Publicações e Citações
Book
| Ano | Título / Publicação | Link |
|---|---|---|
| 1989 | Dynamic linear models and the discrete Kalman filter University of Oslo |
Chapter
| Ano | Título / Publicação | Link |
|---|---|---|
| 2004 | Alternative Risk Transfer. In Encyclopedia of Actuarial Science John Wiley & Sons |
|
| 2004 | Experience Rating. In Encyclopedia of Actuarial Science John Wiley & Sons |
Journal article
| Ano | Título / Publicação | Link |
|---|---|---|
| 2021 | Consistent development patterns Scandinavian Actuarial Journal |
Ver |
| 2019 | One-year estimation uncertainty in some claim development models Scandinavian Actuarial Journal |
Ver |
| 2005 | On Equalisation by Risk Based Capitation Reinsurance Australian Actuarial Journal |
|
| 2004 | On the Estimation of Outstanding Claims Australian Actuarial Journal |
Ensino
2023/2024
| Semester | Curso | Graduação | Coordenação |
|---|---|---|---|
| 2º | Loss Reserving | Mestrado Bolonha em Actuarial Science - Actuarial Science | Yes |
| 1º | Asset-Liability Management | Mestrado Bolonha em Actuarial Science - Actuarial Science | Yes |
| Ano | Aluno / Título / Instituição | Tipo | Link |
|---|---|---|---|
| 2022/2023 | JOEL AGBO MENSAH Combined loss reserving and premium rating by GLM Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | ANSH GOSWAMI Projecting the Effect of Inflation on Spanish Motor Vehicle Bodily Injury Claims Instituto Superior de Economia e Gestão |
Master | Ver |
| 2019/2020 | NIKUNJ SHARMA REVIEW OF QUANTITATIVE MODELS OF CREDIT RISK FOR DEBT INSTRUMENTS, INCLUDING CATASTROPHE BONDS |
Master | Ver |
| 2019/2020 | TATIANA MARIA DOS SANTOS MARQUES USE OF THE NP-APPROXIMATION TO DETERMINE THE RISK ADJUSTMENT UNDER IFRS 17 IN A NON-LIFE PORTFOLIO |
Master | Ver |
| 2019/2020 | DANIEL ESTEBAN COOPER MUNDY SUSTAINABLE FINANCING AND CLIMATE CHANGE IN THE CONTEXT OF THE INSURANCE SECTOR OF PORTUGAL |
Master | Ver |
| 2018/2019 | CASPER JACOB MOERUP Prediction of claim cost in general insurance |
Master | Ver |
| 2018/2019 | NIKUNJ SHARMA Catastrophe bonds and credit risk |
Master | |
| 2016/2017 | VANESSA ROSA BERNARDO MARTINS APPLICATION OF A GENERALIZED LINEAR MODEL COMPRISING PRICING AND LOSS RESERVING VARIABLES |
Master | Ver |
| 2015/2016 | BURÇIN KARLIDAG Loss Reserving Methods in Practice |
Master | |
| 2015/2016 | DANIIL PANCHENKO Allocation of SCR by lines of business and RORAC optimization |
Master | Ver |
| 2015/2016 | JEBIDIAH LEE BARNOUSKI Using One-Year Claim Development to Chose a Large Claim Reserving Technique |
Master | Ver |
| 2012/2013 | LUÍS MIGUEL DA SILVA VALÉRIO DE SOUSA Modelos de Estimação de Provisão de Sinistros no Seguro de Crédito |
Master | Ver |
| 2012/2013 | BRAM JOSEPH JOHANNES KIERKELS Internship at Taylor Fry Consulting Actuaries |
Master | Ver |
Experiência Profissional
| Nome / Descrição | Data | Organização |
|---|---|---|
| alambra consulting, lda |
2016 | alambra consulting, lda |