklós Arató
Source: Self-asserted source
N. Miklós Arató via Crossref Metadata Search

Hierarchical Bayesian modelling of spatial age-dependent mortality

2006 | Journal article
DOI:

10.1016/j.csda.2006.02.007

EID:

2-s2.0-33750290349
Contributors: Miklós Arató, N.; Dryden, I.L.; Taylor, C.C.
Source: Self-asserted source
N. Miklós Arató via Scopus - Elsevier

Geographical dependence of insurance risk

2005 | Conference paper
EID:

2-s2.0-84902491391
Contributors: Márkus, L.; Arató, M.
Source: Self-asserted source
N. Miklós Arató via Scopus - Elsevier

Nem-élet biztosításmatematika

Eötvös Kiadó, Budapest
2001 | Book
DOI: 10.13140/2.1.5085.0081
Contributors: N. Miklós Arató
Source: check_circle
DataCite

On estimating the mean value of Levy's Brownian motion

Theory of Probability and Its Applications
1999 | Journal article
DOI:

10.1137/S0040585X97976714

Part of ISSN:

0040-585X
Contributors: Arato, NM
Source: Self-asserted source
N. Miklós Arató via ResearcherID

Mean estimation of Brownian sheet

Computers & Mathematics With Applications
1997 | Journal article
DOI:

10.1016/S0898-1221(97)00050-3

Part of ISSN:

0898-1221
Contributors: Arato, NM
Source: Self-asserted source
N. Miklós Arató via ResearcherID

LIMIT BOUNDARY-VALUE-PROBLEMS IN REGIONS WITH RANDOM FINE-GRAINED BOUNDARIES

Applied Mathematics Letters
1995 | Journal article
DOI:

10.1016/0893-9659(95)00037-Q

Part of ISSN:

0893-9659
Contributors: ARATO, NM
Source: Self-asserted source
N. Miklós Arató via ResearcherID

THE ESTIMATE OF POTENTIAL IN STOCHASTIC SCHRODINGERS EQUATION

Computers & Mathematics With Applications
1995 | Journal article
DOI:

10.1016/0898-1221(95)00001-F

Part of ISSN:

0898-1221
Contributors: ARATO, NM
Source: Self-asserted source
N. Miklós Arató via ResearcherID

QUADRATIC FUNCTIONALS OF GENERALIZED GAUSSIAN RANDOM-FIELDS

Computers & Mathematics With Applications
1990 | Journal article
DOI:

10.1016/0898-1221(90)90076-V

Part of ISSN:

0898-1221
Contributors: ARATO, NM
Source: Self-asserted source
N. Miklós Arató via ResearcherID

ON A LIMIT-THEOREM FOR GENERALIZED GAUSSIAN RANDOM-FIELDS DEFINED BY STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS

Theory of Probability and Its Applications
1989 | Journal article
DOI:

10.1137/1134038

Part of ISSN:

0040-585X
Contributors: ARATO, NM
Source: Self-asserted source
N. Miklós Arató via ResearcherID

Distribution of niche spaces over different homogeneous river sections at seasonal resolution

Journal article
DOI:

10.1016%2Fj.ecolind.2018.11.059
Source: Self-asserted source
N. Miklós Arató

Peer review (1 review for 1 publication/grant)

Review activity for Methodology and computing in applied probability. (1)
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