Research projects



Present:
  • Fundación MAPFRE
    1. Estimating the effects of technology advancement on pricing automobile insurance
      (1 Oct 2017 - 31 Mar 2018). PI: AD Egídio dos Reis. 15,000



Past:
  • FCT-Fundação para a Ciência e a Tecnologia
    1. Optimal reinsurance strategies
      (16 Oct 2007 - 16 Oct 2010). PI: ML Centeno. 42,000
    2. Randomness in deterministic dynamical systems and applications
      (1 Jan 2010 - 31 Jul 2013). PI: J Lopes Dias. 105,911
    3. Statistical analysis of computer models
      (1 Jan 2010 - 15 Jul 2013). PI: R Paulo. 18,600
    4. Evaluation of dividend barrier variables in the actuarial dual risk model
      (1 Feb 2010 - 31 Jul 2013). PI: AD Egídio dos Reis. 21,510
    5. Solving vehicle routing problems by using meta-heuristics
      (15 Mar 2010 - 14 Sep 2013). PI: J Brandão. 51,331
    6. Pricing and behavioural responses in the water sector.
      (1 Sep 2010 - 31 Aug 2013). PI: J Murteira. 63,258
    7. Stochastic Analysis and Numerical Approximations in Mathematical Finance - SANAF
      (9 Jun 2011 - 31 Dec 2014).
    8. Theoretical developments in the regression analysis of fractional data and its applications to Finance
      (1 Jan 2012 - 31 Dec 2014).
    9. Incumprimento de crédito bancário e as consequências para o financiamento das empresas
      (1 Oct 2012 - 30 Jul 2015). PI: DA Dias. 15,000
    10. Analysis of Nonlinear Partial Differential Equations in Mathematical Finance
      (1 Jan 2013 - 31 Dec 2014). PI: MR Grossinho. 4,000
  • European Commission - 7th Framework Programme - Marie Curie Initial Training Networks
    1. Multi-ITN STRIKE - Novel Methods in Computational Finance (Portuguese team of a Consortium of 11European universities)
      (1 Jan 2013 - 31 Dec 2016). PI: MR Grossinho. 200,000



2017
2016