Marcin Rudź

Marcin Rudź is a research and teaching assistant professor in the Insurance and Capital Markets Department at Lodz University of Technology. His academic work focuses on theoretical and applied aspects of insurance mathematics and risk modeling, with a particular emphasis on ruin theory and probability analysis for insurance companies.

Research Focus

Dr. Rudź specializes in advanced mathematical modeling of insurance risks, with research spanning multiple specialized areas:

• Ruin probabilities across various insurance risk frameworks
• Regime-switching and risk-switching models
• Sparre Andersen risk processes and their extensions
• Deficit distributions at ruin scenarios
• Applications of fixed-point theory to insolvency problems
• Precise estimation and approximation methods for ruin probabilities

His work bridges theoretical mathematics with practical applications in insurance risk management, contributing to more accurate assessment of financial stability for insurance companies.

Publication Trends

Dr. Rudź's research shows a clear progression from discrete time models (2013-2015) to increasingly sophisticated regime-switching frameworks (2017-2021), culminating in recent work applying Banach fixed-point theory to insolvency problems (2024-2025). His publications consistently appear in reputable actuarial and mathematical journals including Insurance: Mathematics & Economics, Scandinavian Actuarial Journal, and Methodology and Computing in Applied Probability.

Professional Details

• Position: Research and teaching assistant professor
• Office: Room 156
• Phone: (+48) 42 631-36-16
• Email: marcin.rudz@p.lodz.pl