Biography
Alexandra Moura is an Associate Professor of Statistics and Actuarial Science at the Mathematics’ Department of ISEG, being coordinator of Actuarial Science, Statistics, and Data Analysis courses, and a member of the coordinating team of the Master Program in Actuarial Science. Alexandra Moura graduated in 2001 in Applied Mathematics and Computation at IST, University of Lisbon, and received the doctorate in 2007 in Ingegneria Matematica from the Politecnico di Milano, Italy. In 2018 completed the Master in Actuarial Science from ISEG. She is co-author of several book chapters and scientific papers in international scientific journals with peer review. Her main research topics of research lies in the actuarial science field, with particular focus on the optimal reinsurance problem with dependencies, in which field she was the principal investigator of a FCT funded research project. More recently, she is interested in studying climate risk through data analysis of climate and insurance loss data. She has previously worked and published in applied mathematics in medicine, namely studying the mathematical analysis and numerical simulations of blood flow. She has supervised more than 30 Master Thesis in the fields of actuarial science, such as risk theory and optimal reinsurance, and in data science, such as data multivariate analysis, with particular focus in clustering and classification analysis, for instance with applications to costumer behavior characterization.
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 |
|---|---|---|
| 2024 | The impact of hurricanes on a property portfolio: an empirical study based on loss data in Portugal Managerial Finance |
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| 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 |
|---|---|---|
| 2023 | Influence of insurance in mitigating negative events in investment strategies |
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| 2023 | Optimal reinsurance in a Cox process |
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| 2022 | Reinsurance treaty minimizing the ruin probability using a diffusion approximation |
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| 2022 | On the impact of dependences and constraints in the optimal reinsurance treaty |
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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 |
|---|---|---|
| 2023 | On the minimization of the ruin probability of both cedent and reinsurer |
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| 2023 | Insurance, reinsurance and some applications |
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| 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 |
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| Matemática computacional: do sistema cardiovascular \`a gest\~ao de risco (Computational mathematics: from the cardiovascular system to risk management) |
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
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Estatística | Licenciatura Bolonha em Gestão - Gestão, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Economia - Economia | Yes |
| 2º | Risk Theory | Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Ciências Actuariais - Actuarial Science | Yes |
| 1º | Tópicos de Estatística | Mestrado Bolonha em Métodos Quantitativos para a Decisão Económica e Empresarial - Métodos Quantitativos para a Decisão Económica e Empresarial | Yes |
| 1º | Probability and Stochastic Processes | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Ciências Actuariais - Actuarial Science | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2023/2024 | SAMANTHA MARGARET TREACY THE IMPACT OF WILDFIRE SMOKE ON SOLAR PHOTOVOLTAIC POWER GENERATION IN ALBERTA, CANADA Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | DIOGO MONGE VALENTE Sport Lisboa e Benfica, Costumer Relationship Management & Analytics |
Master | Ver |
| 2022/2023 | YIQING ZHU As carteiras de criptomoedas |
Master | Ver |
| 2022/2023 | INÊS DELGADO CASEIRO O que mudou no comportamento dos consumidores portugueses? |
Master | Ver |
| 2022/2023 | DIOGO FILIPE JERÓNIMO RODRIGUES A model for risk adjustment for longevity risk in life insurance under IFRS17 |
Master | Ver |
| 2022/2023 | ELISABETE RITA CARDOSO FERREIRA PIRES FINO Reinsurance Optimization: Minimizing the Ruin Probability for both Cedent and Reinsurer |
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 | SIMÃO PEDRO GOMES GUEDES Optimal surplus reinsurance Instituto Superior de Economia e Gestão |
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 | PAULO MANUEL PINTO SIMÕES MARIANO Análise multivariada na seleção de portefólios eficientes: Uma análise empírica |
Master | Ver |
| 2021/2022 | JOÃO OLIVEIRA FERREIRA Optimal reinsurance in a Cox process |
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 | ROBERTO CARCACHE FLORES Modelling Dependencies in Airport Passenger Claim Data Using Copulas |
Master | Ver |
| 2020/2021 | ROBERTO CARCACHE FLORES Modeling dependencies in airport passenger claim data using copulas ISEG - LISBOA SCHOOL OF ECONOMICS & MANAGEMENT |
Master | |
| 2020/2021 | GIL DUARTE MELO AZEVEDO Risk consulting in insurance - IFRS17 |
Master | Ver |
| 2020/2021 | CRISTIANA AMARAL CORREIA Optimal reinsurance in a diffusion setting |
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 | ANDREA HAUSER ISEG - LISBOA SCHOOL OF ECONOMICS & MANAGEMENT |
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 |
| 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 Associado |
2023 | ISEG-UL |
| Professor Auxiliar |
2017 - 2023 | 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 |
| 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 |