2023
Workshop on BigDATA. November 24, 2023. «Modelling of Fire Contagion with Application in Farm Insurance» Big data in insurance. Keynote speaker: Jean Philippe Boucher (UQaM, Canada).
2022
RISK 2022 More info Program Videos
2020
Daniel Peña (Universidad Carlos III) “Nuevos enfoques en Estadística y Econometría con Big Data» February 7, 2020 – 12:30
2019
Guillermo Mir, Senior Actuarial Analyst, Group Reinsurance-Zurich Insurance Co. Ltd
«The future of financial information in insurance: IFRS17»
November 22, 2019
David Tuesta, Past Minister of Economy of Perú
«Digitalization and pensions in emerging economies»
November 20, 2019
Pilar Abad Romero (Universidad Rey Juan Carlos)
«The effect of firm uncertainty on the cost of corporate debt»
November 15, 2019
Jorge M. Uribe Gil (Universitat Oberta de Catalunya)
«Expected, unexpected, good and bad uncertainty»
November 15, 2019
Simón Sosvilla Rivero (Universidad Complutense de Madrid)
«Uncertainty transmission between digital and traditional currencies»
November 15, 2019
Alvaro Leitao Rodriguez, Barcelona Graduate School of Mathematics (BGSMath) & Riskcenter
«Model-free computation of risk contributions in credit portfolios»
May 27, 2019 12:30
Diego Valero, London School of Economics.
«Aplications of behavioural economics in pensions: new developments»
May 27, 2019 16:30
Catalina Bolancé (Dept. Ecoometrics, Statistics and Applied Economics, Riskcenter-IREA, UB)
«Kernel estimation in the analysis and quantification of risk»
May 16, 2019 12:00
Josef Nesleha (Faculty of Economics and Administration, Masaryk University)
«Financial education»
February 25, 2019 – 13:00
Colin Ramsay (University of Nebraska-Lincoln)
“Doubly Enhanced Annuities (DEANs), the Annuity Puzzle, and the Impact of Quality of Long Term Care” (join Seminari with Research Group on Actuarial and Financial Modelling)
January 24, 2019 – 12:30
2018
Jorge M. Uribe (Universidad del Valle & Riskcenter
«Scaling down downside risk with inter quantile seivariance»
December 17, 2019
Miguel Santolino, Riskcenter (UB)
«Modeling dynamics of risk allocations using compositional time series»
November 26, 2018 – 13:00
Juan Rodríguez Poo (Universidad de Cantabria)
«Nonparametric panel data models with cross-sectional dependence»
May 24, 2018
Arthur Charpentier (University of Rennes 1)
«Big data for economics»
July 2-6, 2018
J. M. Uribe (Univ. del Valle, Colombia)
«Applied quantile regression for economics and finance»
June, 25-29 2018
José Garrido (Concordia University)
«Bridging risk measures and classical ruin theory»
January 24, 2018 – 12:30
2017
Eduard Giménez Funes (CaixaBank),
«Super-Hedging Discountinuous Payoffs Made Easy»
November 2, 2017 – 12:00h
Jennifer Alonso (UNSW Business School, University of New South Wales)
«Utility indifference pricing of a coupon-yielding bond»
October 26, 2017 – 13:00h
Stephan Sperlich (University of Geneve)
«Causality Analysis under heterogeneity in social sciences: problems and remedies»
May 31, 2017 – 13:00h
Tim Boonen (University of Amsterdam)
«Modeling and forecasting mortality with economic growth: a multi-population approach»
February 20, 2017 12:00h
2016
Álvaro Leitao (Delft University of Technology and Centrum Wiskunde & Informatica)
«The data-driven COS method»
December 2, 2016 13:00h
D. Francesc Granell Trías, Catedrático emérito de Organización Económica Internacional de la Universidad de Barcelona
D. José Mª Areliza, Profesor Ordinario y titular de la Cátedra Jean Monnet – ESADE
D. Gonzalo Iturmendi, Secretario General de AGERS
Dña. Alicia Soler, Gerente de AGERS
D. Fernando Martínez-Cué, Delegado de AGERS Cataluña
Foro Gestión de Riesgos Post – BREXIT
«Análisis de los posibles nuevos marcos legales y de relación tras el referéndum, consecuencias del mismo e implicaciones para la actividad empresarial».
October 7, 2016
Dr. Rafel Domenech University of Valencia and BBVA Research
«¿Es viable nuestro sistema de pensiones? Propuestas de mejora»
September 29, 2016 18:00h
Wim Schoutens(Katholieke Universiteit Leuven, Belgium)
CoCo Bonds Explained
July 11, 2016 9:30 am to 1.00 pm.
Ricardo Cao (Universidade da Coruña
«Single index models and applications»
April 12, 2016 – 15:00h.
Arthur Charpentier (Université du Québec, Université de Rennes I)
«Computational Actuarial science, with R»
April 06, 2016 – 10:00h.
Arthur Charpentier (Université du Québec, Université de Rennes I)
«Big data for insurance»
April 05, 2016 – 16:00h.
Luis Ortiz García (CRM, Universitat Autònoma de Barcelona, Spain)
«Computational challenge in Financial and Risk Management»
January 27, 2016 – 12:00h.
Edward W. (Jed) Frees (University of Wisconsin-Madison)
«Insurance Portfolio Risk Retention»
January 20, 2016 – 12:30h.
2015
Steven Vanduffel (Vrije Universiteit Brussel)
«Assessing Model Risk»
November 4, 2015 – 10:00h.
Jesús Gómez (Universidad Javeriana, Colombia – Universidad de Zaragoza, España)
«Impacto de los fondos de pensiones sobre la estabilidad de los mercados financieros y riesgo sistémico»
September 23, 2015 – 12:00h.
David Dickson (University of Melbourne)
«The time of ruin in a Markov-modulated risk model»
September 16, 2015 – 12:00h.
Wim Schoutens (Katholieke Universiteit Leuven, Belgium)
“Conic Finance Explained and Applied”
July 15, 2015 – 9:30 h.
Jesper Bo Pedersen (Aarhus Universitet, Denmark)
“Historical simulation with fully flexible probabilities and economic state variables”
April 22, 2015 – 13:00 h.
Luis Ortiz García (CRM, Universitat Autònoma de Barcelona, Spain)
“A new look to the delta-gamma approach”
March 18, 2015 – 12:00 h.
Angel A. Juan (Universitat Oberta de Catalunya, Spain)
“Simheuristics: extending metaheuristics to deal with stochastic optimization problems”
January 21, 2015 – 12:00 h.
2014
Argimiro Arratia (Universitat Politècnica de Catalunya, Spain)
“Forecasting financial time series with machine learning models and Twitter data”
October 22, 2014 – 12:00 h.
Svein-Arne Persson (University of Oslo, Norway)
“Why bankers are boring: Asset substitution (risk shifting) and incentives for banks”
March 12, 2014 – 12:30 h
2013
Isabel Martínez Torre-Enciso (Universidad Autónoma de Madrid, Spain)
“Introduction to Risk Management and Research Perspectives”.
December 19, 2013 – 12.30 h.
Adelina Comas-Herrera (London School of Economics)
«Long Term Care Costs and Cognitive Impairment».
December 4, 2013 – 13.00 h.
Leo Guelman (Royal Bank of Canada)
«Models for Auto Insurance Price Elasticity Estimation and Prediction».
November 28, 2013 – 13.00 h.
Jean-Philippe Boucher (Université du Québec à Montréal, Canada)
«Models for panel count data».
July 9-10, 2013 – 10.00 h.
Guillem López-Casasnovas (UPF, Spain)
«Evaluation of public policies for Sustainable Long-Term Care».
July 4-5, 2013
José Luis Fernández (ILPN)
«The personalization of service provision: A UK experience».
July 4-5, 2013
Adelina Comas-Herrera (London School of Economics)
«Financiación pública y privada; de los costes de dependencia: sostenibilidad y equidad».
July 4-5, 2013
Antonio Rivero (UAB, Spain)
«Análisis de las tasas de participación de la Ley de Dependencia en España».
July 4-5, 2013
Angeles Tortosa (UV, Spain)
«Revisión de los sistemas de financiación de las residencias de personas mayores en la Comunidad Valenciana».
July 4-5, 2013
Julia Montserrat (URL, Spain)
«¿Es el copago una vía de financiación de la dependencia equitativa?».
July 4-5, 2013
Sergi Jiménez (UPF, Spain)
«Necesidades no cubiertas, cuidados formales y horas de cuidados informales».
July 4-5, 2013
Dolores Jiménez Rubio (UGR, Spain)
«Inequidad en la provisión de cuidados de larga duración en España».
July 4-5, 2013
Càtia Nicodemo (CRES-UPF, Spain)
«Una nueva evidencia de la atención social formal en España».
July 4-5, 2013
Leonid Gavrilov & Natalia Gavrilova (University of Chicago, USA)
«New approaches to Study Mortality and Longevity Risks».
July 1, 2013 – 10.00 h
2012
José M. Sarabia (Universidad de Cantabria, Spain)
“Title to be confirmed”.
December 11, 2012 – 12.00 h.
José M. Merigó (Manchester Business School, UK)
“Title to be confirmed”.
December 4, 2012 – 12.00 h.
Magnus Söderberg (Centre d’Économie Industrielle MINES ParisTech, France)
“Regulatory behaviour under threat of court reversal”.
November 19, 2012 – 12.00 h.
Emiliano A. Valdez (University of Connecticut, USA)
“Advances in data Analysis for actuarial applications”.
July 16 – 18, 2012 – 10.00 to 14.00 h.
Catherine Donnelly, (Heriot-Watt University)
«Good-deal bounds in a regime-switching diffusion market / Quantifying and allocating mortality risk in defined-benefit pension schemes»
July 9, 2012 – 12.00
Arelly Ornelas (Riskcenter IREA Universitat de Barcelona, Spain)
“Mortality risk in Mexico: a comparision of general population mortality and lifetables for insured lives”.
June 15, 2012 – 12.00 h.
Jaume Belles (Riskcenter IREA Universitat de Barcelona, Spain)
“The connection between distorsion risk measures and ordered weighted averaging operators”.
June 1, 2012 – 12.00 h.
Steven Vanduffel (Université Libre de Bruxelles, Belgium)
“Financial bounds for insurance claims and explicit representation of cost-efficient strategies”.
May 16 – 18, 2012 – 15.00 to 17.00 h.
Constantin Zopounidis (Technical University of Crete, Greece)
“Multiple criteria in finance and accounting”.
May 7 – 8, 2012 – 15.00 to 19.00 h.
Antonio Ferri (Riskcenter IREA Universitat de Barcelona, Spain)
“Solvency capital estimation and risk measures”.
April 27, 2012 – 12.00 h.
Armen Arakelyan (Universidad Carlos III, Spain)
“Liquidity in Credit Default Swap Markets”.
April 13, 2012 – 12.00 h.
Martín Lozano (Manchester Business School, UK)
“Estimation of asset pricing models: parameter efficiency and implications for asset allocation”.
March 30, 2012 – 12.00 h.
2011
Jean Pinquet (École Polytechnique – Paris, France)
“Catastrophic risks: flods”.
November 24, 2011 – 13.00 h.
Mario Wüthrich (ETH Zurich, Zurich – Switzerland)
“Risk margin for a non-life insurance run-off”.
November 18, 2011 – 12.00 h.
Richard Watt (University of Canterbury, Christchurch – New Zealand)
“Optimal Pricing of Academic Journals in a Two-Sided Model”.
November 11, 2011 – 11.00 h.
Svein-Arne Persson (Norwegian school of economics NHH – Bergem, Norway)
“Capital Requirement and Optimal Default in Insurance”.
October 24, 2011 – 12.00 h.
Jan Bernheim (Vrije Universiteit Brussel – Brussels, Belgium)
“Felicitometrics (How to get serious answers to the serious question ‘How have you been?’, subjective quality of life (QoL) as an individual experimental emergent contruct)”.
September 29, 2011 – 13.00 h.
Juan Miguel Londoño (Tilburg University, The Netherlands)
«The variance risk premium around the world”.
May 20, 2011 – 12.00 h.
Petra Steinorth (Ludwig-Maximilians-Universität Munich – Munich, Germany)
«Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits”.
April 6, 2011 – 12.00 h.
Matthias Keese (Ruhr Graduate School in Economics, University of Duisburg-Essen, Germany)
“Are you well prepared for long-term care? Assessing financial gaps in private German care provision”
April 4, 2011 – 12.00 h.
Ana Carmen Díaz (Universidad del País Vasco – País Vasco, Spain).
“The efficiency of performance-based-fee mutual funds”
March 16, 2011 – 12.00 h.
Alfonso Valdesogo (University of Luxembourg, Luxembourg).
“Asymmetric CAPM dependence for large dimensions: the canonical vine autoregressive Model”
February 16, 2011 – 12.00 h.
David Pitt (Macquarie University – Sydney, Australia)
“Matrix-form recursive evaluation of the aggregate claims distribution revisited”.
January 12, 2011 – 13.00 h.
2010
Jose Penalva (Universidad Carlos III de Madrid and Banco de España)
“Loan monitoring, credit risk models and Central Bank supervision”
December 17, 2010 – 14.45 h.
Jens P. Nielsen (City University London)
“Nonparametric methods in operational risk”
May 7, 2010 – 12.30 h.
Richard Verrall (City University, London, UK)
“What is wrong with the chain-ladder technique?”
April 27, 2010 – 12.30 h.
Viviana Cruzado (Universidad Autónoma de Barcelona)
“Sensibilidad del riesgo agregado de mercado a variaciones en la matriz de correlaciones”
February 25, 2010 – 13.15 h.
Paal N. Henriksen (University of Oslo)
“Valuing target redemption notes by a stratified Longstaff Schwartz algorithm”
February 8, 2010 – 13.00 h.
Dimistris Karlis (Dept of Statistics, Athens University of Economics)
“Multivariate count data models”
February 4, 2010 – 10.00 h.
Xavier Freixas (Universitat Pompeu Fabra and Centre for Economic Policy Research-CEPR)
“Post crisis challenges to bank regulation”
February 4, 2010 – 15.30 h.
Paal N. Henriksen (University of Oslo)
“An Introduction to valuing target redemption notes”
January 25, 2010 – 13.00 h.
2009
Filppo di Pietro (Universidad de Bolognia & Universidad de Sevilla)
“Un enfoque no paramétrico para la medición del riesgo operacional en entidades financieras”
December 17, 2009 – 12.00 h.
David Pitt (University of Melbourne)
“Model Selection and claim frequency for workers’ compensation insurance”
December 11, 2009 – 9.30 h.
Pierre Picard (École Polytechnique, Paris, France)
“Participating insurance contracts and the Rothschild-Stiglitz equilibrium puzzle”
November 6, 2009 – 12.30 h.
Raúl del Pozo (Universidad de Castilla-La Mancha)
“Los cuidados de larga duración bajo la teoría del ciclo vital: de cómo se reparten los roles en los servicios y en su financiación”
November 3, 2009 – 11.00 h.
Faustino Prieto (Universidad de Cantabria)
“Aportaciones de la estadística en Economía de la Complejidad”
October 20, 2009 – 11.15 h.
Katrien Antonio (University of Amsterdam)
“A hierarchical model for mocro-level stochastic loss reserving»
October 1, 2009 – 12.30 h.
Jean Pinquet (École Polytechnique & Université de Paris X)
“Long-term care insurance”
July 10, 2009 – 12.30 h.
Pilar Abad (Universidad Rey Juan Carlos)
“EMU and European goverment bond markets integration (II)”
May 22, 2009 – 12.30 h.
Pilar Abad (Universidad Rey Juan Carlos)
“EMU and European Goverment Bond Markets Integration”
February 12, 2009 – 12.00 h.
Kitt S. Petersen (University of Copenhagen)
“Bonus-Crediting in the Danish pension market”
February 12, 2009 – 13.00 h.
2008
Irene Albarrán (Universidad Carlos III de Madrid)
“La relatividad del concepto legal de dependiente: Efecto de la elección de distintos baremos de valoración europeos sobre la población española”
December 12, 2008 – 13.30 h.
Òscar Jordà (University of California, Davis, US)
“Path forecast evaluation”
September 8, 2008 – 12.30 h.
Emiliano A. Valdez (University of Connecticut)
“Actuarial applications of a hierarchical insurance claims model”
July 1, 2008 – 12.30 h.
Lisa M. Devine (Festinalente, Copenhagen, Denmark)
“Marketing of pension products”
May 23, 2008.
Angus S. MacDoanld (Heriot-Watt University)
“Genetics and insurance”
May 5, 2008 – 16.00-18.00 h.
Howard R. Waters (Heriot-Watt University).
”Continuous time Markov models to assess the effects of obesity, smoking and cholesterol-lowering drugs on heart disease and expected future lifetime”
May 5, 2008 – 16.00-18.00 h.
Andrés M. Alonso (Universidad Carlos III de Madrid)
“Clasificación de series temporales mediante densidades de predicción”
April 24, 2008 – 12.30 h.
2007
José M. Sarabia (Universidad de Cantabria)
“Distribuciones bidimensionales basadas en especificación condicional: ejemplos y aplicaciones”
December 14, 2007 – 12.30 h.
Peter Holm Nielsen (University of Copenhagen and PFA insurance)
“Foundations of mathematical finance in retirement plans”
November 9, 2007 – 16.00 h.
Raimond Maurer (Finance Department, Goethe-University Frankfurt am Main))
”Money in motion: dynamic portfolio choice in retirement”
October 25, 2007 – 12.30 h.
Andres M. Alonso (Universidad Carlos III de Madrid)
”Clasificación de series temporales mediante densidades de predicción”
July 9, 2007 – 11.00 h.
Jean Pinquet (Université de Paris-X Nanterre & École Polytechnique)
“Point-Record incentives, asymmetric information and dynamic data”
July 9, 2007 – 12.00 h.
Irene Lagraede (University of Oslo, Norway)
”Fraud detection in several types of insurance products”
May 15, 2007 – 11.00 h.
W. Jean Kwon (St. John’s Univerisity, New York, USA)
”A multi-line insurance fraud recognition system: a government-led approach in Korea”
May 14, 2007 – 13.30 h.
W. Jean Kwon (St. John’s Univerisity, New York, USA)
”Islamic principle and Takaful insurance” (based on the book «Risk Management and Insurance: Perspectives in a Global Economy” Blackwell, 2007)
May 14, 2007 -16.30 h.
Raluca Vernic (Ovidius University of Constanta, Romania)
“The skew-normal distribution with applications in insurance”
May 14-17, 2007 – 13.00 h.
Silvana Stefani (Università di Milano– Bicocca)
“A continuous time model for correlated energy price processes”
April 26, 2007 – 13.00h.
Jean-Philippe Boucher (Université Catholique de Louvain, Université de Montreal)
“Heterogeneity models in insurance pricing”
March 16, 2007 – 11.00 h.
2006
Raluca Vernic (Ovidius University of Constanta)
“The skew-normal distribution with applications in insurance”
June 16, 2006 – 12.00-13.00 h.
Bjorn Sundt (Oslo)
“Recursions for convolutions and compound distributions with actuarial applications”
June 16, 2006 – 13.00-14.00 h.
Montserrat Guillén (University of Barcelona)
“Multivariate experience rating”
June 6, 2006.
Ana M. Pérez-Marín (University of Barcelona)
“Customer lifetime duration analysis in insurance»
June 6, 2006.
Jean-Philippe Boucher (UCL, Belgium)
“Semiparametric and parametric models for panel count data”
June 6, 2006.
Aïda Solé (University of Barcelona)
“Life expectancy with migration and insurance cost of Long-term care”
June 6, 2006.
Kamal Mustafa (University of Barcelona)
“Disability typologies from the disability survey”
June 6, 2006.
Mercè Claramunt (University of Barcelona)
“Some results in risk theory in a generalized Erlang(n) risk process”
June 6, 2006.
Björn Sundt (Storebrand, Norway)
“Recursions for convolutions and compound distributions with actuarial applications”
June 6, 2006.
Mercedes Ayuso (University of Barcelona)
“Selection bias and auditing policies for insurance claims”
June 6, 2006.
Lluís Bermudez (University of Barcelona)
“Detecting automobile insurance fraud using a skewed link model”
June 6, 2006.
Miguel Santolino (University of Barcelona)
“Predicting the personal injury compensation awarded by courts»
June 6, 2006.
Cati Bolance (University of Barcelona)
“On the interplay between modern smoothing techniques and extreme value theory with applications to RSA data”
June 6, 2006.
Raluca Vernic (Ovidius University, Rumania)
“The skew-normal distribution with applications in insurance”
June 6, 2006.
Raimondo Manca (U Roma, La Sapienza, Italy)
“Reunión para European project on pension harmonization”
May 26, 2006 – 12.00-14.00 h.
Jean-Philippe Boucher (UCL, Belgium)
“Count data models for insurance claims data. Applications and examples”
May 24, 2006 – 16.00-17.30 h.
2005
Jean Lemaire (The Wharton School, University of Pennsylvania)
“Adverse Selection due to Genetic Testing in Insurance Markets”
May 27, 2005 – 15.30 h.
Jean Pinquet (Université Paris X-Nanterre)
“Selection bias and auditing policies on insurance claims”
May 27, 2005 – 13.00 h.
Linda L. Golden (The University of Texas at Austin)
“Using Data Envelopment Analysis to help managers and contributors evaluate social profit enterprises (SPEs)»
May 11, 2005 – 17.00 h.
Patrick L. Brockett (The University of Texas at Austin)
“Information theory and insurance”
May 6, 2005 – 11.00 h.
Itzhak Venezia (The Hebrew University of Jerusalem)
“Optimal strike prices of stock options for effort averse executives”
May 4, 2005 – 13.00 h.
Alberto Palloni (The University of Wisconsin Madison)
“Life tables and the Health and Retirement Survey (HRS)”
March 17, 2005 – 16.00 h.
2004
Ole Bjur (University of Copenhagen, Denmark)
“Risk-adjusted performance of insurance companies”
September 30, 2004 – 10.00 h.
Mercedes Ayuso (University of Barcelona)
“Automobile insurance fraud with information of costs”
September 30, 2004 – 10.30 h.
Tine Buch-Larsen (University of Copenhagen, Denmark)
“Large loss model applied on Codan commercial fire claims”
September 30, 2004 – 11.00 h.
Jim Gustaffson (Festinalente, Copenhagen, Denmark)
“A credibility approach based on a semiparametric estimator”
September 30, 2004 – 12.00 h.
Catalina Bolancé (University of Barcelona)
“Bayesian experience rating with time-dependent random effects”
September 30, 2004 – 12.30 h.
Jens Perch Nielsen (Business School, Denmark)
“Latent time series in actuarial regression”
September 30, 2004 – 13.00 h.
Peter Fledelius (University of Copenhagen, Denmark)
“Loss triangles and chain ladder assumptions (case study)”
October 1, 2004 – 10.00 h.
Malena Monteverde (University of Barcelona)
“Disability adjusted life expectancy: methods and results for Long Term Care”
October 1, 2004 – 10.30 h.
Daniel Blay (University of Barcelona)
“Disability adjusted life expectancy. The case of Scotland, Australia and Spain”
October 1, 2004 – 11.00 h.
Manuela Alcañiz (University of Barcelona)
“Value and loyalty of insureds in the Spanish automobile insurance market”
October 1, 2004 – 12.00 h.
Ana M. Pérez-Marín (University of Barcelona)
“Customer lifetime duration in non-life insurance contracts”
October 1, 2004 – 12.30 h.
Montserrat Guillén (University of Barcelona)
“Bodily injury in automobile insurance: prediction of severeness”
October 1, 2004 – 12.30 h.
