Education
| 2018 | Master of Science, Matemática, Ciências Actuariais ISEG - Lisbon School of Economics and Management (Portugal) |
| 2007 | Doctorat, Matemática, Matemática Politecnico di Milano (Italy) |
| 2001 | Bachelor of Science, Matemática, Matemática Instituto Superior Técnico (Portugal) |
Publications & Citations
Proceedings from scholarly meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2012 | Simplified absorbing boundary conditions for 3D FSI problems Institute of Thermomechanics AS CR |
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| 2011 | Sensitivity to mathematical model choice and level of geometry description in idealized conduits and a patient specific cerebral aneurysm CMBE |
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| 2010 | Comparing absorbing boundary conditions for a 3D non-Newtonian fluid-structure interaction model for blood flow in arteries MECOM - CILAMCE |
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| 2010 | Computational hemodynamics of cerebral aneurysms Institute of Thermomechanics AS CR |
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| 2007 | The interplay of different models in the simulation of the cardiovascular system APCOM |
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| 2006 | Coupling 3D and 1D fluid-structure interaction models for blood flow simulations Wiley |
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| 2005 | Defective boundary conditions applied to multiscale analysis of blood flow ESAIM: Proceedings |
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| 2005 | Flow rate boundary conditions and multiscale modelling of the cardiovascular system in compliant domains Modeling in Medicine and Biology |
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Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2022 | On some effects of dependencies on an insurer’s risk exposure, probability of ruin, and optimal premium loading European Actuarial Journal |
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| 2021 | Reinsurance of multiple risks with generic dependence structures Insurance: Mathematics and Economics |
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| 2020 | Optimal Reinsurance of Dependent Risks REVSTAT STATISTICAL JOURNAL |
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| 2019 | The effect of ventricular volume increase in the amplitude of intracranial pressure COMPUTER METHODS IN BIOMECHANICS AND BIOMEDICAL ENGINEERING |
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| 2014 | Influence of the baroreflex on the evolution of ventriculo arterial coupling FASEB Journal |
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| 2012 | Sensitivity to outflow boundary conditions and level of geometry description for a cerebral aneurysm International Journal for Numerical Methods in Biomedical Engineering |
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| 2010 | Topological flow structures and stir mixing for steady flow in peripheral bypass graft with uncertainty International Journal for Numerical Methods in Biomedical Engineering |
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| 2007 | On the stability of the coupling of 3D and 1D uid-structure interaction models for blood ow simulations ESAIM - Mathematical Modelling and Numerical Analysis |
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Chapter
| Year | Title / Publication | Link |
|---|---|---|
| 2020 | 1D models for blood flow in arteries Springer |
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| 2014 | Influence of the baroreflex on the evolution of ventriculo arterial coupling The FASEB Journal (Journal of the Federation of American Societies for Experimental Biology) |
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| 2013 | Influence of blood rheology and outflow boundary conditions in numerical simulations of cerebral aneurysms New York: Springer |
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| 2012 | Modeling and Simulation of the Human Cardiovascular System CIM Bulletin (International Center for Mathematics) |
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| 2012 | Modelos Matemáticos, Simulação Numérica e Realidade IST Press |
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| 2008 | Coupling multiscale fluid-structure interaction models for blood flow simulations Vascular Wall and Endothelium |
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| 2006 | Absorbing boundary conditions for pulse propagation in arteries Journal of Biomechanics |
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Pedagogical paper to provide full theoretical support to a course
| Year | Title / Publication | Link |
|---|---|---|
| 2018 | Statistics II |
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| 2018 | Estatística II |
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| 2016 | Análise de Dados |
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| 2013 | Notas de Álgebra Linear |
Miscellaneous book
| Year | Title / Publication | Link |
|---|---|---|
| 2011 | International Conference on Mathematical Fluid Mechanics and Biomedical Applications CEMAT - Center for Mathematics and its Applications |
Paper presented at academic or professional meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2022 | On the impact of dependences and constraints in the optimal reinsurance treaty |
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| 2022 | Reinsurance treaty minimizing the ruin probability using a diffusion approximation |
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| 2022 | Computing the optimal reinsurance treaty under dependencies in different scenarios |
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| 2021 | Optimal reinsurance of general dependent risks with Lipschitz constraints |
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| 2021 | On the numerical computation of optimal reinsurance treaties for dependent risks |
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| 2021 | Obtaining the optimal reinsurance treaty of several dependent risks in practice |
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| 2021 | Minimizing ruin probability under dependencies for insurance pricing |
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| 2021 | The role of insurance in investment strategies |
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| 2020 | Reinsurance of multiple dependent risks |
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| 2019 | Optimal Reinsurance of Dependent Risks |
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| 2019 | Optimal Reinsurance of Dependent Risks |
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| 2019 | Optimal Reinsurance of Several Risks: The Effect of Dependencies |
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| 2019 | Optimal reinsurance of several risks: the effect of dependencies |
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| 2018 | Reinsurance of Dependent Risks |
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Thesis
| Year | Title / Publication | Link |
|---|---|---|
| 2018 | Optimal Reinsurance of Dependent Risks |
Faculty research seminar
| Year | Title / Publication | Link |
|---|---|---|
| 2020 | Impact of dependencies in optimal reinsurance |
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| 2019 | Reinsurance of Dependent Risks |
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| 2018 | Optimal Reinsurance of Dependent Risks |
Working Papers
| Year | Title / Publication | Link |
|---|---|---|
| 2021 | Minimizing ruin probability under dependencies for insurance pricing REM Working Paper |
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| 2020 | Reinsurance of multiple risks with generic dependence structures REM Working Paper |
Teaching
2022/2023
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 1º | Ratemaking and Experience Raking | Mestrado Bolonha em Actuarial Science - Actuarial Science | Yes |
| 1º | Probability and Stochastic Processes | Mestrado Bolonha em Actuarial Science - Actuarial Science | Yes |
| 2º | Análise de Dados | Mestrado Bolonha em Métodos Quantitativos para a Decisão Económica e Empresarial - Métodos Quantitativos para a Decisão Económica e Empresarial | Yes |
| 2º | Estatística | Licenciatura Bolonha em Economia - Economia, Licenciatura Bolonha em Gestão - Gestão, Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2022/2023 | ELISABETE RITA CARDOSO FERREIRA PIRES FINO Reinsurance Optimization: Minimizing the Ruin Probability for both Cedent and Reinsurer |
Master | Ver |
| 2021/2022 | LUCIANA DA SILVA FLORA Analysis of climate data in Portugal: tendencies and associations with agricultural insurance losses Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | SIMÃO PEDRO GOMES GUEDES Optimal surplus reinsurance Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | ADRIALINA BOTNARIUC Optimal reinsurance minimizing the ruin probability in a diffusion setting Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | JOÃO OLIVEIRA FERREIRA Optimal reinsurance in a Cox process |
Master | Ver |
| 2021/2022 | PAULO MANUEL PINTO SIMÕES MARIANO Análise multivariada na seleção de portefólios eficientes: Uma análise empírica |
Master | Ver |
| 2021/2022 | LARA KWAI MAURICIO MAK DA SILVA Impacto do clima na saúde em Portugal |
Master | Ver |
| 2021/2022 | FERNANDA DE CASTRO SOUZA Reajustes de Planos Coletivos na Saúde Suplementar do Brasil – Uma aplicação do modelo de Regressão Descontínua |
Master | Ver |
| 2021/2022 | ROBERTO CARCACHE FLORES Modelling Dependencies in Airport Passenger Claim Data Using Copulas |
Master | Ver |
| 2020/2021 | ANDREA HAUSER ISEG - LISBOA SCHOOL OF ECONOMICS & MANAGEMENT |
Master | Ver |
| 2020/2021 | ROBERTO CARCACHE FLORES Modeling dependencies in airport passenger claim data using copulas Instituto Superior de Economia e Gestão |
Master | |
| 2020/2021 | ROBERTO CARCACHE FLORES Modeling dependencies in airport passenger claim data using copulas ISEG - LISBOA SCHOOL OF ECONOMICS & MANAGEMENT |
Master | |
| 2020/2021 | CRISTIANA AMARAL CORREIA Optimal reinsurance in a diffusion setting |
Master | Ver |
| 2020/2021 | MARGARIDA MONTEIRO DE SOUSA Construção de um Dashboard para a análise do setor automóvel em Portugal |
Master | Ver |
| 2020/2021 | JOSÉ HENRIQUE JACINTO MARQUES Análise do índice de preços do consumidor e avaliação da qualidade de métodos alternativos |
Master | Ver |
| 2020/2021 | GIL DUARTE MELO AZEVEDO Risk consulting in insurance - IFRS17 |
Master | Ver |
| 2019/2020 | RAGNAR LEVI GUDMUNDARSON Ruin probability and copulas: applications in insurance pricing |
Master | Ver |
| 2019/2020 | VICTOR ALEJANDRO ROSA CASIANO CASE FOR A CLOSER LOOK AT MIGRATION: ANALYSIS OF THE PUERTO RICAN EXPERIENCE |
Master | Ver |
| 2017/2018 | MARGARIDA MARIA MONTEIRO FRAGOEIRO Construção de um Dashboard para Gestão de Reclamações |
Master | Ver |
| 2017/2018 | RITA MARIA ROSALINO MARTINS Construção do Dashboard Operacional e da Base de Dados Internacional e Reporting na Empresa Chronopost |
Master | Ver |
| 2017/2018 | HOSANA RACHEL BESSA DE SOUSA Modelação do Risco de Longevidade |
Master | Ver |
| 2016/2017 | ANA MARGARIDA BOTELHO PEREIRA Desenvolvimento de um Modelo de Previsão de Vendas aplicado a uma Cadeia de Retalho |
Master | Ver |
Professional Experience
| Name / Description | Date | Organization |
|---|---|---|
| Professor Auxiliar |
2017 | ISEG - School of Economics and Management, Universidade de Lisboa |
| Professor Auxiliar Convidado |
2015 - 2017 | ISEG - School of Economics and Management, Universidade de Lisboa |
| Professor assistente Professor assistente |
2014 - 2014 | Instituto Superior Técnico |
| Post-Doctoral Fellow Membro da unidade de investigação |
2007 - 2014 | CEMAT - Center for Mathematics and its Applications |
| Post-Doctoral Fellow Membro da unidade de investigação |
2007 - 2007 | ESTG - Polytechnic Institute of Leiria |
| PhD student Membro da unidade de investigação |
2004 - 2007 | Politecnico di Milano |
| Consulting Analyst |
2002 - 2004 | Accenture |
| Professor assistente Professor assistente |
2000 - 2002 | Instituto Superior Técnico |