{"id":47002,"date":"2024-03-27T12:26:30","date_gmt":"2024-03-27T12:26:30","guid":{"rendered":"https:\/\/www.iseg.ulisboa.pt\/?page_id=47002"},"modified":"2024-11-06T19:16:09","modified_gmt":"2024-11-06T19:16:09","slug":"doctoral-dissertations-mathematics-applied-to-economics-and-management","status":"publish","type":"page","link":"https:\/\/www.iseg.ulisboa.pt\/en\/doctoral-dissertations-mathematics-applied-to-economics-and-management\/","title":{"rendered":"PhD Dissertations Applied Mathematics for Economics and Management"},"content":{"rendered":"<div class=\"wp-block-uagb-tabs uagb-block-f72040b4 uagb-tabs__wrap uagb-tabs__hstyle1-desktop uagb-tabs__vstyle6-tablet uagb-tabs__stack1-mobile\" data-tab-active=\"0\"><ul class=\"uagb-tabs__panel uagb-tabs__align-left\" role=\"tablist\"><li class=\"uagb-tab uagb-tabs__active\" role=\"none\"><a href=\"#uagb-tabs__tab0\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"0\" role=\"tab\"><div>2024 &#8211; 2019<\/div><\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab1\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"1\" role=\"tab\"><div>2018 &#8211; 2005<\/div><\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab2\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"2\" role=\"tab\"><div>2004 &#8211; 1995<\/div><\/a><\/li><\/ul><div class=\"uagb-tabs__body-wrap\">\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-0\" aria-labelledby=\"uagb-tabs__tab0\">\n<p class=\"has-large-font-size\"><strong>2024<\/strong><\/p>\n\n\n\n<p><strong>Alana Katielli Nogueira Azevedo<br><\/strong>\"Theoretical And Practical Advances In Actuarial Science. Cyber Risk: An Analysis Of Self-Protection, The Prediction Of Claims, Risk Evaluation And Management\"<br>17\/06\/2024<br>Advisor: Dr. Alfredo Egidio Dos Reis<br>Co-supervisor: Dr. Agnieska Bergel<\/p>\n\n\n\n<p><strong>Henrique Manuel Em\u00eddio Louren\u00e7o Guerreiro<br><\/strong>\"Option Pricing In Generalized Rough Bergomi Models\"<br>07\/05\/2024<br>Supervisor: Dr. Jo\u00e3o Miguel Espiguinha Guerra<br>Co-advisor: Dr. Maria Do Ros\u00e1rio Louren\u00e7o Grossinho<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2022<\/strong><\/p>\n\n\n\n<p><strong>Renata Gomes Alcoforado<br><\/strong>\"Theoretical And Practical Advances In Actuarial Science. Risk, Ruin Theory And Life Pensions\"<br>20\/03\/2022<br>Advisor: Dr. Alfredo Duarte Eg\u00eddio dos Reis<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2021<\/strong><\/p>\n\n\n\n<p><strong>Yaser Faghannataj Kord<\/strong><br>\"Pricing American Options By The Black-Scholes Equation With A Nonlinear Volatility Function\"<br>24\/06\/2021<br>Advisor: Dr. Maria do Ros\u00e1rio Grossinho<br>Co-supervisor: Dr. Daniel \u0160ev\u010dovi\u010d (Comenius University, Bratislava, Slovakia)<\/p>\n\n\n\n<p><strong>Gabriel Florin Zsurkis<\/strong><br>\"Essays On Econometrics: Nonlinearities And Nonnormalities\"<br>23\/06\/2021<br>Advisor: Dr. Jo\u00e3o Carlos da Costa Nicolau<br>Co-supervisor: Dr. Paulo Manuel Marques Rodrigues<\/p>\n\n\n\n<p><strong>Ivo Alberto Valente Tavares<\/strong><br>\"Uncertainty Quantification Using A Discrepancy Term With A Gaussian Process Prior: An Example From Macroeconomics\"<br>19\/05\/2021<br>Supervisor: Dr. Rui Miguel Baptista Paulo<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2020<\/strong><\/p>\n\n\n\n<p><strong>Sara B\u00e1rbara Dutra Lopes<br><\/strong>\"Real World Economic Scenario Generator\"<br>21\/12\/2020<br>Supervisor: Dr. Carlos V\u00e1zquez Cend\u00f3n (University of A Coru\u00f1a)<br>Co-advisor: Dr. Maria do Ros\u00e1rio Grossinho<\/p>\n\n\n\n<p><strong>Jos\u00e9 Manuel Teixeira Santos Cruz<br><\/strong>\"Option Princing in Illiquid Markets with Jumps\"<br>24\/11\/2020<br>Advisor: Dr. Daniel \u0160ev\u010dovi\u010d (Comenius University, Bratislava, Slovakia)<br>Co-advisor: Dr. Maria do Ros\u00e1rio Grossinho<\/p>\n\n\n\n<p><strong>Nicola Cantarutti<br><\/strong>\"Option Pricing in Exponential L\u00e9vy Models with Transaction Costs\"<br>11\/11\/2020<br>Supervisor: Dr. Jo\u00e3o Miguel Guerra<br>Co-supervisor: Dr. Manuel Cidr\u00e3es Castro Guerra<\/p>\n\n\n\n<p><strong>Lu\u00eds Filipe \u00c1vila da Silveira dos Santos<br><\/strong>\"Essays in Spatial Econometrics\"<br>15\/07\/2020<br>Advisor: Dr. Isabel Maria Proen\u00e7a<\/p>\n\n\n\n<p><strong>In\u00eas da Cunha Cabral<br><\/strong>\"Essays on Monetary Policy and Financial Integration\"<br>23\/06\/2020<br>Advisor: Dr. Jo\u00e3o Carlos da Costa Nicolau<\/p>\n\n\n\n<p><strong>Filipe Andr\u00e9 Paulino Santos<\/strong><br>\"Bochi-Ma\u00f1e Dichotomy for 2N-Hamiltonians, Random Perturbation Techniques\"<br>17\/06\/2020<br>Advisor: Dr. Jo\u00e3o Carlos Lopes Dias<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2019<\/strong><\/p>\n\n\n\n<p><strong>Bruno Miguel Pinto Dam\u00e1sio<br>&#8220;<\/strong>Essays on Econometrics. Multivariate Markov Chains\"<br>29\/03\/2019<br>Advisor: Dr. Jo\u00e3o Carlos da Costa Nicolau<\/p>\n\n\n\n<p><strong>Carlos Jos\u00e9 L\u00facio Martins<br><\/strong>\"Redesign of a sustainable food bank supply chain\"<br>26\/03\/2019<br>Advisor: Dr. Margarida Maria Gon\u00e7alves Vaz Pato<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-1\" aria-labelledby=\"uagb-tabs__tab1\">\n<p class=\"has-large-font-size\"><strong>2018<\/strong><\/p>\n\n\n\n<p><strong>Liliana Ang\u00e9lica Costa Matos Pereira&nbsp;<\/strong><br>\"Approximation of Degenerate Partial Differential Equations Arising in Finance\"<br>30\/04\/2018<br>Supervisor: Dr. Fernando Manuel Rodrigues Pereira Gon\u00e7alves<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2017<\/strong><\/p>\n\n\n\n<p><strong>Eugenio Vicente Rodr\u00edguez Mart\u00ednez<\/strong><br>\"On Dividends And Other Quantities Of Interest In The Dual Risk Model\"<br>08\/09\/2017<br>Advisor: Dr. Alfredo Duarte Eg\u00eddio dos Reis<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2014<\/strong><\/p>\n\n\n\n<p><strong>Nuno C\u00e9sar Viana Azevedo&nbsp;<br><\/strong>\"Applications Of Random Dynamical Systems And Control In Mathematical Finance\"<br>17\/07\/2014<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2013<\/strong><\/p>\n\n\n\n<p><strong>Agnieszka Izabella Bergel&nbsp;&nbsp; &nbsp;<br><\/strong>On The Sparre-Andersen Risk Model with Different Type Of Interclaim Times Distributions<br>18\/12\/2013<\/p>\n\n\n\n<p><strong>Ra\u00fal Massano Br\u00e1s&nbsp;<br><\/strong>A Variant of Steiner's Forest Problem on Graphs with Applications in Conservation Biology<br>29\/07\/2013<\/p>\n\n\n\n<p><strong>Eva Virg\u00ednia Ara\u00fajo Morais<br><\/strong>Analytical and Numerical Methods for Some Problems Related to Financial Option Pricing<br>23\/05\/2013<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2010<\/strong><\/p>\n\n\n\n<p><strong>Alda Cristina Jesus Valentim Nunes de Carvalho&nbsp;<br><\/strong>Probabilistic Models for a Class of Computing Costs Distributions<br>2010\/06\/22<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2008<\/strong><\/p>\n\n\n\n<p><strong>Maria de Lourdes Belchior Afonso<\/strong><br>Evaluation of Ruin Probabilities for Surplus Processes with Credibility and Surplus Dependent Premiums<br>2008\/02\/11<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2006<\/strong><\/p>\n\n\n\n<p><strong>An\u00edbal Jorge da Costa Crist\u00f3v\u00e3o Caiado<\/strong><br>Distance-Based Methods for Classification and Clustering of Time Series<br>2006\/12\/19<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2005<\/strong><\/p>\n\n\n\n<p><strong>Maria de F\u00e1tima Fabi\u00e3o Ribeiro<br><\/strong>Differential Equation with Delay: From Generator Functions to the W-Lambert Function. Contribution to an Application to Economics, Introduction of the Delay Effect in the Solow Model<br>2005\/05\/10<\/p>\n\n\n\n<p><strong>Ana Isabel Gon\u00e7alves da Costa Lorga da Silva<\/strong><br>Treatment of Missing Data and Imputation Methods in Classification<br>2005\/06\/30<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-2\" aria-labelledby=\"uagb-tabs__tab2\">\n<p class=\"has-large-font-size\"><strong>2004<\/strong><\/p>\n\n\n\n<p><strong>Jorge Manuel Afonso Garcia<br><\/strong>\"The Fourier and Laplace Transforms in Risk Theory\"<br>2004\/02\/10<\/p>\n\n\n\n<p><strong>Leonor Almeida Leite Santiago Pinto<br><\/strong>\"Coverage with Connection Restrictions\"<br>2004\/12\/17<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2003<\/strong><\/p>\n\n\n\n<p><strong>Maria Margarida de Oliveira Moz Carrapa<\/strong><br>Operational Research Techniques Applied to a Staff Scheduling Problem in a Hospital Context<br>2003\/04\/02<\/p>\n\n\n\n<p><strong>Marco Paulo dos Santos Carrasco<\/strong><br>The School Timetable Problem - Study and Automated Resolution<br>003\/11\/24<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2002<\/strong><\/p>\n\n\n\n<p><strong>Filipa Duarte de Carvalho<br><\/strong>The Suppression Problem in the Protection of Confidential Information: Formalizations and Algorithms<br>2002\/10\/09<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>2001<\/strong><\/p>\n\n\n\n<p><strong>Jo\u00e3o Carlos Henriques da Costa Nicolau<\/strong><br>Modeling and Estimation of Financial Series using Stochastic Differential Equations<br>2001\/04\/02<\/p>\n\n\n\n<p><strong>Cristina Maria Correia Teles Garcia de Oliveira<br><\/strong>Sample Generalized Extended Autocorrelation Function: Contribution to the Identification of Transfer Function Models<br>2001\/06\/25<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>1998<\/strong><\/p>\n\n\n\n<p><strong>Ligia Duque Batista Amado<br><\/strong>Matroid Backpacks<br>1998\/01\/05<\/p>\n\n\n\n<p><strong>Maria C\u00e2ndida Vergueiro Monteiro Cidade Mour\u00e3o<\/strong><br>Route Optimization in Urban Waste Collection - Models and Algorithms<br>1998\/03\/03<\/p>\n\n\n\n<p class=\"has-large-font-size\"><strong>1995<\/strong><\/p>\n\n\n\n<p><strong>Tanya Vianna de Ara\u00fajo<\/strong><br>Modeling the Methodological and Computational Support for the Management of the Information Systems Development Process<br>1995\/05\/22<\/p>\n<\/div>\n<\/div><\/div>","protected":false},"excerpt":{"rendered":"","protected":false},"author":6,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"_uag_custom_page_level_css":"","footnotes":""},"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v22.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Disserta\u00e7\u00f5es Doutoramento Matem\u00e1tica Aplicada \u00e0 Economia e \u00e0 Gest\u00e3o - ISEG<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.iseg.ulisboa.pt\/en\/doctoral-dissertations-mathematics-applied-to-economics-and-management\/\" \/>\n<meta name=\"twitter:label1\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"5 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/doctoral-dissertations-mathematics-applied-to-economics-and-management\/\",\"url\":\"https:\/\/www.iseg.ulisboa.pt\/en\/doctoral-dissertations-mathematics-applied-to-economics-and-management\/\",\"name\":\"Disserta\u00e7\u00f5es Doutoramento Matem\u00e1tica Aplicada \u00e0 Economia e \u00e0 Gest\u00e3o - 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