Teaching/Supervising

Lectures

NOVA FCT


NOVA IMS

Post Graduations:

Data Science for Finance

Mercados e Riscos Financeiros


ISCTE - UL

Pós-Graduação em Mercados e Riscos Financeiros


PhD Thesis Supervising

Ongoing

Cristina Nobre, Developing a Long Term Care product in an open portfolio (in portuguese)

FCT NOVA 

Co-Supervising with Professor Doutor Manuel L. Esquível

Completed

2012 - José Moniz Fernandes  

Study of a Cape Verde Consumption Credit Risk Portfolio (Estudo de uma Carteira de Crédito ao Consumo de um Banco de Cabo-Verde)- NOVA IMS - Co-Supervising with  Professor Doutor Manuel L. Esquível, Professora Doutora Maria do Rosário Martins e Professora Doutora Patrícia Xufre (in portuguese)


Msc Thesis Supervising

Ongoing

Miguel Nunes - Pricing for Health Insurance, NOVA FCT

Joana Mascarenhas - Optimal Number of Classes in BMS, NOVA FCT


Completed

2023

Sebastião Mateus

Modelling Dependencies with Copulas: An application to Automobile Insurance

NOVA FCT, Master in Actuarial Mathematics

Co-supervised with Professor Pedro Corte Real

Paula Calaz

Impact of Mortality Assumptions in Transfer Values on UK Individuals

NOVA FCT, Master in Actuarial Mathematics

Co-supervised with (Mercer, Portugal)

Gabriela Leal 

A Markov Chain approach to Relapse Probability in Non-Small Lung Cancer Patients 

NOVA FCT, Master in Mathematics and Applications

Co-supervised with Professor Pedro Alexandre Sousa 

Pedro Jordão 

Impact of ADAS in Insurance Pricing

NOVA IMS, Master Program in Statistics and Information Management

Carina Clemente

A Refreshed Vision of Non-Life Insurance Pricing: A Generalized Linear Model and Machine Learning Approach

NOVA IMS, Master Program in Statistics and Information Management

Co-Supervised with Professor Jorge Bravo

Marta Barceló

Seguro de Saúde Individual: Variáveis Diferenciadoras do Risco na Cobertura de Internamento

NOVA IMS, Master Program in Statistics and Information Management

Co-Supervised with Dr. Pedro Marcelino (Multicare)

2022

Diogo Martins

Determination of the Probability of Survival on Lymphoma Cancer Patients

NOVA FCT, Master in Electronic Engineering and Computers

Co-Supervised with Professor João Paulo Pimentão

Mariana Pardal

Estimation of Relapse Probability in Early Stages of Non-Small Cell Lung Cancer Patients

NOVA FCT, Master in Electronic Engineering and Computers

Co-Supervised with Professor Pedro Alexandre Sousa

Joana Lemos

Relapse and Disease Free Survival in Early Stages of Non-Small Cell Lung Cancer 

NOVA FCT, Master in Mathematics and Applications

Co-Supervised with Professor Pedro Alexandre Sousa

Joana Lobo

Saúde em Portugal: um cenário de custos de Internamento

NOVA FCT, Master in Mathematics and Applications

Co-Supervised with Professor Rui Cardoso

Sara Oliveira

Árvores de Regressão no contexto da Tarifação a priori do Seguro Automóvel

NOVA FCT, Master in Mathematics and Applications

Co-Supervised with Professor Regina Bispo

Alexandre Sousa

Survival outcomes and prognosis in non-small cell lung cancer patients in a tertiary hospital in Spain

Master in Electronic Engineering and Computers

NOVA FCT, Master in Electronic Engeneering and Computers

Co-Supervised with Professor Pedro Alexandre Sousa

Filipa Matos

Spanish Non-small Cell lung Cancer Patients - A Survival Analysis

NOVA FCT, Master in Electronic Engineering and Computers

Co-Supervised with Professor Pedro Alexandre Sousa

2021

Carlos Amador

Social Delayed Discharges: Risk Factors and Weight in the Portuguese National Health System

NOVA FCT, Master in Mathematics and Applications

Co-Supervised with Dr. Hugo Lopes

2020

Augusto Lucubo

Third Party Liability for Automobile Insurance - Pricing Models

NOVA FCT, Master in Mathematics and Applications

2017

Pedro Varanda Ferreira Teodoro

Bonus Malus Systems: A new vision for Transition Rules and Optimal Premium Scales (Sistemas de Bonus Malus: Uma nova visão para Regras de Transição e Escalas de Prémios) (in portuguese)

NOVA FCT, Master in Mathematics and Applications

Rui Jorge Viegas Gonçalves Pereira

A priori ratemaking  - Study of an automobile portfolio (Tarifação a priori - Estudo de uma carteira automóvel) (in portuguese)

NOVA FCT, Master in Mathematics and Applications

2016

Andreia Filipa Cardoso Bártolo

Simulation Techniques in an open model for Bonus Malus Systems (Sistemas de Bonus Malus: Simulação de uma Carteira Aberta) (in portuguese)

NOVA FCT, Master in Mathematics and Applications 

Co-Supervising with Professora Doutora Maria Isabel Gomes 

Ana Daniela Santos

Actuarial modeling of a Long Term Care Health Insurance (Modelação atuarial de um Seguro de Long Term Care) (in portuguese)

NOVA FCT, Master in Mathematics and Applications

 2015

Liliana Rebelo

Profitability Analysis of an Automobile Insurance Portfolio 

NOVA IMS, Master in Statistics and Risk Management

Co-Supervising com Professor Doutor Pedro Corte-Real (in portuguese).

2014

Vasco Chimene

Posteriori Ratemaking: a proposal for SIM-Ímpar (Tarifação a posteriori: uma proposta para a SIM-Ímpar) (in portuguese)

FCT-UNL and SIM-IMPAR, Master in Mathematics and Applications 

Fábio Alexandre Soromenho Pinto

Simulation Techniques in a Bonus Malus System (Simulação em sistemas de Bonus Malus) (in portuguese)

FCT-UNL, Master in Mathematics and Applications

Co-Supervising with Professora Doutora Maria Isabel Gomes

Marisa Pedro Silva

The impact of a Bonus Malus System in the finite time Ruin Probability for an Automobile Portfolio (Impacto do Sistema de Bonus Malus na probabilidade de ruína em tempo contínuo e finito) (in portuguese)

FCT - UNL , Master in Mathematics and Applications

Co-Supervising with Professora Doutora Maria de Lourdes Afonso

Ana Filipa Silva

Credit Risk Modeling in a Consumption Credit Portfolio (Modelação do Risco de Crédito numa Carteira de Crédito ao Consumo) (in portuguese)

FCT-UNL , Master in Mathematics and Applications

Co-Supervising with Professor Doutor Manuel L. Esquível 

2012

Ana Margarida Alves

Claim Reserving - Analysis of the Portuguese Insurance Market (Provisões para Sinistros: Estudo do Mercado Segurador Português) (in portuguese)

ISEGI-UNL , Master in Statistics and Risk Management

Co-Supervising with Professora Doutora Maria de Lourdes Afonso 

2011

Anabela Maciel Lobo

Technical Provisions based on Economical Principles (Provisões Técnicas com base em princípios Económicos) (in portuguese)

FCT-UNL 

Carolina Heleno Brás

Claim Reserving Methods (Métodos de Provisionamento para Sinistros) (in portuguese)

FCT-UNL 

Eurisanda Venulda Cardoso Tavares Rodrigues

A Comparative and Analytic Analysis of two Bonus Malus Systems in Cabo Verde: The actual System and the Garantia Proposal (Uma Abordagem Comparativa e Analítca de dois sistemas de Bonus Malus: o Sistema Actual a e a Proposta da Garantia) (in portuguese)

FCT-UNL , Master in Mathematics and Applications

Co-Supervising with Professora Doutora Maria de Lourdes Afonso 

2010

Catarina Alexandra Lopes do Vale

Modeling and Estimating Credit Risk - Study of a Portfolio (Modelação e Estimação do Risco de Crédito - Estudo de uma Carteira)  (in portuguese)

FCT-UNL , Master in Mathematics and Applications

Co-Supervising with Professor Doutor Manuel L. Esquível

Training Courses

Fundamentals of Actuarial Mathematics and Pension Funds

Module: Actuarial Mathematics

Company: Willis Towers Watson, Lisbon Service Center


Assessment Liabilities with Pension Plans

Module: Actuarial Assessment

Company: Matcubo, Lda


Pension Funds

Module: Life Contingencies

Company: MagentaKoncept, Lda


Actuarial Concepts for a predicting model of the Social Security Account

Modules: Life Contingencies and Multidecrement Tables

Gabinete de Estratégia e Planeamento do Ministério do Trabalho e da Segurança Social




Teaching Materials

Guerreiro, G.R., Esquível, M.L. (2022) Health and Long Term Care Insurances - Exercises, NOVA FCT

Guerreiro, G.R., Bravo, J. (2022) Life Contingencies II - Exercises, NOVA FCT

Guerreiro, G.R. (2021) Pricing in Non Life Insurance - Exercises, NOVA FCT

Guerreiro, G.R. (2020) Processos Estocásticos e Aplicações - Colectânea de Exercícios Propostos, NOVA FCT 

Afonso, M.L, Guerreiro, G.R. (2018) Métodos Computacionais em Estatística - Colectânea de Exercícios Propostos, NOVA FCT 

Afonso, M.L, Guerreiro, G.R. (2016) Gestão do Risco em Actuariado Não Vida - Colectânea de Exercícios Propostos, NOVA FCT

Afonso, M.L, Guerreiro, G.R. (2015) Cálculo Financeiro, Notas de Apoio à Unidade Curricular de Cálculo Financeiro, NOVA FCT

Afonso, M.L, Guerreiro, G.R. (2015) Cálculo Financeiro - Colectânea de Exercícios Propostos, Exercícios de Apoio à Unidade Curricular de Cálculo Financeiro, NOVA FCT

Guerreiro, G.R. (2014) Manual de Construção de Tarifas com R – O Exemplo do Seguro Automóvel – Notas de Apoio à Unidade Curricular de Gestão do Risco em Actuariado Não Vida, NOVA FCT