2022 Research Recap

It feels a bit silly to do a recap of 2022 at the start of February 2023, but here we are… Last year was an incredible year in many ways, full of trips, hard work, and conferences. On a personal note, I also had my graduation for the MSc. in Actuarial Science at ISEG, ULisboa. This was an emotional day with family and friends, and I am very grateful to the program and my advisors for opening so many doors for me. The repo for my dissertation can be found here, sorry if the code is not very “Pythonic”. So here is a brief summary with some links of some “research stuff” that happened last year:

Congresso 75 Anos IAP: the Congress celebrated the 75th Aniversary of the Institute of Portuguese Actuaries, of which I became a member last year. We presented a paper on saving through consumption, co-authored with Abraham Hernández-Pacheco and Ana Margarida Ramos. A link to our presentation and the Congress is here.

ASF 2021-2022 Research Prize: we submitted this same paper to a research contest by the ASF, the Pensions and Insurance Regulator in Portugal. We shared the victory with another entry, making this our first research prize! Unfortunately I could not attend the award ceremony since I was travelling, so I am not in the picture. To download our awarded paper, scroll down here. I also presented this paper at the 2022 Workshop for Pensions and Insurance in Barcelona, last November.

5th EAJ Conference in Tartu: here I presented the paper on applying ruin theory to the MPT framework using Monte Carlo simulations. The slides to my presentation can be found here. It was a wonderful event in lovely Tartu, filled with inspiring talks. After the conference I was able to visit Helsinki via ferry, and had a great time. This paper was also presented earlier in June at the Global Finance Conference 2022, held in Braga. If you scroll down to session A2 on Risk, Debt and Interest Rates, you can find a link to this paper.

I am really excited for what 2023 will bring. For sure a lot more work, interesting projects, and hopefully, an academic publication for one of the papers from above. Let’s see, sorry for the long post. I promise to put some code on a new project related to catastrophe modelling soon. Best wishes from Lisbon…