Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2026 | Axiomatic characterizations of certain simple risk-sharing rules Risk Sciences |
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| 2025 | Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions North American Actuarial Journal |
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| 2025 | Model uncertainty assessment for symmetric and right-skewed distributions Scandinavian Actuarial Journal |
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| 2023 | A Practical Approach to Quantitative Model Risk Assessment Variance |
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| 2020 | Range Value-at-Risk bounds for unimodal distributions under partial information Insurance: Mathematics and Economics |
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Proceedings from scholarly meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | Assessing Tail Risk for Unimodal Right-Skewed Distributions UNSW Sidney |
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| 2022 | Assessing model uncertainty for log-symmetric distributions University of Tartu |
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Paper presented at academic or professional meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2024 | Decentralized risk-sharing under model uncertainty |
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| 2023 | A Practical Approach to Quantitative Model Risk Assessment |
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| 2023 | Model uncertainty assessment for unimodal log-symmetric distributions |
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Invited in academic conference
| Year | Title / Publication | Link |
|---|---|---|
| 2024 | Decentralized Risk-Sharing under Model Uncertainty |
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| 2024 | Model uncertainty assessment for unimodal right-skewed distributions |
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| 2023 | Model uncertainty assessment for unimodal right-skewed distributions |
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| 2023 | Incorporating Information on Robust Quantities into Model Risk Assessment |
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Teaching
2026/2027
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 1º | Ratemaking and Experience Rating | Mestrado Bolonha em Ciências Actuariais - Actuarial Science | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2025/2026 | HELENA MARGARIDA ALVES DOS SANTOS Review of Pricing in Workers' Compensation Insurance |
Master | Ver |