NOVA FCT
Calculus I and II
Actuarial Mathematics III
Probability and Statistics
Stochastic Processes
Stochastic Processes and Applications
Financial Mathematics
Actuarial Mathematics for Life Contingencies I and II
Pricing in Non-Life Insurance
Pricing and Reserving in Non-Life Insurance
Risk Management in Non-Life Insurance
Social Security and Pension Funds
Computacional Methods in Statistics
Health and Long Term Care Insurance
NOVA IMS
Post Graduations:
Data Science for Finance
Data Science for Actuaries
Market and Risk Credits (Topic: Market Risk)
Mercados e Riscos Financeiros
Risk Management (Topic: Market Risk)
Research Methodologies
ISCTE - UL
Pós-Graduação em Mercados e Riscos Financeiros
Market Risk
PhD Thesis Supervising
Ongoing
2024 - present - Beatriz Curioso
The Role of Insurance Catastrophe Models in Measuring Flood Risks Under Climate Change Conditions
PhD in Mathematics, NOVA FCT
Co-Supervising with Professor Doutor Pedro Alexandre Sousa, NOVA FCT
2025 - present - Rui Miguel Estevão
PhD in Electrical and Computer Engineering, NOVA FCT
Co-Supervising with Professor Doutor Pedro Alexandre Sousa, NOVA FCT
2025 - present - Nuno Nunes
PhD in Electrical and Computer Engineering, NOVA FCT
Co-Supervising with Professor Doutor Pedro Alexandre Sousa, NOVA FCT
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 (in portuguese)
Co-Supervising with Professor Doutor Manuel L. Esquível, Professora Doutora Maria do Rosário Martins e Professora Doutora Patrícia Xufre
Ongoing (2025)
Eduardo Pereira - MMAct, NOVA FCT
Rúben Pires - MIEEC, NOVA FCT
Filipa Sousa - Fidelidade França - NOVA FCT, DEMI
Beatriz Sousa - Fidelidade França - NOVA FCT, DEMI
Catarina Magalhães - Fidelidade - MMAct, NOVA FCT
Lara Caldeira - Lusitania Vida - MMAct, NOVA FCT
Tomás Trinca - Ageas Seguros - MMAct, NOVA FCT
Completed
2025
Ana Serra
Survival Estimates for Late Stage Lung Cancer
NOVA FCT, Master in Electronic Engineering and Computers
Co-supervised with Professor Jorge Bravo
2024
Rui Miguel Estevão
Survival Estimates for Late Stage Lung Cancer
NOVA FCT, Master in Electronic Engineering and Computers
Co-supervised with Professor João Paulo Pimentão
Ricardo Fé Fernandes
Automating Markov Chains: A software tool for transition probabilitiy estimation, state management and forecasting
NOVA FCT, Master in Electronic Engineering and Computers
Co-supervised with Professor Pedro Alexandre Sousa
João Ticló Marques
Tarifação Automóvel com recurso a dados de Telemática
NOVA FCT, Master in Actuarial Mathematics
Co-supervised with Dra Carolina Brás (Ok! Teleseguros)
Beatriz Almeida Curioso
Multiple State Models in Disability Insurance: Estimation and Graduation of Transition Intensities considering Risk Factors
NOVA FCT, Master in Actuarial Mathematics
Co-supervised with Professor Manuel L. Esquível
Gonçalo Branco Duarte
Automobile Insurance Princing with Machine Learning Contributions
NOVA FCT, Master in Actuarial Mathematics
2023
Sebastião Raposo Mateus
Modelling Dependencies with Copulas: An application to Automobile Insurance
NOVA FCT, Master in Actuarial Mathematics
Co-supervised with Professor Pedro Corte Real
Paula Abreu Calaz
Impact of Mortality Assumptions in Transfer Values on UK Individuals
NOVA FCT, Master in Actuarial Mathematics
Co-supervised with Patrícia Oliveira (Mercer, Portugal)
Gabriela Roque 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 Rodrigues Jordão
Impact of ADAS in Insurance Pricing
NOVA IMS, Master Program in Statistics and Information Management
Carina Miranda 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 Pereira 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 Picanço 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 Raimundo 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 Sousa 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 Faria Lobo
Saúde em Portugal: um cenário de custos de Internamento
NOVA FCT, Master in Mathematics and Applications
Co-Supervised with Professor Rui Cardoso
Sara Lopes 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 Ramos de 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 Mendes de 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
Company: Gabinete de Estratégia e Planeamento do Ministério do Trabalho e da Segurança Social
Fundaments of Life Contingencies
Module: Life Contingencies
Company: Instituto dos Actuários Portugueses
Teaching Materials
Fonseca. M., Guerreiro, G.R. (2025) Information and Statistical Systems - Exercises, NOVA FCT
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