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Olen nõus

Kalev Pärna

https://www.etis.ee/CV/Kalev_Pärna/est
7.01.1950
737 5452
kalev.parna@ut.ee

Teenistuskäik

Töökohad ja ametid
1994–...   
Tartu Ülikool, Matemaatika-informaatikateaduskond, Matemaatilise statistika instituut, Tõenäosusteooria õppetool, Professor (1,00)
1988-1994 TÜ matemaatilise statistika kateedri (instituudi) dotsent,
1977-1988 TÜ matemaatilise statistika ja programmeerimise kateedri vanemõpetaja,
1972-1976 TÜ Haridussotsioloogia labori vaneminsener
Pikemad uurimisperioodid välisülikoolides:
RWTH Aacheni Tehnikaülikool, 2005 (1 kuu),
Würzburgi Ülikool, 1994 (2 kuud),
Umea Ülikool, 1993 (2 kuud)
Stockholmi Ülikool, 1993 (4 kuud)
Amsterdami Ülikool, 1992 (1 kuu)
Vilniuse Ülikool, 1988 (4 kuud)
Moskva Riiklik Ülikool, 1983 (4 kuud)
 
 
Haridustee
1974–1978   
Tartu Riiklik Ülikool, aspirantuur (mittestatsionaarne)
1967–1972   
Tartu Riiklik Ülikoool, matemaatiku diplom
 
 
Teadusorganisatsiooniline ja -administratiivne tegevus
2016−...   
TÜ matemaatika ja statistika instituudi nõukogu liige
2007−...   
Eesti Statistikaseltsi juhatuse liige
1994−...   
Referatiivajakirja "Mathematical Reviews" referent
2013−2015   
TÜ realia et naturalia valdkonna nõukogu liige
2012−2015   
TÜ matemaatilise statistika instituudi juhataja
2011−2011   
9.Tartu Mitmemõõtmelise Statistika konverentsi orgkomitee esimees
2010−2010   
Eesti Statistikaseltsi 22. konverentsi "Statistika ja eluteadused" organiseerimine, Tartu, 13.-14.04.2010
2009−2010   
TÜ Realia et Naturalia valdkonnanõukogu liige
2009−2009   
Eesti Statistikaseltsi 21. konverentsi "Registrid ja rahvaloendus" organiseerimine, Tallinn, 24.-25.03.2009
2008−2008   
Eesti Statistikaseltsi XX konverentsi "Kvaliteedistatistika ja statistika kvaliteet" organiseerimine
2007−2010   
TÜ matemaatilise statistika instituudi juhataja
2007−2007   
8.Tartu Mitmemõõtmelise Statistika konverentsi orgkomitee esimees
2007−2010   
Eesti Statistikaseltsi president
2006−2015   
TÜ finants- ja kindlustusmatemaatika magistriõppe programmijuht
2003−2004   
TÜ matemaatilise statistika instituudi juhataja
1999−2000   
TÜ matemaatilise statistika instituudi juhataja
1996−1996   
Konverentsi "Kvaliteedisuundumused Eestis" organiseerimine, Tallinn, 14. nov. 1996
1995−1996   
TÜ matemaatilise statistika instituudi juhataja
1995−2016   
Tartu Mitmemõõtmelise Statistika (rahvusvaheliste) konverentside orgkomitee esimees aastatel 1995, 1999, 2003, 2007, 2011, 2016
1995−2003   
Tartu Ülikooli Nõukogu liige
1989−2015   
TÜ matemaatikateaduskonna nõukogu liige;

Kvalifikatsioon

Teaduskraadid
Kalev Pärna, doktorikraad, 1987, (juh) Taivo Arak, Optimalnoje razbijenie metricheskogo verojatnostnogo prostranstva, Vilnius State University.
 
 
Teaduspreemiad ja tunnustused
2018, Kalev Pärna, Eesti Matemaatika Seltsi G. Kangro kõrgkooliõpiku preemia
2006, Kalev Pärna, Haridus- ja teadusministri tänukiri parima doktoritöö juhendamise eest
2004, Kalev Pärna, International Statistical Institute (ISI) - elected member
1995, Kalev Pärna, Kungl. Skytte Samfundet (Rootsi) - corresponding member
 
 
Teadustöö põhisuunad
ETIS KLASSIFIKAATOR: 4. Loodusteadused ja tehnika; 4.4. Matemaatika; TÄPSUSTUS: Tõenäosusjaotuste lähendamine hulkadega
ETIS KLASSIFIKAATOR: 4. Loodusteadused ja tehnika; 4.5. Statistika; TÄPSUSTUS: Tõenäosuslikud mudelid finants- ja kindlustusmatemaatikas, Kvalitatiivsete andmete statistiline analüüs
 
 
Lisainfo
Cand. phys.-math. sciences, Vilnius , 1987

Lõppenud projektid

Juhendamisel väitekirjad

Juhendatud väitekirjad

Publikatsioonid

Klass
Aasta
Publikatsioon
 
1.1.
2017
Esunge, Julius; Pärna, Kalev; Teneng, Dean (2017). The double barrier problem with double exponential jump diffusion. Communications on Stochastic Analysis, 11 (4), 533−544.10.31390/cosa.11.4.08.
3.4.
2017
Pärna, Kalev (2017). Convergence of multi-centres in general spaces: a useful property in classi fication. Proceedings of The 61st World Statistics Congress ( ISI2017), 16-21 July, Marrakech: The 61st World Statistics Congress ( ISI2017), 16-21 July, Marrakech. Amsterdam: ISI, 1−6.
3.4.
2016
Pärna, Kalev (2016). On the choice of initial seed values for the Lloyd’s k-means algorithm. Proceedings of the 60th World Statistics Congress (ISI2015): 60th World Statistics Congress (ISI2015), Rio de Janeiro, 26-31.07.2015. Rio de Janeiro: Tartu Ülikool, 1−4.
3.1.
2014
Teneng, Dean; Pärna, Kalev (2014). Risk Processes with Normal Inverse Gaussian Claims and Premiums. Mathematical and Statistical Methods for Actuarial Sciences and Finance: MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE April 22-24, 2014. Ed. C. Perna, M. Sibillo. Springer, 177−181.10.1007/978-3-319-05014-0_40.
1.2.
2013
Teneng, Dean; Pärna, Kalev (2013). Modeling and forecasting index prices with normal inverse Gaussian. Scientific Bulletin of the Politehnica University of Timişoara. Transactions on Mathematics & Physic, 305−308.
3.1.
2013
Pärna, K.; Kangro, R.; Kaasik, A.; Möls, M. (2013). K-nearest neighbors as pricing tool in insurance: a comparative study. In: Multivariate Statistics: Theory and Applications. Proceedings of The 9-th Tartu Conference on Multivariate Statistics & The 20th International Workshop on Matrices and Statistics (26 June - 1 July 2011, Tartu) (130−140).. World Scientific Publishing Co.
3.2.
2013
Pärna, Kalev (2013). Kuidas ohjeldada juhuslikkust? Eesti Statistika Kvartalikiri, 13 (2), 6−22.
6.2.
2013
Pärna, Kalev (2013). Tõenäosusteooria algkursus. Tartu: Tartu Ülikooli Kirjastus.
1.1.
2012
Vallas, M.; Kaart, T.; Värv, S.; Pärna, K.; Jõudu, I.; Viinalass, H.; Pärna, E. (2012). Composite β-κ-casein genotypes and their effect on composition and coagulation of milk from Estonian Holstein cows. Journal of Dairy Science, 95 (11), 6760−6769.10.3168/jds.2012-5495.
5.2.
2012
Teneng, Dean; Pärna, Kalev. (2012). Simulating risk processes with different claim distributions. 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia, Abstracts: 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia.. _EditorsAbbr J. Janno. Tallinn: Tallinn University of Technology, 127−127.
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). The normal inverse Gaussian distribution: exposition and applications to modeling asset, index and foreign exchange closing prices. In: Allaberen Ashyralyev, Alexey Lukashov (_EditorsAbbr). .First International Conference on Analysis and Applied Mathematics (ICAAM 2012).
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). Modeling and forecasting index prices with NIG. In: (25−25).THE XIII INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 1-3rd November 2012 , Timisoara, ROMANIA. Timisoara.
5.2.
2012
Pärna, Kalev; Kangro, Raul (2012). Tehisõpe versus tavastatistika - näide kindlustuse vallast. Uued suundumused statistikas. Programm ja ettekanded (24−24).Eesti Statistikaseltsi 24. konverents, 27.-28. september 2012, Tartu. Tartu: Tartu Ülikooli Kirjastus.
5.2.
2012
Pärna, Kalev; Kangro, Raul (2012). Statistical Learning Methods in Pricing Non-Life Insurance Products. In: Insurance: Mathematics and Economics (IME2012). Programme and Abstracts. (96−97).The 16th International Congress on Insurance: Mathematics and Economics, Hong Kong, June 28 - 30, 2012. Hong Kong.
5.2.
2012
Kangro, Raul; Pärna, Kalev (2012). Using the K-Nearest Neighbours Method for Pricing Insurance Policies. In: EUROPT-2012. 10th EUROPT Workshop on Advances in Continuous Optimization (36−36).10th EUROPT Workshop on Advances in Continuous Optimization; Šiauliai, Lithuania; 5-7 July 2012. Šiauliai University.
3.5.
2011
Vallas, Mirjam; Bovenhuis, Henk; Kaart, Tanel; Pärna, Kalev; Kiiman, Heli; Pärna, Elli (2011). Geneetilised parameetrid piima laapumis- ja koostisnäitajatele. Terve loom ja tervislik toit: Terve loom ja tervislik toit 2011, 17-18.03.2011. Toim. Jaakma, Ü. Tartu: Eesti Maaülikool, 80−84.
4.2.
2011
Pärna, K. (Toim.) (2011). Exploring the world of financial engineering. Västeras, Swedeni: Mälardalen University Press.
5.2.
2011
Kangro, Raul; Pärna, Kalev (2011). k-Neareest Neighbors as Pricing Tool in Insurance. In: Kollo, T.; Kaasik, A. (_EditorsAbbr). Abstracts (33−34).9th Tartu Conference on Multivariate Statistics the 20th International Workshop on Matrices and Statistics. 26 June - 1 July 2011, Tartu, Estonia. Tartu: Tartu Ülikooli Kirjastus.
5.2.
2011
Pärna, Kalev; Juhkam, Mihhail (2011). Disclosing Diversity in Populations with Large Number of Subclasses.
6.1.
2011
Pärna, K. (2011). Inverse Gaussian Distribution. In: Miodrag Lovric (_EditorsAbbr). International Encyclopedia of Statistical Science (687−688).. Berlin: Springer.
1.1.
2010
Vallas, M.; Bovenhuis, H.; Kaart, T.; Pärna, K.; Kiiman, H.; Pärna, E. (2010). Genetic parameters for milk coagulation properties in Estonian Holstein cows. Journal of Dairy Science, 93, 3789−3796.
3.2.
2010
Kaart, T.; Vallas, M.; Waldmann, A.; Kiiman, H.; Pärna, K.; Pärna, E. (2010). Associations between milk quality traits and coagulation properties and fertility in Estonian Holstein feifers and first lactation cows. Proceedings of the 9th World Congress on Genetics Applied to Livestock Production (WCGALP): 9th World Congress on Genetics Applied to Livestock Production (WCGALP); Leipzig, Germany; 1-6 August 2010. 0567.
3.2.
2010
Vallas, M.; Kaart, T.; Värv, S.; Viinalass, H.; Kiiman, H.; Pärna, K.; Pärna, E. (2010). Associations Between Milk Protein Genotypes And Milk Coagulation Properties Of Estonian Holstein Cows. Proceedings of the 9th World Congress on Genetics Applied to Livestock Production (WCGALP): 9th World Congress on Genetics Applied to Livestock Production (WCGALP); Leipzig, Germany; 1-6 August 2010. 0507.
5.2.
2010
Juhkam, Mihhail; Pärna, Kalev (2010). On relationship between sample size and sample coverage. In: Abstracts of Communications (176).10th International Vilnius Conference on Probability Theory and Mathematical Statistics; Vilnius, Lithuania; 28th June- 2nd July, 2010. Vilnius: TEV Publishers.
1.1.
2009
Käärik, M; Pärna, K. (2009). On the quality of k-means clustering based on grouped data. Journal of Statistical Planning and Inference, 139: 8th Tartu Conference on Multivariate Statistics/6th Conference on Multivariate Distributions with Fixed Marginals Univ Tartu; Tartu, ESTONIA; June 26-29, 2007. Elsevier Science BV, 3836−3841. (11). DOI: 10.1016/j.jspi.2009.05.021.
3.4.
2009
Kaasik, A.; Pärna, K. (2009). On simulation of ruin using integrated tail distribution. The XIII International Conference"Applied Stochastic Models and Data Analysis" (ASMDA-2009). Selected papers.: The XIII Conference on Applied Stochastic Models and Data Analysis , Vilnius, Lithuania, 30 June – 3 July, 2009.. _EditorsAbbr L. Sakalauskas, C. Skiadas, E. K. Zavadskas. Vilnius: Vilnius Gediminas Technical University Press "Technika", 45−50.
3.4.
2009
Kaasik, A.; Pärna, K. (2009). On simulation of ruin using integrated tail distribution. Selected papers. The XII Conference on Applied Stochastic Models and Data Analysis (ASMDA-2009): 30 June – 3 July 2009, Vilnius, Lithuania. _EditorsAbbr L. Sakalauskas, C. Skiadas. E. K. Zavadskas. Vilnius: Vilnius Gediminas Technical University Press "Technika", 45−50.
5.2.
2009
Pärna, K.; Kaasik, A. (2009). On empirical estimation of ruin probabilities using integrated tail distributions. 57th Session of the International Statistical Institute. Abstracts: The 57th Session of the International Statistical Institute; Durban, South Africa; 16-22 August, 2009. Durban: Statistics South Africa, 315−315.
1.2.
2008
Juhkam, M.; Pärna, K. (2008). Estimation of the Sample Size Required for Obtaining Given Sample Coverage. Acta et Commentationes Universitatis Tartuensis de Mathematica, 12, 89−99.
1.2.
2008
Kaasik, A.; Pärna, K. (2008). Approximating the integrated tail distribution. Acta et Commentationes Universitatis Tartuensis de Mathematica, 12, 79−87.
5.2.
2008
Pärna, E.; Kiiman, H.; Vallas, M.; Viinalass, H.; Saveli, O.; Pärna, K. (2008). Development of a breeding objective for Estonian Holstein cattle. Book of Abstracts of the 59th Annual Meeting of the European Association for Animal Production, 14: 59th Annual Meeting of the European Association for Animal Production, Vilnius, Lithuania, August 24-27, 2008. Wageningen, The Netherlands: Wageningen Academic Publishers, 205.
1.1.
2007
Pärna, E.; Kiiman, H.; Vallas, M.; Viinalass, H.; Saveli, O.; Pärna, K. (2007). Development of a breeding objective for Estonian Holstein cattle. Agricultural and Food Science , 16, 212−221.
1.1.
2007
Käärik, M.; Pärna, K. (2007). Approximation of distributions by bounded sets. Acta Applicandae Mathematicae, 97, 15−23.
5.2.
2007
Käärik, M.; Pärna, K. (2007). On the quality of k-means clustering based on grouped data. VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals : abstracts: VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals; Tartu; 26-29 June 2007. _EditorsAbbr Kollo, T.; Kaasik, A. Tartu: Tartu Ülikooli Kirjastus, 36.
5.2.
2007
Juhkam, M.; Pärna, K. (2007). Sampling From Populations With Large Number of Classes. VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals : abstracts: VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals; Tartu; 26-29 June 2007. _EditorsAbbr Kollo, T.; Kaasik, A. Tartu: Tartu University Press, 33.
5.2.
2007
Kaasik, A.; Pärna, K. (2007). Approximating the Integrated Tail Distribution. VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals : abstracts: VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals; Tartu; 26-29 June 2007. _EditorsAbbr Kollo, T.; Kaasik, A. Tartu: Tartu University Press, 37.
3.4.
2006
Pärna, Elli; Vallas, Mirjam; Saveli, Olev; Pärna, Kalev (2006). Genetic variants of k-casein and its association with rennet coagulation of Estonian Holstein cows. Proceedings of the 12th Baltic Animal Breeding Conference: Jurmala, Latvia 27th-28th April 2006. Ed. Scientific Committee. Jelgava: Latvia University of Agriculture, 211−216.
3.4.
2006
Pärna, E.; Vallas, M.; Kaart, T.; Kübarsepp, I.; Kiiman, H.; Pärna, K. (2006). Genetic Improvement of Milk Coagulation Properties. In: Proceedings of the 8th World Congress on Genetics Applied to Livestock Production (01−55).. Belo Horizonte, Brazil: Published by Organising committee of the World Congress on Genetics Applied to Livestock Production.CDD-636.0820063.
1.2.
2004
Lokk, K.; Pärna, K. (2004). On risk processes with double barriers. Acta et Commentationes Universitatis Tartuensis de Mathematica, 8, 187−194.
1.2.
2004
Käärik, M.; Pärna, K. (2004). Fitting parametric sets to probability distributions. Acta et Commentationes Universitatis Tartuensis de Mathematica, 8, 101−112.
1.2.
2004
Kangro, R.; Pärna, K.; Sepp, A. (2004). Pricing European-style options under jump diffusion processes with stochastic volatility: applications of Fourier Transform. Acta et Commentationes Universitatis Tartuensis de Mathematica, 8, 123−133.
1.1.
2003
Kaarik, M.; Parna, K. (2003). Approximation of distributions by parametric sets. Acta Applicandae Mathematicae, 78, 175−183.
3.1.
2003
Pärna, K. (2003). On correspondence analysis of incomplete orderings. Between Data Science and Applied Data Analysis: 26th Annual Conference of the Gesellschaft für Klassifikation; Mannheim, Germany; 22.-24.07.2003. _EditorsAbbr Schader, M.; Gaul, W.; Vich, M. Berlin: Springer, 329−336. (Studies in Classification, Data Analysis, and Knowledge Organization).
3.4.
2003
Pärna, E.; Pärna, K.; Dewi, I. (2003). Economic value of milk production and functional traits in the estonian Holstein population. In: Proceedings of the 4th Conference of the EFITA (352−359).. Debrecen, Hungary: University of Debrecen.
1.1.
2001
Arak-Lukmann, A.; Parna, K.; Maaroos, J. (2001). An instrument for assessing health-related quality of life after surgical revascularization of myocardium in complex cardiac rehabilitation. International Journal of Rehabilitation Research, 24 (3), 235−239.
3.1.
1999
Pärna, K.; Lember, J.; Viiart, A. (1999). Approximation of distributions by sets. In: Classification in the Information Age (215 −224).. Heidelberg: Springer Verlag.
3.4.
1999
Lember, J.; Pärna, K. (1999). Strong consistency of k-centres in reflexive spaces. Probability Theory and Mathematical Statistics (441−452).. Vilnius- Utrecht-Tokyo: TEV.
3.4.
1995
Pärna, K.; Lember, J. (1995). On some properties of k-variance. Multivariate Statistics and Matrices in Statistics (267−278).. Vilnius, Utrecht, Tokyo: VSP/TEV. (New Trends in Probability and Statistics; 3).
5.2.
1995
Arak A., Maaroos J., Pärna K., Eha J. (1995). Millest sõltub elu kvaliteet südame isheemiatõve haigetel? Eesti Sisearstide Seltsi IX kongress: teeside kogumik (30−30).. Pärnu .
5.2.
1995
Arak A., Maaroos J., Pärna K., Eha J., Sulling T. (1995). Quality of life after surgical revascularisation of myocardium in changing cociety of Estonia. In: III Baltic Congress of thoratic and cardiovascular surgery. Book of Abstracts (237−237).. Tallinn.
5.2.
1995
Arak A., Maaroos J., Pärna K., Eha J. (1995). Comparative influence of physiological and nonphysiological factors to the perception of quality of life after surgical revascularisattion of myocardium. In: 5th European Congress on research in rehabilitation. Abstracts (37−37).. Soome.

Tööstusomand

29.05.2019

Kalev Pärna

https://www.etis.ee/CV/Kalev_Pärna/eng
7.01.1950
737 5452
kalev.parna@ut.ee

Career

Institutions and positions
1994–...   
University of Tartu, Faculty of Mathematics and Computer Science, Institute of Mathematical Statistics, Chair of Probability Theory, Professor (1,00)
University of Tartu, Chair (Institute) of Mathematical Statistics, Assoc. Prof.;
University of Tartu, Chair of Mathematical Statistics and Programming, Senior Lecturer ;
University of Tartu, Laboratory of Educational Sociology, data analyst
Longer research stays abroad:
RWTH Aachen University, 2005 (1 month)
University of Würzburg, 1994 (2 months)
University of Umeå, 1993 (2 months)
Stockholm University, 1993 (4 months)
University of Amsterdam, 1992 (1 month)
Vilnius State University, 1988 (4 months)
Moscow State University, 1983 (4 months)
 
 
Education
1974–1978   
Tartu State University, doctoral studies (non-stationary)
1967–1972   
Tartu State University, Diploma program in Mathematics
 
 
R&D related managerial and administrative work
2016−...   
Member of the Board of the Institute of Mathematics and Statistics
2007−...   
Member of the Board of Estonian Statistical Society
1994−...   
Reviewer of "Mathematical Reviews"
2013−2015   
Member of the Board of the reserach domain Realia et Naturalia, UT
2012−2015   
Head of the Institute of Mathematical Statistics, UT
2011−2011   
Chairman of the Organizing Committee of 9th Tartu Conference on Multivariate Statistics
2010−2010   
Organizing the 22-nd Conference of the Estonian Statistical Society "Statistics and Life Sciences", Tartu, 13-14 April, 2010
2009−2010   
Member of the Council of Realia et Naturalia field, UT
2009−2009   
Organizing the 21-st Conference of the Estonian Statistical Society "Registers and National Census", Tallinn, 24-25 March, 2009
2008−2008   
Organizing the XXth Conference of the Estonian Statistical Society "Statistics of Quality and Quality of Statistics"
2007−2010   
Head of the Institute of Mathematical Statistics, UT
2007−2007   
Chairman of the Organizing Committee of 8th Tartu Conference on Multivariate Statistics
2007−2010   
President of the Estonian Statistical Society
2006−2015   
Head of the Master program in Financial and Actuarial Mathematics, UT
2003−2004   
Head of the Institute of Mathematical Statistics, UT
1999−2000   
Head of the Institute of Mathematical Statistics, UT
1996−1996   
Organizing the conference "Quality Trends in Estonia", Tallinn, November 14, 1996
1995−1996   
Head of the Institute of Mathematical Statistics, UT
1995−2016   
Chairman of the Organizing Committee of Tartu Conferences on Multivariate Statistics in 1995, 1999, 2003, 2007, 2011, 2016
1995−2003   
Member of the Board of the University of Tartu
1989−2015   
Member of the Board of the Faculty of Mathematics

Qualifications

Academic degrees
Kalev Pärna, Doctor's Degree, 1987, (sup) Taivo Arak, Optimalnoje razbijenie metricheskogo verojatnostnogo prostranstva (Optimal partition of probabilistic metric space (in Russian)), Vilnius State University.
 
 
Honours & awards
2018, Kalev Pärna, Estonian Mathematical Society G. Kangro award for the best textbook
2006, Kalev Pärna, Letter of thanks by the Minister of Education and Science for supervison of the best PhD thesis
2004, Kalev Pärna, International Statistical Institute (ISI) - elected member
1995, Kalev Pärna, Royal Skytte Society (Sweden) - corresponding member
 
 
Fields of research
ETIS CLASSIFICATION: 4. Natural Sciences and Engineering; 4.4. Mathematics; SPECIFICATION: Approximation of distributions by sets
ETIS CLASSIFICATION: 4. Natural Sciences and Engineering; 4.5. Statistics; SPECIFICATION: Stochastic models in financial and actuarial mathematics, Statistical analysis of non-numerical data
 
 
Additional information
Cand. Phys.-Math. (PhD)
Vilnius State University, 1987

Completed projects

Dissertations under supervision

Supervised dissertations

Publications

Category
Year
Publication
 
1.1.
2017
Esunge, Julius; Pärna, Kalev; Teneng, Dean (2017). The double barrier problem with double exponential jump diffusion. Communications on Stochastic Analysis, 11 (4), 533−544.10.31390/cosa.11.4.08.
3.4.
2017
Pärna, Kalev (2017). Convergence of multi-centres in general spaces: a useful property in classi fication. Proceedings of The 61st World Statistics Congress ( ISI2017), 16-21 July, Marrakech: The 61st World Statistics Congress ( ISI2017), 16-21 July, Marrakech. Amsterdam: ISI, 1−6.
3.4.
2016
Pärna, Kalev (2016). On the choice of initial seed values for the Lloyd’s k-means algorithm. Proceedings of the 60th World Statistics Congress (ISI2015): 60th World Statistics Congress (ISI2015), Rio de Janeiro, 26-31.07.2015. Rio de Janeiro: Tartu Ülikool, 1−4.
3.1.
2014
Teneng, Dean; Pärna, Kalev (2014). Risk Processes with Normal Inverse Gaussian Claims and Premiums. Mathematical and Statistical Methods for Actuarial Sciences and Finance: MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE April 22-24, 2014. Ed. C. Perna, M. Sibillo. Springer, 177−181.10.1007/978-3-319-05014-0_40.
1.2.
2013
Teneng, Dean; Pärna, Kalev (2013). Modeling and forecasting index prices with normal inverse Gaussian. Scientific Bulletin of the Politehnica University of Timişoara. Transactions on Mathematics & Physic, 305−308.
3.1.
2013
Pärna, K.; Kangro, R.; Kaasik, A.; Möls, M. (2013). K-nearest neighbors as pricing tool in insurance: a comparative study. In: Multivariate Statistics: Theory and Applications. Proceedings of The 9-th Tartu Conference on Multivariate Statistics & The 20th International Workshop on Matrices and Statistics (26 June - 1 July 2011, Tartu) (130−140).. World Scientific Publishing Co.
3.2.
2013
Pärna, Kalev (2013). Kuidas ohjeldada juhuslikkust? Eesti Statistika Kvartalikiri, 13 (2), 6−22.
6.2.
2013
Pärna, Kalev (2013). Tõenäosusteooria algkursus. Tartu: Tartu Ülikooli Kirjastus.
1.1.
2012
Vallas, M.; Kaart, T.; Värv, S.; Pärna, K.; Jõudu, I.; Viinalass, H.; Pärna, E. (2012). Composite β-κ-casein genotypes and their effect on composition and coagulation of milk from Estonian Holstein cows. Journal of Dairy Science, 95 (11), 6760−6769.10.3168/jds.2012-5495.
5.2.
2012
Teneng, Dean; Pärna, Kalev. (2012). Simulating risk processes with different claim distributions. 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia, Abstracts: 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia.. _EditorsAbbr J. Janno. Tallinn: Tallinn University of Technology, 127−127.
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). The normal inverse Gaussian distribution: exposition and applications to modeling asset, index and foreign exchange closing prices. In: Allaberen Ashyralyev, Alexey Lukashov (_EditorsAbbr). .First International Conference on Analysis and Applied Mathematics (ICAAM 2012).
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). Modeling and forecasting index prices with NIG. In: (25−25).THE XIII INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 1-3rd November 2012 , Timisoara, ROMANIA. Timisoara.
5.2.
2012
Pärna, Kalev; Kangro, Raul (2012). Tehisõpe versus tavastatistika - näide kindlustuse vallast. Uued suundumused statistikas. Programm ja ettekanded (24−24).Eesti Statistikaseltsi 24. konverents, 27.-28. september 2012, Tartu. Tartu: Tartu Ülikooli Kirjastus.
5.2.
2012
Pärna, Kalev; Kangro, Raul (2012). Statistical Learning Methods in Pricing Non-Life Insurance Products. In: Insurance: Mathematics and Economics (IME2012). Programme and Abstracts. (96−97).The 16th International Congress on Insurance: Mathematics and Economics, Hong Kong, June 28 - 30, 2012. Hong Kong.
5.2.
2012
Kangro, Raul; Pärna, Kalev (2012). Using the K-Nearest Neighbours Method for Pricing Insurance Policies. In: EUROPT-2012. 10th EUROPT Workshop on Advances in Continuous Optimization (36−36).10th EUROPT Workshop on Advances in Continuous Optimization; Šiauliai, Lithuania; 5-7 July 2012. Šiauliai University.
3.5.
2011
Vallas, Mirjam; Bovenhuis, Henk; Kaart, Tanel; Pärna, Kalev; Kiiman, Heli; Pärna, Elli (2011). Geneetilised parameetrid piima laapumis- ja koostisnäitajatele. Terve loom ja tervislik toit: Terve loom ja tervislik toit 2011, 17-18.03.2011. Toim. Jaakma, Ü. Tartu: Eesti Maaülikool, 80−84.
4.2.
2011
Pärna, K. (Toim.) (2011). Exploring the world of financial engineering. Västeras, Swedeni: Mälardalen University Press.
5.2.
2011
Kangro, Raul; Pärna, Kalev (2011). k-Neareest Neighbors as Pricing Tool in Insurance. In: Kollo, T.; Kaasik, A. (_EditorsAbbr). Abstracts (33−34).9th Tartu Conference on Multivariate Statistics the 20th International Workshop on Matrices and Statistics. 26 June - 1 July 2011, Tartu, Estonia. Tartu: Tartu Ülikooli Kirjastus.
5.2.
2011
Pärna, Kalev; Juhkam, Mihhail (2011). Disclosing Diversity in Populations with Large Number of Subclasses.
6.1.
2011
Pärna, K. (2011). Inverse Gaussian Distribution. In: Miodrag Lovric (_EditorsAbbr). International Encyclopedia of Statistical Science (687−688).. Berlin: Springer.
1.1.
2010
Vallas, M.; Bovenhuis, H.; Kaart, T.; Pärna, K.; Kiiman, H.; Pärna, E. (2010). Genetic parameters for milk coagulation properties in Estonian Holstein cows. Journal of Dairy Science, 93, 3789−3796.
3.2.
2010
Kaart, T.; Vallas, M.; Waldmann, A.; Kiiman, H.; Pärna, K.; Pärna, E. (2010). Associations between milk quality traits and coagulation properties and fertility in Estonian Holstein feifers and first lactation cows. Proceedings of the 9th World Congress on Genetics Applied to Livestock Production (WCGALP): 9th World Congress on Genetics Applied to Livestock Production (WCGALP); Leipzig, Germany; 1-6 August 2010. 0567.
3.2.
2010
Vallas, M.; Kaart, T.; Värv, S.; Viinalass, H.; Kiiman, H.; Pärna, K.; Pärna, E. (2010). Associations Between Milk Protein Genotypes And Milk Coagulation Properties Of Estonian Holstein Cows. Proceedings of the 9th World Congress on Genetics Applied to Livestock Production (WCGALP): 9th World Congress on Genetics Applied to Livestock Production (WCGALP); Leipzig, Germany; 1-6 August 2010. 0507.
5.2.
2010
Juhkam, Mihhail; Pärna, Kalev (2010). On relationship between sample size and sample coverage. In: Abstracts of Communications (176).10th International Vilnius Conference on Probability Theory and Mathematical Statistics; Vilnius, Lithuania; 28th June- 2nd July, 2010. Vilnius: TEV Publishers.
1.1.
2009
Käärik, M; Pärna, K. (2009). On the quality of k-means clustering based on grouped data. Journal of Statistical Planning and Inference, 139: 8th Tartu Conference on Multivariate Statistics/6th Conference on Multivariate Distributions with Fixed Marginals Univ Tartu; Tartu, ESTONIA; June 26-29, 2007. Elsevier Science BV, 3836−3841. (11). DOI: 10.1016/j.jspi.2009.05.021.
3.4.
2009
Kaasik, A.; Pärna, K. (2009). On simulation of ruin using integrated tail distribution. The XIII International Conference"Applied Stochastic Models and Data Analysis" (ASMDA-2009). Selected papers.: The XIII Conference on Applied Stochastic Models and Data Analysis , Vilnius, Lithuania, 30 June – 3 July, 2009.. _EditorsAbbr L. Sakalauskas, C. Skiadas, E. K. Zavadskas. Vilnius: Vilnius Gediminas Technical University Press "Technika", 45−50.
3.4.
2009
Kaasik, A.; Pärna, K. (2009). On simulation of ruin using integrated tail distribution. Selected papers. The XII Conference on Applied Stochastic Models and Data Analysis (ASMDA-2009): 30 June – 3 July 2009, Vilnius, Lithuania. _EditorsAbbr L. Sakalauskas, C. Skiadas. E. K. Zavadskas. Vilnius: Vilnius Gediminas Technical University Press "Technika", 45−50.
5.2.
2009
Pärna, K.; Kaasik, A. (2009). On empirical estimation of ruin probabilities using integrated tail distributions. 57th Session of the International Statistical Institute. Abstracts: The 57th Session of the International Statistical Institute; Durban, South Africa; 16-22 August, 2009. Durban: Statistics South Africa, 315−315.
1.2.
2008
Juhkam, M.; Pärna, K. (2008). Estimation of the Sample Size Required for Obtaining Given Sample Coverage. Acta et Commentationes Universitatis Tartuensis de Mathematica, 12, 89−99.
1.2.
2008
Kaasik, A.; Pärna, K. (2008). Approximating the integrated tail distribution. Acta et Commentationes Universitatis Tartuensis de Mathematica, 12, 79−87.
5.2.
2008
Pärna, E.; Kiiman, H.; Vallas, M.; Viinalass, H.; Saveli, O.; Pärna, K. (2008). Development of a breeding objective for Estonian Holstein cattle. Book of Abstracts of the 59th Annual Meeting of the European Association for Animal Production, 14: 59th Annual Meeting of the European Association for Animal Production, Vilnius, Lithuania, August 24-27, 2008. Wageningen, The Netherlands: Wageningen Academic Publishers, 205.
1.1.
2007
Pärna, E.; Kiiman, H.; Vallas, M.; Viinalass, H.; Saveli, O.; Pärna, K. (2007). Development of a breeding objective for Estonian Holstein cattle. Agricultural and Food Science , 16, 212−221.
1.1.
2007
Käärik, M.; Pärna, K. (2007). Approximation of distributions by bounded sets. Acta Applicandae Mathematicae, 97, 15−23.
5.2.
2007
Käärik, M.; Pärna, K. (2007). On the quality of k-means clustering based on grouped data. VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals : abstracts: VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals; Tartu; 26-29 June 2007. _EditorsAbbr Kollo, T.; Kaasik, A. Tartu: Tartu Ülikooli Kirjastus, 36.
5.2.
2007
Juhkam, M.; Pärna, K. (2007). Sampling From Populations With Large Number of Classes. VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals : abstracts: VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals; Tartu; 26-29 June 2007. _EditorsAbbr Kollo, T.; Kaasik, A. Tartu: Tartu University Press, 33.
5.2.
2007
Kaasik, A.; Pärna, K. (2007). Approximating the Integrated Tail Distribution. VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals : abstracts: VIII Tartu Conference on Multivariate Statistics & VI Conference on Multivariate Distributions with Fixed Marginals; Tartu; 26-29 June 2007. _EditorsAbbr Kollo, T.; Kaasik, A. Tartu: Tartu University Press, 37.
3.4.
2006
Pärna, Elli; Vallas, Mirjam; Saveli, Olev; Pärna, Kalev (2006). Genetic variants of k-casein and its association with rennet coagulation of Estonian Holstein cows. Proceedings of the 12th Baltic Animal Breeding Conference: Jurmala, Latvia 27th-28th April 2006. Ed. Scientific Committee. Jelgava: Latvia University of Agriculture, 211−216.
3.4.
2006
Pärna, E.; Vallas, M.; Kaart, T.; Kübarsepp, I.; Kiiman, H.; Pärna, K. (2006). Genetic Improvement of Milk Coagulation Properties. In: Proceedings of the 8th World Congress on Genetics Applied to Livestock Production (01−55).. Belo Horizonte, Brazil: Published by Organising committee of the World Congress on Genetics Applied to Livestock Production.CDD-636.0820063.
1.2.
2004
Lokk, K.; Pärna, K. (2004). On risk processes with double barriers. Acta et Commentationes Universitatis Tartuensis de Mathematica, 8, 187−194.
1.2.
2004
Käärik, M.; Pärna, K. (2004). Fitting parametric sets to probability distributions. Acta et Commentationes Universitatis Tartuensis de Mathematica, 8, 101−112.
1.2.
2004
Kangro, R.; Pärna, K.; Sepp, A. (2004). Pricing European-style options under jump diffusion processes with stochastic volatility: applications of Fourier Transform. Acta et Commentationes Universitatis Tartuensis de Mathematica, 8, 123−133.
1.1.
2003
Kaarik, M.; Parna, K. (2003). Approximation of distributions by parametric sets. Acta Applicandae Mathematicae, 78, 175−183.
3.1.
2003
Pärna, K. (2003). On correspondence analysis of incomplete orderings. Between Data Science and Applied Data Analysis: 26th Annual Conference of the Gesellschaft für Klassifikation; Mannheim, Germany; 22.-24.07.2003. _EditorsAbbr Schader, M.; Gaul, W.; Vich, M. Berlin: Springer, 329−336. (Studies in Classification, Data Analysis, and Knowledge Organization).
3.4.
2003
Pärna, E.; Pärna, K.; Dewi, I. (2003). Economic value of milk production and functional traits in the estonian Holstein population. In: Proceedings of the 4th Conference of the EFITA (352−359).. Debrecen, Hungary: University of Debrecen.
1.1.
2001
Arak-Lukmann, A.; Parna, K.; Maaroos, J. (2001). An instrument for assessing health-related quality of life after surgical revascularization of myocardium in complex cardiac rehabilitation. International Journal of Rehabilitation Research, 24 (3), 235−239.
3.1.
1999
Pärna, K.; Lember, J.; Viiart, A. (1999). Approximation of distributions by sets. In: Classification in the Information Age (215 −224).. Heidelberg: Springer Verlag.
3.4.
1999
Lember, J.; Pärna, K. (1999). Strong consistency of k-centres in reflexive spaces. Probability Theory and Mathematical Statistics (441−452).. Vilnius- Utrecht-Tokyo: TEV.
3.4.
1995
Pärna, K.; Lember, J. (1995). On some properties of k-variance. Multivariate Statistics and Matrices in Statistics (267−278).. Vilnius, Utrecht, Tokyo: VSP/TEV. (New Trends in Probability and Statistics; 3).
5.2.
1995
Arak A., Maaroos J., Pärna K., Eha J. (1995). Millest sõltub elu kvaliteet südame isheemiatõve haigetel? Eesti Sisearstide Seltsi IX kongress: teeside kogumik (30−30).. Pärnu .
5.2.
1995
Arak A., Maaroos J., Pärna K., Eha J., Sulling T. (1995). Quality of life after surgical revascularisation of myocardium in changing cociety of Estonia. In: III Baltic Congress of thoratic and cardiovascular surgery. Book of Abstracts (237−237).. Tallinn.
5.2.
1995
Arak A., Maaroos J., Pärna K., Eha J. (1995). Comparative influence of physiological and nonphysiological factors to the perception of quality of life after surgical revascularisattion of myocardium. In: 5th European Congress on research in rehabilitation. Abstracts (37−37).. Soome.

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ProgrammLiikNumberNimiProjekti algusProjekti lõppVastutav täitjaAsutusFinantseerijapoolne rahastamine
1.1.LLTMS18222Eesti leibkondade finantskäitumise ja tarbimisharjumuste uuringu andmestiku imputeerimine19.03.201830.09.2018Kalev PärnaTartu Ülikool, Loodus- ja täppisteaduste valdkond, matemaatika ja statistika instituut29 990,00 EUR
2.1.1.LLTMS18508Kaugseire statistika metsaressursside hindamisel10.09.201831.07.2020Kalev PärnaTartu Ülikool, Loodus- ja täppisteaduste valdkond, matemaatika ja statistika instituut55 000,00 EUR
SFSF0182724s06Keerukate süsteemide modelleerimine stohhastiliste meetoditega01.01.200631.12.2011Tõnu KolloTartu Ülikool, Matemaatika-informaatikateaduskond235 498,59 EUR
SFSF0181776s01Kõrgdimensionaalsed stohhastilised mudelid, nende rakendused elu- ja ühiskonnateadustes01.01.200131.12.2005Tõnu KolloTartu Ülikool, Matemaatika-informaatikateaduskond193 460,56 EUR
IUTIUT34-5Matemaatiline statistika: teooria ja rakendused01.01.201531.12.2020Jüri LemberTartu Ülikool, Loodus- ja täppisteaduste valdkond, matemaatika ja statistika instituut516 000,00 EUR
SFSF0180015s12Stohhastika: teooria ja rakendused01.01.201231.12.2014Jüri LemberTartu Ülikool, Matemaatika-informaatikateaduskond120 450,00 EUR
ETFETF7044Stohhastilised mudelid riskiprotsesside analüüsimiseks01.01.200731.12.2010Kalev PärnaTartu Ülikool, Matemaatika-informaatikateaduskond30 064,04 EUR
MUUIMTMS10085 (EU32384)Tehisintellektile tugineva kindlustusselti infosüsteemi rakendusuuring/tootearendus01.05.201030.09.2011Kalev PärnaTartu Ülikool, Matemaatika-informaatikateaduskond79 346,31 EUR
ETFETF8802Tõenäosuslike mudelite arendamine finantsmatemaatika ja teiste rakenduste tarvis01.01.201131.12.2014Kalev PärnaTartu Ülikool, Matemaatika-informaatikateaduskond47 040,00 EUR