Publications & Citations
Journal article
Year | Title / Publication | Link |
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2022 | How heterogeneous is the impact of energy efficiency on dwelling prices? Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market Energy Economics |
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2020 | On the use of Hedonic Regression Models to Measure the Effect of Energy Efficiency on Residential Property Transaction Prices: Evidence for Portugal and Selected Data Issues Energy Economics |
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2017 | Ratemaking of Dependent Risks ASTIN Bulletin |
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2002 | Optimal Bonus Scales Under Path-Dependent Bonus Rules Scandinavian Actuarial Journal |
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2001 | Bonus systems in an open portfolio INSURANCE MATHEMATICS & ECONOMICS |
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1998 | Comparing risk adjusted premiums from the reinsurance point of view Astin Bulletin |
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1996 | Applying Credibility Theory to Solvency Buletin de l'Association Royale des Actuaires Belges |
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1991 | Sistemas de Bonus-Malus: Uma análise crítica da proposta do I.S.P. Boletim dos Actuários Portugueses |
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Paper presented at academic or professional meetings
Teaching
2022/2023
Semester | Course | Degree | Coordinator |
---|---|---|---|
1º | Risk Models | Mestrado Bolonha em Ciências Actuariais - Actuarial Science | Yes |
Year | Student Name / Title / Institution | Supervision Type | Link |
---|---|---|---|
2020/2021 | MARIANA RODRIGUES DA CUNHA SEMEDO DA LUZ Tariff Revision Proposal for Third-Party Liability Coverage of Motor Insurance Instituto Superior de Economia e Gestão |
Master | Ver |
2020/2021 | DIANA ALEXANDRA MONTROND Machine Learning Frameworks for Retention Models: An Application over a Motor Insurance Portfolio ISEG - LISBOA SCHOOL OF ECONOMICS & MANAGEMENT |
Master | Ver |
2019/2020 | ZHIFENG XU Best Practice of Risk Modelling in Motor Insurance - Using GLM and Machine Learning Approach |
Master | Ver |
2019/2020 | ANA BEATRIZ MARQUES CABRAL VALENTE Health Insurance Pricing with Generalized Linear Models |
Master | Ver |
2018/2019 | JOANA MENDONÇA VASCONCELOS ROMÃO Prediction of customers lapse rates in a motor insurance portfolio |
Master | Ver |
2016/2017 | INÊS DUARTE CARREIRA Modelling dependence between frequency and severity of insurance claims |
Master | Ver |
2016/2017 | MARIA INÊS BENEDITO QUELHAS Motor Tariff for "Others Vehicles" |
Master | Ver |
2016/2017 | MARIA CATARINA DE ALMEIDA FERNANDES IMPACTO DA DIABETES NA ATIVIDADE SEGURADORA |
Master | Ver |
2015/2016 | DIOGO ROCHA DE OLIVEIRA Ratemaking in Motor Insurance: an Application |
Master | Ver |
2015/2016 | MARIA CATARINA DE ALMEIDA FERNANDES Impacto da diabetes na actividade seguradora |
Master | |
2015/2016 | JOANA MENDONÇA VASCONCELOS ROMÃO Modeling for lapse rates and posterior obtainment of an optimal Bonus Malus system |
Master | |
2014/2015 | JOÃO PEDRO SENHORÃES SENRA PINTO New credibility approaches in workers compensation insurance |
Master | Ver |
2014/2015 | MARIA INÊS PASTOR PEREIRA DA SILVA Quantitative impact of the application of the Matching Adjustment in the Portuguese market |
Master | Ver |
2014/2015 | FRANCISCO ALIER VALENTIM NOGUEIRA Tarifação em não-vida com um MLG, aplicação prática com a ferramenta R |
Master | Ver |
2013/2014 | ALEXANDRE FILIPE CORREIA CAJANA VERMELHO Calculating Best Estimates in a GLM Framework. Frequency/Severity models vs Total Loss models |
Master | Ver |
2013/2014 | CARLOS ALBERTO DE ABREU LOPES Desenvolvimento de um modelo Hedónico de Avaliação de Imóveis Habitacionais para o Conselho de Cascais |
Master | Ver |
2012/2013 | VÂNIA ISABEL RAMOS ELIAS Reserve risk - an application to ORSA |
Master | Ver |
2011/2012 | JORGE FILIPE MONTEZ VAZ MONTEIRO AMARO Modelos de avaliação em massa: redes neuronais artificiais aplicadas ao sector imobiliário residencial em Portugal ? Estudo de caso na cidade de Lisboa |
Master | Ver |
2011/2012 | JOSÉ SEBASTIÃO TEIXEIRA ESTEVES CANCELA DE ABREU Títulos de Capitalização |
Master | Ver |
Professional Experience
Name / Description | Date | Organization |
---|---|---|
Coordenador da área Científica de Estatística e Ciências Actuariais Autre |
2016 | ISEG |
Membro da Direcção do CEMAPRE Autre |
1996 - 2003 | ISEG |