Research projects

Project CEMAPRE internal

TitleActuarial Models for Credit Risk
ParticipantsFernando Dala, Manuel Esquível, Raquel Gaspar (Principal Investigator)
SummaryThe proposed project builds upon Fernando Luciano Dala’s PhD thesis to address existing gaps and
extend its contributions in innovative and impactful ways. The objectives focus on refining existing
methodologies and exploring new directions for advancing actuarial credit risk modelling,
particularly in data-constrained environments.