Biography
Agnieszka Izabella Bergel é professora auxiliar do ISEG.
Tem doutoramento (PhD) em Matemática Aplicada à Economia e à Gestão pela Universidade de Lisboa, ISEG. Autora de diversos artigos científicos em revistas académicas internacionais, supervisionou com sucesso alunos de mestrado e de doutoramento. Tem como áreas de especialização as ciências atuariais, estatística e finanças, faz com frequência apresentações em conferências sobre matemática e ciências atuariais e é referee de várias revistas científicas internacionais.
Desde 2023 pertence a coordenação do MAS - Mestrado em Ciências Atuariais do ISEG, desde 2024 é vogal da direção do IAP, e tem participado ativamente na IAA (International Actuarial Association) como membro do ASTIN (Actuarial Studies in Non-Life Insurance) e do General Insurance Forum.
Education
| 2013 | Doutoramento em MAEG ISEG (Portugal) |
| 2008 | Master, Mathematics, Statistics and Actuarial Science Universidade de Tecnologia da Silésia (Poland) |
Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2021 | Ruin and dividend measures in the renewal dual risk model Methodology and Computing in Applied Probability |
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| 2021 | Cyber risk: An analysis of self-protection and the prediction of claims. CEMAPRE |
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| 2017 | On dividends in the Phase–Type dual risk model Scandinavian Actuarial Journal |
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| 2016 | Ruin problems in the generalized Erlang(n) risk model European Actuarial Journal |
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| 2015 | Further developments in the Erlang(n) risk process Scandinavian Actuarial Journal |
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Paper presented at academic or professional meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2022 | Ruin probabilities in the context of the winner's curse |
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| 2022 | On a penalty function under randomized observations in the renewal dual risk model |
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| 2022 | A probability of ruin approach to optimize pension fund investments, Congresso 75 anos IAP (Instituto dos atuários Portugueses) Maio 24, 2022, Lisboa, Portugal |
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| 2022 | Cyber risk: An analysis of self-protection and the prediction of claims, Joint CAS, AFIR-ERM & ASTIN Actuarial Colloquia Junho 21-24, 2022, online |
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| 2022 | On a penalty function in the Erlang renewal dual risk model under independent randomized observations, ENSPM2022, Encontro Nacional da Sociedade Portuguesa de Matemática Julho 18-20, 2022, Tomar, Portugal |
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| 2022 | On a penalty function in the Erlang renewal dual risk model under independent randomized observations, The 5th European Actuarial Journal Conference Agosto 22-24, 2022, Tartu, Estonia |
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| 2022 | A probability of ruin approach to optimize pension fund investments The 5th European Actuarial Journal Conference Agosto 22-24, 2022, Tartu, Estonia |
|
| 2022 | On a penalty function under randomized observations in the renewal dual risk model |
See more |
| 2022 | Ruin Probabilities in the context of the Winner's Curse |
See more |
| 2022 | A probability of ruin approach to optimize pension fund investments |
See more |
| 2022 | Ruin Probabilities in the context of the Winner’s Curse |
See more |
| 2022 | On a penalty function in the Erlang renewal dual risk model under independent randomised observations |
See more |
| 2021 | Cyber risk: An analysis of self-protection and the prediction of claims |
See more |
| 2021 | A probability of ruin approach to optimize pension fund investments |
See more |
| 2021 | Cyber risk: An analysis of self-protection and the prediction of claims |
See more |
| 2021 | Cyber Risk: An Analysis of Self-Protection and the Prediction of Claims |
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| 2021 | Cyber risk: An analysis of self-protection and the prediction of claims |
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| 2021 | Probability of Ruin Approach to Optimize Pension Fund Investments |
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| 2021 | An analysis of self-protection and the prediction of claims |
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| 2021 | A probability of ruin approach to optimize pension fund investments |
See more |
| 2020 | Ruin and dividend measures in the renewal dual risk model |
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| 2020 | Ruin and dividend measures in the renewal dual risk model. |
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| 2019 | Ruin and dividend problems in the renewal dual risk model |
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| 2019 | Consistent develompment patterns |
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| 2018 | Ruin and dividend measures in the renewal dual risk model |
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| 2018 | Ruin and dividend measures in the renewal dual risk model |
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| 2018 | Ruin and dividend measures in the renewal dual risk model |
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| 2017 | An approach to the individual claims reserving method |
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| 2016 | On dividends in the Phase-Type dual risk model |
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| 2016 | Ruin and Dividend problems in the dual risk model |
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| 2016 | On the Phase-Type renewal risk model: A study of dividends and related quantities |
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| 2016 | Recent developments in ruin theory, the standard and the dual risk models. Applications |
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| 2015 | On dividends and the maximum severity of ruin in the PhaseType model |
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| 2015 | A study of dividends and optimal barriers for a dual risk model |
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| 2014 | The Cramér-Lundberg and the dual risk models: Ruin,dividend problems and duality features |
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| 2014 | On the SparreAndersen Risk Model with PhaseType interclaim times |
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| 2014 | On a Sparre-Andersen risk model with PH(n) interclaim times |
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| 2014 | On Insurance Risk Models with positive and negative jumps |
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| 2014 | The Cramér-Lundberg and the dual risk models: Ruin, dividend problems and duality features |
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| 2014 | The Cramér-Lundberg and the dual risk models: Ruin, dividend problems and duality |
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| 2013 | On a Sparre-Andersen risk model with PH(n) interclaim times |
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| 2013 | On a Sparre-Andersen risk model with PH(n) interclaim times |
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| 2013 | On a SparreAndersen risk model with PH(n) interclaim times |
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| 2013 | On the generalized Lundberg's equation in a Sparre-Andersen risk model |
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| 2012 | Further developments in the Erlang(n) risk process |
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| 2012 | Notes on the Generalized Erlang(n) Risk Model |
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| 2011 | Further advances on the maximum severity of ruin in an Erlang(n) risk process |
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| 2011 | Further advances on the maximum severity of ruin in an Erlang(n) risk process |
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Working Papers
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | Ruin Probabilities in the context of the Winner's Curse CEMAPRE |
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| 2023 | The Role of Covariates in Cyber Risk Ratemaking using GAMLSS. CEMAPRE |
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| 2023 | Ruin Probabilities in the context of the Winner's Curse CEMAPRE |
|
| 2023 | The role of covariates in cyber risk ratemaking using GAMLSS CEMAPRE |
See more |
| 2022 | On a penalty function under randomized observations in the renewal dual risk model CEMAPRE |
|
| 2021 | Cyber risk: An analysis of self-protection and the prediction of claims CEMAPRE - Working Paper |
See more |
| 2021 | A probability of ruin approach to optimize pension fund investments CEMAPRE - Working Paper |
See more |
| 2020 | Ruin and dividend measures in the renewal dual risk model CEMAPRE - Working Paper |
See more |
| 2016 | Ruin probabilities in a bidimensional risk model with investments CEMAPRE - Working Paper |
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| 2016 | On a SparreAndersen risk model with PH(n) interclaim times CEMAPRE - Working Paper |
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| 2013 | Further advances on the maximum severity of ruin in an Erlang(n) risk process CEMAPRE - Working Paper |
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Proceedings from scholarly meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2014 | The Cramér-Lundberg and the dual risk models: Ruin, dividend problems and duality features 30th International Congress of Actuaries |
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Faculty research seminar
| Year | Title / Publication | Link |
|---|---|---|
| 2019 | Ruin and dividend problems in the renewal dual risk model |
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New student manuals, guides or textbook supplements
Teaching
2023/2024
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Cálculo e Instrumentos Financeiros | Licenciatura Bolonha em Gestão - Gestão, Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Economia - Economia | No |
| 2º | Quantitative Finance | Licenciatura Bolonha em Economia - Economics, Licenciatura Bolonha em Finanças - Finance, Licenciatura Bolonha em Gestão - Management | Yes |
| 1º | Actuarial Topics | Mestrado Bolonha em Ciências Actuariais - Actuarial Science | Yes |
| 1º | Quantitative Finance | Licenciatura Bolonha em Economia - Economics, Licenciatura Bolonha em Finanças - Finance, Licenciatura Bolonha em Gestão - Management | No |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2023/2024 | MARIANA FILIPE MARQUES Predicting Burned Areas: A Machine Learning Approach |
Master | Ver |
| 2021/2022 | TAHANI BINTI ABD WAHAB Guaranteed minimum pension (GMP) equalisation impact on individual transfer values. Instituto Superior de Economia e Gestão |
Master | Ver |
| 2019/2020 | WANSUB KANG Individual and National Financial Decision-making on Retirement-illustration of Republic of KOREA |
Master | Ver |
| 2018/2019 | PAULO GABRIEL GÓIS MOREIRA Manager skill or luck? A simple method using attribution analysis for active management decisions. |
Master | Ver |
| 2018/2019 | BEATRIZ FIGUEIRA FERRAZ VIVEIROS OVERVIEW OF SYSTEMIC RISK APPLIED IN THE CASE OF PORTUGAL |
Master | Ver |
Professional Experience
| Name / Description | Date | Organization |
|---|---|---|
| Vogal da direção do IAP |
2024 | |
| Professor Auxiliar, Gestão Professor assistente |
2017 | ISEG |
| Estagiária de análise de créditos, débitos, repagamentos |
2007 - 2008 | Getin Bank S.A. |