{"id":1104,"date":"2016-06-13T10:09:23","date_gmt":"2016-06-13T10:09:23","guid":{"rendered":"http:\/\/www.ub.edu\/riskcenter\/?page_id=1104"},"modified":"2026-02-17T11:51:09","modified_gmt":"2026-02-17T11:51:09","slug":"seminars-and-visitors","status":"publish","type":"page","link":"https:\/\/www.ub.edu\/riskcenter\/seminars-and-visitors\/","title":{"rendered":"Seminars and Visitors"},"content":{"rendered":"<div class=\"fusion-fullwidth fullwidth-box fusion-fullwidth-1  fusion-parallax-none nonhundred-percent-fullwidth\" style=\"border-color:#eaeaea;border-bottom-width: 0px;border-top-width: 0px;border-bottom-style: solid;border-top-style: solid;padding-bottom:40px;padding-top:40px;padding-left:40px;padding-right:40px;background-color:#ffffff;\"><style type=\"text\/css\" scoped=\"scoped\">.fusion-fullwidth-1 {\n                            padding-left: 40px !important;\n                            padding-right: 40px !important;\n                        }<\/style><div class=\"fusion-row\"><h2>2026<\/h2>\n<p>Abhijit Sharma (University of Huddersfield, UK) \u201cThe Effect of Alcohol, Speeding and Sex on the Unconditional Distribution of Motor Injury Counts in Spain\u201d. February 7, 12:00<\/p>\n<h2>2025<\/h2>\n<p>Anas Abdalah (McMaster University) \u00abNew Directions in Multivariate Loss Reserving and Risk Capital Analysis: From Neural Networks to SUR Copula Mixed Models\u00bb. October 27, 12:30<\/p>\n<p>Double seminar:<br \/>\nJuan Sebasti\u00e1n Y\u00e1\u00f1ez (Universitat de Barcelona) \u201cHow does granularity affect motor insurance claim predictions in a telematics setting?\u201d<br \/>\nAlexander Braun (University of Saint Gallen) \u201cSystemic Liquidity Pressures and Dislocations in Cat Bond Prices\u201d<br \/>\nMay 26, 12:15<\/p>\n<p>Double seminar:<br \/>\nHato Schmeiser (University of St.Gallen) \u201cStochastic Dominance and Financial Pricing in Peer-to-Peer Insurance\u201d<br \/>\nAdam Clements \u201cFormal loss-based forecast combination approach to the MHAR model\u201d (Queensland University of Technology &#8211; QUT)<br \/>\nMay 19, 13:00<\/p>\n<h2>2023<\/h2>\n<p>Workshop on BigDATA. November 24, 2023. \u00ab<a href=\"https:\/\/github.com\/J-PBoucher\">Modelling of Fire Contagion with Application in Farm Insurance<\/a>\u00bb Big data in insurance. Keynote speaker: Jean Philippe Boucher (UQaM, Canada).<\/p>\n<blockquote class=\"wp-embedded-content\" data-secret=\"kymlqyxHgj\">\n<p><a href=\"http:\/\/www.ub.edu\/riskcenter\/2023\/10\/24\/statistics-day-2023\/\">Statistics Day 2023<\/a><\/p>\n<\/blockquote>\n<p><iframe class=\"wp-embedded-content\" sandbox=\"allow-scripts\" security=\"restricted\" style=\"position: absolute; clip: rect(1px, 1px, 1px, 1px);\" title=\"\u00abStatistics Day 2023\u00bb \u2014 Riskcenter\" src=\"http:\/\/www.ub.edu\/riskcenter\/2023\/10\/24\/statistics-day-2023\/embed\/#?secret=HdMc0CSQw0#?secret=kymlqyxHgj\" data-secret=\"kymlqyxHgj\" width=\"600\" height=\"338\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\"><\/iframe><\/p>\n<h2>2022<\/h2>\n<p>RISK 2022\u00a0 <a href=\"http:\/\/www.ub.edu\/riskcenter\/2022\/10\/13\/healthy-ageing-research-agreement-with-fontactiv-ordesa-2\/\">More info<\/a> <a href=\"http:\/\/www.ub.edu\/rfa\/arxius\/RISK2022-program.pdf\">Program<\/a> <a href=\"https:\/\/www.youtube.com\/channel\/UCOl8jIvpL06TN0d7TvGSb2Q\">Videos<\/a><\/p>\n<h2>2020<\/h2>\n<p>Daniel Pe\u00f1a (Universidad Carlos III) \u201cNuevos enfoques en Estad\u00edstica y Econometr\u00eda con Big Data\u00bb February 7, 2020 &#8211; 12:30<\/p>\n<h2>2019<\/h2>\n<p>Guillermo Mir, Senior Actuarial Analyst, Group Reinsurance-Zurich Insurance Co. Ltd<br \/>\n\u00abThe future of financial information in insurance: IFRS17\u00bb<br \/>\nNovember 22, 2019<\/p>\n<p>David Tuesta, Past Minister of Economy of Per\u00fa<br \/>\n\u00abDigitalization and pensions in emerging economies\u00bb<br \/>\nNovember 20, 2019<\/p>\n<p>Pilar Abad Romero (Universidad Rey Juan Carlos)<br \/>\n\u00abThe effect of firm uncertainty on the cost of corporate debt\u00bb<br \/>\nNovember 15, 2019<\/p>\n<p>Jorge M. Uribe Gil (Universitat Oberta de Catalunya)<br \/>\n\u00abExpected, unexpected, good and bad uncertainty\u00bb<br \/>\nNovember 15, 2019<\/p>\n<p>Sim\u00f3n Sosvilla Rivero (Universidad Complutense de Madrid)<br \/>\n\u00abUncertainty transmission between digital and traditional currencies\u00bb<br \/>\nNovember 15, 2019<\/p>\n<p>Alvaro Leitao Rodriguez, Barcelona Graduate School of Mathematics (BGSMath) &amp; Riskcenter<br \/>\n\u00abModel-free computation of risk contributions in credit portfolios\u00bb<br \/>\nMay 27, 2019 12:30<\/p>\n<p>Diego Valero, London School of Economics.<br \/>\n\u00abAplications of behavioural economics in pensions: new developments\u00bb<br \/>\nMay 27, 2019 16:30<\/p>\n<p>Catalina Bolanc\u00e9 (Dept. Ecoometrics, Statistics and Applied Economics, Riskcenter-IREA, UB)<br \/>\n\u00abKernel estimation in the analysis and quantification of risk\u00bb<br \/>\nMay 16, 2019 12:00<\/p>\n<p>Josef Nesleha (Faculty of Economics and Administration, Masaryk University)<br \/>\n\u00abFinancial education\u00bb<br \/>\nFebruary 25, 2019 &#8211; 13:00<\/p>\n<p>Colin Ramsay (University of Nebraska-Lincoln)<br \/>\n\u201cDoubly Enhanced Annuities (DEANs), the Annuity Puzzle, and the Impact of Quality of Long Term Care\u201d (join Seminari with Research Group on Actuarial and Financial Modelling)<br \/>\nJanuary 24, 2019 &#8211; 12:30<\/p>\n<h2>2018<\/h2>\n<p>Jorge M. Uribe (Universidad del Valle &amp; Riskcenter<br \/>\n\u00abScaling down downside risk with inter quantile seivariance\u00bb<br \/>\nDecember 17, 2019<\/p>\n<p>Miguel Santolino, Riskcenter (UB)<br \/>\n\u00abModeling dynamics of risk allocations using compositional time series\u00bb<br \/>\nNovember 26, 2018 &#8211; 13:00<\/p>\n<p>Juan Rodr\u00edguez Poo (Universidad de Cantabria)<br \/>\n\u00abNonparametric panel data models with cross-sectional dependence\u00bb<br \/>\nMay 24, 2018<\/p>\n<p>Arthur Charpentier (University of Rennes 1)<br \/>\n\u00abBig data for economics\u00bb<br \/>\nJuly 2-6, 2018<\/p>\n<p>J. M. Uribe (Univ. del Valle, Colombia)<br \/>\n\u00abApplied quantile regression for economics and finance\u00bb<br \/>\nJune, 25-29 2018<\/p>\n<p>Jos\u00e9 Garrido (Concordia University)<br \/>\n\u00abBridging risk measures and classical ruin theory\u00bb<br \/>\nJanuary 24, 2018 &#8211; 12:30<\/p>\n<h2>2017<\/h2>\n<p>Eduard Gim\u00e9nez Funes (CaixaBank),<br \/>\n\u00abSuper-Hedging Discountinuous Payoffs Made Easy\u00bb<br \/>\nNovember 2, 2017 &#8211; 12:00h<\/p>\n<p>Jennifer Alonso (UNSW Business School, University of New South Wales)<br \/>\n\u00abUtility indifference pricing of a coupon-yielding bond\u00bb<br \/>\nOctober 26, 2017 &#8211; 13:00h<\/p>\n<p>Stephan Sperlich (University of Geneve)<br \/>\n\u00abCausality Analysis under heterogeneity in social sciences: problems and remedies\u00bb<br \/>\nMay 31, 2017 &#8211; 13:00h<\/p>\n<p>Tim Boonen (University of Amsterdam)<br \/>\n\u00abModeling and forecasting mortality with economic growth: a multi-population approach\u00bb<br \/>\nFebruary 20, 2017 12:00h<\/p>\n<h2>2016<\/h2>\n<p>\u00c1lvaro Leitao (Delft University of Technology and Centrum Wiskunde &amp; Informatica)<br \/>\n\u00abThe data-driven COS method\u00bb<br \/>\nDecember 2, 2016 13:00h<\/p>\n<p>D. Francesc Granell Tr\u00edas, Catedr\u00e1tico em\u00e9rito de Organizaci\u00f3n Econ\u00f3mica Internacional de la Universidad de Barcelona<br \/>\nD. Jos\u00e9 M\u00aa Areliza, Profesor Ordinario y titular de la C\u00e1tedra Jean Monnet &#8211; ESADE<br \/>\nD. Gonzalo Iturmendi, Secretario General de AGERS<br \/>\nD\u00f1a. Alicia Soler, Gerente de AGERS<br \/>\nD. Fernando Mart\u00ednez-Cu\u00e9, Delegado de AGERS Catalu\u00f1a<br \/>\nForo Gesti\u00f3n de Riesgos Post &#8211; BREXIT<br \/>\n\u00abAn\u00e1lisis de los posibles nuevos marcos legales y de relaci\u00f3n tras el refer\u00e9ndum, consecuencias del mismo e implicaciones para la actividad empresarial\u00bb.<br \/>\nOctober 7, 2016<\/p>\n<p>Dr. Rafel Domenech University of Valencia and BBVA Research<br \/>\n\u00ab\u00bfEs viable nuestro sistema de pensiones? Propuestas de mejora\u00bb<br \/>\nSeptember 29, 2016 18:00h<\/p>\n<p>Wim Schoutens(Katholieke Universiteit Leuven, Belgium)<br \/>\nCoCo Bonds Explained<br \/>\nJuly 11, 2016 9:30 am to 1.00 pm.<\/p>\n<p>Ricardo Cao (Universidade da Coru\u00f1a<br \/>\n\u00abSingle index models and applications\u00bb<br \/>\nApril 12, 2016 &#8211; 15:00h.<\/p>\n<p>Arthur Charpentier (Universit\u00e9 du Qu\u00e9bec, Universit\u00e9 de Rennes I)<br \/>\n\u00abComputational Actuarial science, with R\u00bb<br \/>\nApril 06, 2016 &#8211; 10:00h.<\/p>\n<p>Arthur Charpentier (Universit\u00e9 du Qu\u00e9bec, Universit\u00e9 de Rennes I)<br \/>\n\u00abBig data for insurance\u00bb<br \/>\nApril 05, 2016 &#8211; 16:00h.<\/p>\n<p>Luis Ortiz Garc\u00eda (CRM, Universitat Aut\u00f2noma de Barcelona, Spain)<br \/>\n\u00abComputational challenge in Financial and Risk Management\u00bb<br \/>\nJanuary 27, 2016 &#8211; 12:00h.<\/p>\n<p>Edward W. (Jed) Frees (University of Wisconsin-Madison)<br \/>\n\u00abInsurance Portfolio Risk Retention\u00bb<br \/>\nJanuary 20, 2016 &#8211; 12:30h.<\/p>\n<h2>2015<\/h2>\n<p>Steven Vanduffel (Vrije Universiteit Brussel)<br \/>\n\u00abAssessing Model Risk\u00bb<br \/>\nNovember 4, 2015 &#8211; 10:00h.<\/p>\n<p>Jes\u00fas G\u00f3mez (Universidad Javeriana, Colombia \u2013 Universidad de Zaragoza, Espa\u00f1a)<br \/>\n\u00abImpacto de los fondos de pensiones sobre la estabilidad de los mercados financieros y riesgo sist\u00e9mico\u00bb<br \/>\nSeptember 23, 2015 &#8211; 12:00h.<\/p>\n<p>David Dickson (University of Melbourne)<br \/>\n\u00abThe time of ruin in a Markov-modulated risk model\u00bb<br \/>\nSeptember 16, 2015 &#8211; 12:00h.<\/p>\n<p>Wim Schoutens (Katholieke Universiteit Leuven, Belgium)<br \/>\n\u201cConic Finance Explained and Applied\u201d<br \/>\nJuly 15, 2015 &#8211; 9:30 h.<\/p>\n<p>Jesper Bo Pedersen (Aarhus Universitet, Denmark)<br \/>\n\u201cHistorical simulation with fully flexible probabilities and economic state variables\u201d<br \/>\nApril 22, 2015 &#8211; 13:00 h.<\/p>\n<p>Luis Ortiz Garc\u00eda (CRM, Universitat Aut\u00f2noma de Barcelona, Spain)<br \/>\n\u201cA new look to the delta-gamma approach\u201d<br \/>\nMarch 18, 2015 &#8211; 12:00 h.<\/p>\n<p>Angel A. Juan (Universitat Oberta de Catalunya, Spain)<br \/>\n\u201cSimheuristics: extending metaheuristics to deal with stochastic optimization problems\u201d<br \/>\nJanuary 21, 2015 &#8211; 12:00 h.<\/p>\n<h2>2014<\/h2>\n<p>Argimiro Arratia (Universitat Polit\u00e8cnica de Catalunya, Spain)<br \/>\n\u201cForecasting financial time series with machine learning models and Twitter data\u201d<br \/>\nOctober 22, 2014 &#8211; 12:00 h.<\/p>\n<p>Svein-Arne Persson (University of Oslo, Norway)<br \/>\n\u201cWhy bankers are boring: Asset substitution (risk shifting) and incentives for banks\u201d<br \/>\nMarch 12, 2014 &#8211; 12:30 h<\/p>\n<h2>2013<\/h2>\n<p>Isabel Mart\u00ednez Torre-Enciso (Universidad Aut\u00f3noma de Madrid, Spain)<br \/>\n\u201cIntroduction to Risk Management and Research Perspectives\u201d.<br \/>\nDecember 19, 2013 &#8211; 12.30 h.<\/p>\n<p>Adelina Comas-Herrera (London School of Economics)<br \/>\n\u00abLong Term Care Costs and Cognitive Impairment\u00bb.<br \/>\nDecember 4, 2013 &#8211; 13.00 h.<\/p>\n<p>Leo Guelman (Royal Bank of Canada)<br \/>\n\u00abModels for Auto Insurance Price Elasticity Estimation and Prediction\u00bb.<br \/>\nNovember 28, 2013 &#8211; 13.00 h.<\/p>\n<p>Jean-Philippe Boucher (Universit\u00e9 du Qu\u00e9bec \u00e0 Montr\u00e9al, Canada)<br \/>\n\u00abModels for panel count data\u00bb.<br \/>\nJuly 9-10, 2013 &#8211; 10.00 h.<\/p>\n<p>Guillem L\u00f3pez-Casasnovas (UPF, Spain)<br \/>\n\u00abEvaluation of public policies for Sustainable Long-Term Care\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Jos\u00e9 Luis Fern\u00e1ndez (ILPN)<br \/>\n\u00abThe personalization of service provision: A UK experience\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Adelina Comas-Herrera (London School of Economics)<br \/>\n\u00abFinanciaci\u00f3n p\u00fablica y privada; de los costes de dependencia: sostenibilidad y equidad\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Antonio Rivero (UAB, Spain)<br \/>\n\u00abAn\u00e1lisis de las tasas de participaci\u00f3n de la Ley de Dependencia en Espa\u00f1a\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Angeles Tortosa (UV, Spain)<br \/>\n\u00abRevisi\u00f3n de los sistemas de financiaci\u00f3n de las residencias de personas mayores en la Comunidad Valenciana\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Julia Montserrat (URL, Spain)<br \/>\n\u00ab\u00bfEs el copago una v\u00eda de financiaci\u00f3n de la dependencia equitativa?\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Sergi Jim\u00e9nez (UPF, Spain)<br \/>\n\u00abNecesidades no cubiertas, cuidados formales y horas de cuidados informales\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Dolores Jim\u00e9nez Rubio (UGR, Spain)<br \/>\n\u00abInequidad en la provisi\u00f3n de cuidados de larga duraci\u00f3n en Espa\u00f1a\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>C\u00e0tia Nicodemo (CRES-UPF, Spain)<br \/>\n\u00abUna nueva evidencia de la atenci\u00f3n social formal en Espa\u00f1a\u00bb.<br \/>\nJuly 4-5, 2013<\/p>\n<p>Leonid Gavrilov &amp; Natalia Gavrilova\u00a0 (University of Chicago, USA)<br \/>\n\u00abNew approaches to Study Mortality and Longevity Risks\u00bb.<br \/>\nJuly 1, 2013 &#8211; 10.00 h<\/p>\n<h2>2012<\/h2>\n<p>Jos\u00e9 M. Sarabia (Universidad de Cantabria, Spain)<br \/>\n\u201cTitle to be confirmed\u201d.<br \/>\nDecember 11, 2012 &#8211; 12.00 h.<\/p>\n<p>Jos\u00e9 M. Merig\u00f3 (Manchester Business School, UK)<br \/>\n\u201cTitle to be confirmed\u201d.<br \/>\nDecember 4, 2012 &#8211; 12.00 h.<\/p>\n<p>Magnus S\u00f6derberg (Centre d&#8217;\u00c9conomie Industrielle MINES ParisTech, France)<br \/>\n\u201cRegulatory behaviour under threat of court reversal\u201d.<br \/>\nNovember 19, 2012 &#8211; 12.00 h.<\/p>\n<p>Emiliano A. Valdez (University of Connecticut, USA)<br \/>\n\u201cAdvances in data Analysis for actuarial applications\u201d.<br \/>\nJuly 16 &#8211; 18, 2012 &#8211; 10.00 to 14.00 h.<\/p>\n<p>Catherine Donnelly, (Heriot-Watt University)<br \/>\n\u00abGood-deal bounds in a regime-switching diffusion market \/ Quantifying and allocating mortality risk in defined-benefit pension schemes\u00bb<br \/>\nJuly 9, 2012 &#8211; 12.00<\/p>\n<p>Arelly Ornelas (Riskcenter IREA Universitat de Barcelona, Spain)<br \/>\n\u201cMortality risk in Mexico: a comparision of general population mortality and lifetables for insured lives\u201d.<br \/>\nJune 15, 2012 &#8211; 12.00 h.<\/p>\n<p>Jaume Belles (Riskcenter IREA Universitat de Barcelona, Spain)<br \/>\n\u201cThe connection between distorsion risk measures and ordered weighted averaging operators\u201d.<br \/>\nJune 1, 2012 &#8211; 12.00 h.<\/p>\n<p>Steven Vanduffel (Universit\u00e9 Libre de Bruxelles, Belgium)<br \/>\n\u201cFinancial bounds for insurance claims and explicit representation of cost-efficient strategies\u201d.<br \/>\nMay 16 &#8211; 18, 2012 &#8211; 15.00 to 17.00 h.<\/p>\n<p>Constantin Zopounidis (Technical University of Crete, Greece)<br \/>\n\u201cMultiple criteria in finance and accounting\u201d.<br \/>\nMay 7 &#8211; 8, 2012 &#8211; 15.00 to 19.00 h.<\/p>\n<p>Antonio Ferri (Riskcenter IREA Universitat de Barcelona, Spain)<br \/>\n\u201cSolvency capital estimation and risk measures\u201d.<br \/>\nApril 27, 2012 &#8211; 12.00 h.<\/p>\n<p>Armen Arakelyan (Universidad Carlos III, Spain)<br \/>\n\u201cLiquidity in Credit Default Swap Markets\u201d.<br \/>\nApril 13, 2012 &#8211; 12.00 h.<\/p>\n<p>Mart\u00edn Lozano (Manchester Business School, UK)<br \/>\n\u201cEstimation of asset pricing models: parameter efficiency and implications for asset allocation\u201d.<br \/>\nMarch 30, 2012 &#8211; 12.00 h.<\/p>\n<h2>2011<\/h2>\n<p>Jean Pinquet (\u00c9cole Polytechnique &#8211; Paris, France)<br \/>\n\u201cCatastrophic risks: flods\u201d.<br \/>\nNovember 24, 2011 &#8211; 13.00 h.<\/p>\n<p>Mario W\u00fcthrich (ETH Zurich, Zurich &#8211; Switzerland)<br \/>\n\u201cRisk margin for a non-life insurance run-off\u201d.<br \/>\nNovember 18, 2011 &#8211; 12.00 h.<\/p>\n<p>Richard Watt (University of Canterbury, Christchurch &#8211; New Zealand)<br \/>\n\u201cOptimal Pricing of Academic Journals in a Two-Sided Model\u201d.<br \/>\nNovember 11, 2011 &#8211; 11.00 h.<\/p>\n<p>Svein-Arne Persson (Norwegian school of economics NHH &#8211; Bergem, Norway)<br \/>\n\u201cCapital Requirement and Optimal Default in Insurance\u201d.<br \/>\nOctober 24, 2011 &#8211; 12.00 h.<\/p>\n<p>Jan Bernheim (Vrije Universiteit Brussel &#8211; Brussels, Belgium)<br \/>\n\u201cFelicitometrics (How to get serious answers to the serious question \u2018How have you been?\u2019, subjective quality of life (QoL) as an individual experimental emergent contruct)\u201d.<br \/>\nSeptember 29, 2011 &#8211; 13.00 h.<\/p>\n<p>Juan Miguel Londo\u00f1o (Tilburg University, The Netherlands)<br \/>\n\u00abThe variance risk premium around the world\u201d.<br \/>\nMay 20, 2011 &#8211; 12.00 h.<\/p>\n<p>Petra Steinorth (Ludwig-Maximilians-Universit\u00e4t Munich \u2013 Munich, Germany)<br \/>\n\u00abValuing variable annuities with guaranteed minimum lifetime withdrawal benefits\u201d.<br \/>\nApril 6, 2011 &#8211; 12.00 h.<\/p>\n<p>Matthias Keese (Ruhr Graduate School in Economics, University of Duisburg-Essen, Germany)<br \/>\n\u201cAre you well prepared for long-term care? Assessing financial gaps in private German care provision\u201d<br \/>\nApril 4, 2011 &#8211; 12.00 h.<\/p>\n<p>Ana Carmen D\u00edaz (Universidad del Pa\u00eds Vasco &#8211;\u00a0 Pa\u00eds Vasco, Spain).<br \/>\n\u201cThe efficiency of performance-based-fee mutual funds\u201d<br \/>\nMarch 16, 2011 &#8211; 12.00 h.<\/p>\n<p>Alfonso Valdesogo (University of Luxembourg, Luxembourg).<br \/>\n\u201cAsymmetric CAPM dependence for large dimensions: the canonical vine autoregressive Model\u201d<br \/>\nFebruary 16, 2011 &#8211; 12.00 h.<\/p>\n<p>David Pitt (Macquarie University &#8211; Sydney, Australia)<br \/>\n\u201cMatrix-form recursive evaluation of the aggregate claims distribution revisited\u201d.<br \/>\nJanuary 12, 2011 \u2013 13.00 h.<\/p>\n<h2>2010<\/h2>\n<p>Jose Penalva (Universidad Carlos III de Madrid and Banco de Espa\u00f1a)<br \/>\n\u201cLoan monitoring, credit risk models and Central Bank supervision\u201d<br \/>\nDecember 17, 2010 \u2013 14.45 h.<\/p>\n<p>Jens P. Nielsen (City University London)<br \/>\n\u201cNonparametric methods in operational risk\u201d<br \/>\nMay 7, 2010 \u2013 12.30 h.<\/p>\n<p>Richard Verrall (City University, London, UK)<br \/>\n\u201cWhat is wrong with the chain-ladder technique?\u201d<br \/>\nApril 27, 2010 &#8211; 12.30 h.<\/p>\n<p>Viviana Cruzado (Universidad Aut\u00f3noma de Barcelona)<br \/>\n\u201cSensibilidad del riesgo agregado de mercado a variaciones en la matriz de correlaciones\u201d<br \/>\nFebruary 25, 2010 &#8211; 13.15 h.<\/p>\n<p>Paal N. Henriksen (University of Oslo)<br \/>\n\u201cValuing target redemption notes by a stratified Longstaff Schwartz algorithm\u201d<br \/>\nFebruary 8, 2010 &#8211; 13.00 h.<\/p>\n<p>Dimistris Karlis (Dept of Statistics, Athens University of Economics)<br \/>\n\u201cMultivariate count data models\u201d<br \/>\nFebruary 4, 2010 &#8211; 10.00 h.<\/p>\n<p>Xavier Freixas (Universitat Pompeu Fabra and Centre for Economic Policy Research-CEPR)<br \/>\n\u201cPost crisis challenges to bank regulation\u201d<br \/>\nFebruary 4, 2010 &#8211; 15.30 h.<\/p>\n<p>Paal N. Henriksen (University of Oslo)<br \/>\n\u201cAn Introduction to valuing target redemption notes\u201d<br \/>\nJanuary 25, 2010 \u2013 13.00 h.<\/p>\n<h2>2009<\/h2>\n<p>Filppo di Pietro (Universidad de Bolognia &amp; Universidad de Sevilla)<br \/>\n\u201cUn enfoque no param\u00e9trico para la medici\u00f3n del riesgo operacional en entidades financieras\u201d<br \/>\nDecember 17, 2009 &#8211; 12.00 h.<\/p>\n<p>David Pitt (University of Melbourne)<br \/>\n\u201cModel Selection and claim frequency for workers&#8217; compensation insurance\u201d<br \/>\nDecember 11, 2009 &#8211; 9.30 h.<\/p>\n<p>Pierre Picard (\u00c9cole Polytechnique, Paris, France)<br \/>\n\u201cParticipating insurance contracts and the Rothschild-Stiglitz equilibrium puzzle\u201d<br \/>\nNovember 6, 2009 &#8211; 12.30 h.<\/p>\n<p>Ra\u00fal del Pozo (Universidad de Castilla-La Mancha)<br \/>\n\u201cLos cuidados de larga duraci\u00f3n bajo la teor\u00eda del ciclo vital: de c\u00f3mo se reparten los roles en los servicios y en su financiaci\u00f3n\u201d<br \/>\nNovember 3, 2009 &#8211; 11.00 h.<\/p>\n<p>Faustino Prieto (Universidad de Cantabria)<br \/>\n\u201cAportaciones de la estad\u00edstica en Econom\u00eda de la Complejidad\u201d<br \/>\nOctober 20, 2009 &#8211; 11.15 h.<\/p>\n<p>Katrien Antonio (University of Amsterdam)<br \/>\n\u201cA hierarchical model for mocro-level stochastic loss reserving\u00bb<br \/>\nOctober 1, 2009 &#8211; 12.30 h.<\/p>\n<p>Jean Pinquet (\u00c9cole Polytechnique &amp; Universit\u00e9 de Paris X)<br \/>\n\u201cLong-term care insurance\u201d<br \/>\nJuly 10, 2009 &#8211; 12.30 h.<\/p>\n<p>Pilar Abad (Universidad Rey Juan Carlos)<br \/>\n\u201cEMU and European goverment bond markets integration (II)\u201d<br \/>\nMay 22, 2009 &#8211; 12.30 h.<\/p>\n<p>Pilar Abad (Universidad Rey Juan Carlos)<br \/>\n\u201cEMU and European Goverment Bond Markets Integration\u201d<br \/>\nFebruary 12, 2009 &#8211; 12.00 h.<\/p>\n<p>Kitt S. Petersen (University of Copenhagen)<br \/>\n\u201cBonus-Crediting in the Danish pension market\u201d<br \/>\nFebruary 12, 2009 \u2013 13.00 h.<\/p>\n<h2>2008<\/h2>\n<p>Irene Albarr\u00e1n (Universidad Carlos III de Madrid)<br \/>\n\u201cLa relatividad del concepto legal de dependiente: Efecto de la elecci\u00f3n de distintos baremos de valoraci\u00f3n europeos sobre la poblaci\u00f3n espa\u00f1ola\u201d<br \/>\nDecember 12, 2008 \u2013 13.30 h.<\/p>\n<p>\u00d2scar Jord\u00e0 (University of California, Davis, US)<br \/>\n\u201cPath forecast evaluation\u201d<br \/>\nSeptember 8, 2008 \u2013 12.30 h.<\/p>\n<p>Emiliano A. Valdez (University of Connecticut)<br \/>\n\u201cActuarial applications of a hierarchical insurance claims model\u201d<br \/>\nJuly 1, 2008 \u2013 12.30 h.<\/p>\n<p>Lisa M. Devine (Festinalente, Copenhagen, Denmark)<br \/>\n\u201cMarketing of pension products\u201d<br \/>\nMay 23, 2008.<\/p>\n<p>Angus S. MacDoanld (Heriot-Watt University)<br \/>\n\u201cGenetics and insurance\u201d<br \/>\nMay 5, 2008 &#8211; 16.00-18.00 h.<\/p>\n<p>Howard R. Waters (Heriot-Watt University).<br \/>\n\u201dContinuous time Markov models to assess the effects of obesity, smoking and cholesterol-lowering drugs on heart disease and expected future lifetime\u201d<br \/>\nMay 5, 2008 &#8211; 16.00-18.00 h.<\/p>\n<p>Andr\u00e9s M. Alonso (Universidad Carlos III de Madrid)<br \/>\n\u201cClasificaci\u00f3n de series temporales mediante densidades de predicci\u00f3n\u201d<br \/>\nApril 24, 2008 \u2013 12.30 h.<\/p>\n<h2>2007<\/h2>\n<p>Jos\u00e9 M. Sarabia (Universidad de Cantabria)<br \/>\n\u201cDistribuciones bidimensionales basadas en especificaci\u00f3n condicional: ejemplos y aplicaciones\u201d<br \/>\nDecember 14, 2007 \u2013 12.30 h.<\/p>\n<p>Peter Holm Nielsen (University of Copenhagen and PFA insurance)<br \/>\n\u201cFoundations of mathematical finance in retirement plans\u201d<br \/>\nNovember 9, 2007 &#8211; 16.00 h.<\/p>\n<p>Raimond Maurer (Finance Department, Goethe-University Frankfurt am Main))<br \/>\n\u201dMoney in motion: dynamic portfolio choice in retirement\u201d<br \/>\nOctober 25, 2007 &#8211; 12.30 h.<\/p>\n<p>Andres M. Alonso (Universidad Carlos III de Madrid)<br \/>\n\u201dClasificaci\u00f3n de series temporales mediante densidades de predicci\u00f3n\u201d<br \/>\nJuly 9, 2007 &#8211; 11.00 h.<\/p>\n<p>Jean Pinquet (Universit\u00e9 de Paris-X Nanterre &amp; \u00c9cole Polytechnique)<br \/>\n\u201cPoint-Record incentives, asymmetric information and dynamic data\u201d<br \/>\nJuly 9, 2007 &#8211; 12.00 h.<\/p>\n<p>Irene Lagraede (University of Oslo, Norway)<br \/>\n\u201dFraud detection in several types of insurance\u00a0 products\u201d<br \/>\nMay 15, 2007 \u2013 11.00 h.<\/p>\n<p>W. Jean Kwon (St. John&#8217;s Univerisity, New York, USA)<br \/>\n\u201dA multi-line insurance fraud recognition system: a government-led approach in Korea\u201d<br \/>\nMay 14, 2007 &#8211; 13.30 h.<\/p>\n<p>W. Jean Kwon (St. John&#8217;s Univerisity, New York, USA)<br \/>\n\u201dIslamic principle and Takaful insurance\u201d (based on the book \u00abRisk Management and Insurance: Perspectives in a Global Economy\u201d Blackwell, 2007)<br \/>\nMay 14, 2007 -16.30 h.<\/p>\n<p>Raluca Vernic (Ovidius University of Constanta, Romania)<br \/>\n\u201cThe skew-normal distribution with applications in insurance\u201d<br \/>\nMay 14-17, 2007 \u2013 13.00 h.<\/p>\n<p>Silvana Stefani (Universit\u00e0 di Milano\u2013 Bicocca)<br \/>\n\u201cA continuous time model for correlated energy price processes\u201d<br \/>\nApril 26, 2007 \u2013 13.00h.<\/p>\n<p>Jean-Philippe Boucher (Universit\u00e9 Catholique de Louvain, Universit\u00e9 de Montreal)<br \/>\n\u201cHeterogeneity models in insurance pricing\u201d<br \/>\nMarch 16, 2007 \u2013 11.00 h.<\/p>\n<h2>2006<\/h2>\n<p>Raluca Vernic (Ovidius University of Constanta)<br \/>\n\u201cThe skew-normal distribution with applications in insurance\u201d<br \/>\nJune 16, 2006 &#8211; 12.00-13.00 h.<\/p>\n<p>Bjorn Sundt (Oslo)<br \/>\n\u201cRecursions for convolutions and compound distributions with actuarial applications\u201d<br \/>\nJune 16, 2006 &#8211; 13.00-14.00 h.<\/p>\n<p>Montserrat Guill\u00e9n (University of Barcelona)<br \/>\n\u201cMultivariate experience rating\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Ana M. P\u00e9rez-Mar\u00edn (University of Barcelona)<br \/>\n\u201cCustomer lifetime duration analysis in insurance\u00bb<br \/>\nJune 6, 2006.<\/p>\n<p>Jean-Philippe Boucher (UCL, Belgium)<br \/>\n\u201cSemiparametric and parametric models for panel count data\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>A\u00efda Sol\u00e9 (University of Barcelona)<br \/>\n\u201cLife expectancy with migration and insurance cost of Long-term care\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Kamal Mustafa (University of Barcelona)<br \/>\n\u201cDisability typologies from the disability survey\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Merc\u00e8 Claramunt (University of Barcelona)<br \/>\n\u201cSome results in risk theory in a generalized Erlang(n) risk process\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Bj\u00f6rn Sundt (Storebrand, Norway)<br \/>\n\u201cRecursions for convolutions and compound distributions with actuarial applications\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Mercedes Ayuso (University of Barcelona)<br \/>\n\u201cSelection bias and auditing policies for insurance claims\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Llu\u00eds Bermudez (University of Barcelona)<br \/>\n\u201cDetecting automobile insurance fraud using a skewed link model\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Miguel Santolino (University of Barcelona)<br \/>\n\u201cPredicting the personal injury compensation awarded by courts\u00bb<br \/>\nJune 6, 2006.<\/p>\n<p>Cati Bolance (University of Barcelona)<br \/>\n\u201cOn the interplay between modern smoothing techniques and extreme value theory with applications to RSA data\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Raluca Vernic (Ovidius University, Rumania)<br \/>\n\u201cThe skew-normal distribution with applications in insurance\u201d<br \/>\nJune 6, 2006.<\/p>\n<p>Raimondo Manca (U Roma, La Sapienza, Italy)<br \/>\n\u201cReuni\u00f3n para European project on pension harmonization\u201d<br \/>\nMay 26, 2006 &#8211; 12.00-14.00 h.<\/p>\n<p>Jean-Philippe Boucher (UCL, Belgium)<br \/>\n\u201cCount data models for insurance claims data. Applications and examples\u201d<br \/>\nMay 24, 2006 &#8211; 16.00-17.30 h.<\/p>\n<h2>2005<\/h2>\n<p>Jean Lemaire (The Wharton School, University of Pennsylvania)<br \/>\n\u201cAdverse Selection due to Genetic Testing in Insurance Markets\u201d<br \/>\nMay 27, 2005 \u2013 15.30 h.<\/p>\n<p>Jean Pinquet (Universit\u00e9 Paris X-Nanterre)<br \/>\n\u201cSelection bias and auditing policies on insurance claims\u201d<br \/>\nMay 27, 2005 \u2013 13.00 h.<\/p>\n<p>Linda L. Golden (The University of Texas at Austin)<br \/>\n\u201cUsing Data Envelopment Analysis to help managers and contributors evaluate social profit enterprises (SPEs)\u00bb<br \/>\nMay 11, 2005 \u2013 17.00 h.<\/p>\n<p>Patrick L. Brockett (The University of Texas at Austin)<br \/>\n\u201cInformation theory and insurance\u201d<br \/>\nMay 6, 2005 \u2013 11.00 h.<\/p>\n<p>Itzhak Venezia (The Hebrew University of Jerusalem)<br \/>\n\u201cOptimal strike prices of stock options for effort averse executives\u201d<br \/>\nMay 4, 2005 \u2013 13.00 h.<\/p>\n<p>Alberto Palloni (The University of Wisconsin Madison)<br \/>\n\u201cLife tables and the Health and Retirement Survey (HRS)\u201d<br \/>\nMarch 17, 2005 \u2013 16.00 h.<\/p>\n<h2>2004<\/h2>\n<p>Ole Bjur (University of Copenhagen, Denmark)<br \/>\n\u201cRisk-adjusted performance of insurance companies\u201d<br \/>\nSeptember 30, 2004 \u2013 10.00 h.<\/p>\n<p>Mercedes Ayuso (University of Barcelona)<br \/>\n\u201cAutomobile insurance fraud with information of costs\u201d<br \/>\nSeptember 30, 2004 \u2013 10.30 h.<\/p>\n<p>Tine Buch-Larsen (University of Copenhagen, Denmark)<br \/>\n\u201cLarge loss model applied on Codan commercial fire claims\u201d<br \/>\nSeptember 30, 2004 \u2013 11.00 h.<\/p>\n<p>Jim Gustaffson (Festinalente, Copenhagen, Denmark)<br \/>\n\u201cA credibility approach based on a semiparametric estimator\u201d<br \/>\nSeptember 30, 2004 \u2013 12.00 h.<\/p>\n<p>Catalina Bolanc\u00e9 (University of Barcelona)<br \/>\n\u201cBayesian experience rating with time-dependent random effects\u201d<br \/>\nSeptember 30, 2004 \u2013 12.30 h.<\/p>\n<p>Jens Perch Nielsen (Business School, Denmark)<br \/>\n\u201cLatent time series in actuarial regression\u201d<br \/>\nSeptember 30, 2004 \u2013 13.00 h.<\/p>\n<p>Peter Fledelius (University of Copenhagen, Denmark)<br \/>\n\u201cLoss triangles and chain ladder assumptions (case study)\u201d<br \/>\nOctober 1, 2004 \u2013 10.00 h.<\/p>\n<p>Malena Monteverde (University of Barcelona)<br \/>\n\u201cDisability adjusted life expectancy: methods and results for Long Term Care\u201d<br \/>\nOctober 1, 2004 \u2013 10.30 h.<\/p>\n<p>Daniel Blay (University of Barcelona)<br \/>\n\u201cDisability adjusted life expectancy. The case of Scotland, Australia and Spain\u201d<br \/>\nOctober 1, 2004 \u2013 11.00 h.<\/p>\n<p>Manuela Alca\u00f1iz (University of Barcelona)<br \/>\n\u201cValue and loyalty of insureds in the Spanish automobile insurance market\u201d<br \/>\nOctober 1, 2004 \u2013 12.00 h.<\/p>\n<p>Ana M. P\u00e9rez-Mar\u00edn (University of Barcelona)<br \/>\n\u201cCustomer lifetime duration in non-life insurance contracts\u201d<br \/>\nOctober 1, 2004 \u2013 12.30 h.<\/p>\n<p>Montserrat Guill\u00e9n (University of Barcelona)<br \/>\n\u201cBodily injury in automobile insurance: prediction of severeness\u201d<br \/>\nOctober 1, 2004 \u2013 12.30 h.<\/p>\n<\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0,"footnotes":""},"_links":{"self":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/1104"}],"collection":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/comments?post=1104"}],"version-history":[{"count":21,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/1104\/revisions"}],"predecessor-version":[{"id":3562,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/1104\/revisions\/3562"}],"wp:attachment":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/media?parent=1104"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}