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. More than 40 participants attended the sessions on law reforms in Spain. More information can be provided about the event.
Jul. 17 2015: Arelly Ornelas, PhD in Statistics, defended her thesis on mortality and longevity for insured populations in Mexico. External members of the jury were Prof. Ana Debon (UPV) and Prof. Monica Becue (UPC). She proposed ways to address unisex lifetables. Related implementations in R can be found here .
Jaume Belles-Sampera, PhD in Business, defended his thesis on quantitative risk assessment, aggregation functions and capital allocation problems. External members of the jury were Prof. Jose Maria Sarabia (Univ. Cantabria), Prof. Jan Dhaene (Univ. Leuven, KUL) and Prof. Andreas Tsanakas (City University London). He proposed ways to identify attitudes in new risk measures. Implementations in
Delegates of the CMRS Indonesia (Center for Risk Management Studies) visit Riskcenter-UB to discuss approaches to risk management. The visit is part of a benchmarking exercise by the Enterprise Risk Management Academy (ERMA) based in Singapore. It provides an opportunity for a group of Indonesia Risk Management professionals to get an exposure to Enterprise Risk
Prof. Montserrat Guillén is named Numerary Academic of the Royal Academy of Economics and Finance. She gave the acceptance lecture "Risk and Insurance in Economics" where she highlighted the singularity of this field of study and the need to enforce econometrics, the part of economics that develops statistical models, into a new era where big
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
Barcelona Risk & Analytics Young Research Workshop was held at Institut d’Estudis Catalans on November 25, 2015. More information on the programme, abstracts and schedule can be found at Barcelona Risk & Analytics.