November 4, 2015: Steven Vanduffel gave a Seminar entitled “Assessing Model Risk”.
Vanduffel spoke about the risk assessment of high dimensional portfolios, a core task in the regulation of financial institution. Besides the difficulties in the estimation of the joint distribution of the portfolios, there is not a consensus on quantifying model risk. A natural way could be finding the extreme values of a chosen risk measure in a family of candidate models.
Vanduffel discussed several probabilities to integrate dependence and he discussed the impact on risk bounds. He proposed extended versions of the Rearrangement Algorithm (RA) that deal with the availability of dependence information.
31 2015: Jaume Belles-Sampera, PhD
in Business, defended his thesis
on quantitative risk assessment,
aggregation functions and capital
17 2015: Arelly Ornelas, PhD in
Statistics, defended her thesis on
mortality and longevity for
insured populations in Mexico.
16 2015: The Workshop on Economic
Assessment on Bodily Injuries in
Motor Claims was held as part of
the Barcelona Insurance and Risk
Management Summer School 2015,
organized by Riskcenter at UB.
26 2015: Estefanía Alaminos, PhD
candidate in Business, was awarded
the young researcher prize in
honor of prof. B. Pena.
The 29th international congress on Applied Economics was held at UCLM and focused on the sustainability and sufficiency of the Pension System. See more.
23 2015: Ramon Alemany and
Montserrat Guillén presented the
results of a study on risk
management for self-employed at
The study calls for more innovation in retirement instruments and support for pension planning.
26 2015: Between 26 and 29 May,
the International Conference on
Risk Analysis (ICRA 6/Risk 2015)
was held in Barcelona at the
University Pompeu Fabra.
Participants include researchers
in Risk Analysis from different
areas such as health, engineering
Apr. 7 2015: Three activities are organized during the 2015 Barcelona Risk and Insurance Summer School at Riskcenter. July, 3 Evaluation of public policies for Sustainable Long-Term Care (held in Valencia), July 15 “Conic Finance Explained and Applied" by Wim Schoutens and July, 16 Workshop on Economic Assessment of Bodily Injuries in Motor Claims. See more.
Mar. 2 2015: Leo Guelman defended his PhD Thesis entitled “Optimal personalized treatment learning models with insurance applications” supervised by Montserrat Guillén. The thesis jury was composed by Ramon Alemany, Katrien Antonio and Arthur Charpentier. See more.
Feb. 18 2015: Mercedes Ayuso and Miguel Santolino have received the ‘I Prize to Talent in the insurance market’. The prize is awarded by INESE to the best study in the insurance industry in Spain, Portugal and Latin America. See more.
Jaume Belles-Sampera has
received the 2014 "Ferran Armengol
Tubau" award for his outstanding
to the development of new risk
under the perspective of insurance
Funded Chair UBZurich
appointment: Jerònia Pons
"Zurich, 130 years in the
Insurance Industry [Zurich,
en el Seguro Español]". For
information, follow the link
to the Funded
"Evidence of banking
sector systemic risk behavior
countries" by Manish K Singh,
at UB Economics (supervised by
Gómez-Puig and Simón
been awarded a grant from the
Banco de Sabadell. Manish's
received one of the 5 grants
been awarded out of 200
from PhD students writing a
June. 6 2014: Miguel Santolino has participated in the XVII Applied Economics Meeting, held in Gran Canarias.
Miguel Santolino presented the working paper entitled "The dynamics of one-sided incomplete information in motor disputes", coauthored by M. Ayuso and Ll. Bermudez, in the XVII Applied Economics Meeting. See more.
Apr. 25 2014: Our working paper series is now available at RePEc (Research Papers in Economics)-IDEAS, a decentralized bibliographic database maintained by volunteers. See more.
2014: Prof. Persson is visting in
February and March. His research
"Why bankers are boring: Asset
substitution (risk shifting) and
incentives for banks". Seminar
12.30pm Room 4224. For more
information, follow this link.
2014: Mercedes Ayuso has been
appointed member of the forum of
experts for the BBVA Institute of
Pensions, which will be sponsored