8th BRAZILIAN CONFERENCE ON STATISTICAL MODELING IN INSURANCE AND FINANCE
SEPTEMBER 28 - OCTOBER 3, 2025
Maresias, SP
PROGRAM
8th BRAZILIAN CONFERENCE ON STATISTICAL MODELING IN INSURANCE AND FINANCE
SEPTEMBER 28 - OCTOBER 3, 2025
Maresias, SP
PROGRAM
September 28th, 2025
10:00 - 16:00 Arrival and Registration
16:00 - 16:30 Coffee Break
16:30 - 18:30 Round Table
18:30 - 19:30 Welcome Reception
19:30 Dinner
September 29th, 2025
9:15 - 9:30 Ronaldo Hashimoto (Director of the IME-USP): Opening
9:30 - 12:30 Vladimir Belitsky (IME-USP: Chairman)
9:30 - 11:00 Carole Bernard (Vrije Universiteit Brussels, Belgium): Robust Risk Management (Short Course, part 1)
11:00 - 11:45 Francisco Louzada (ICMC-USP): Bridging Reliability in Brazil: Pathways to Industrial Integration
11:45 - 12:30 Umberto Cherubini (Bologna University, Italy): Betting around the Clock: Time Change and Long Term Model Risk
12:30 - 14:30 Lunch
14:30 - 18:30 Flávio Ziegelmann (UFRGS: Chairman)
14:30 - 16:00 Pedro Luiz Ramos (Universidad Católica, Chile) and Paulo Henrique Ferreira (UFBA): Introduction to Machine Learning: Exploring the Basics and Beyond (Short Course, part 1)
16:00 - 16:30 Coffee Break
16:30 - 17:00 Gleici Perdoná (FMRP-USP): Learning from COVID: a Credit Risk Pandemic Playbook
17:00 - 17:30 Paulo Canas Rodrigues (UFBA): Time Series Forecasting: Exploring Hybrid Strategies with Singular Spectrum Analysis
17:30 - 18:00 Eduardo Horta (UFRGS): Product Disintegrations of Markov Chains and EVT: Theory and Application to Climate Data
18:00 - 18:30 Guilherme Moura (UFSC): Regularized Wishart Stochastic Volatility Model
19:30 - 22:00 Conference dinner
September 30th, 2025
9:30 - 12:00 Short-Course Tutorials and Software Demonstrations
12:00 - 14:00 Lunch
14:00 - 15:30 Carole Bernard (Vrije Universiteit Brussels, Belgium): Robust Risk Management (Short Course, part 2)
15:30 - 16:00 Coffee Break
16:00 - 17:30 Pedro Luiz Ramos (Universidad Católica, Chile) and Paulo Henrique Ferreira (UFBA): Introduction to Machine Learning: Exploring the Basics and Beyond (Short Course, part 2)
17:30 - 18:15 Yuri Verges and Nikolai Kolev (IME-USP): Graphical Machine Learning Methods
18:15 - 19:30 Poster Session
19:30 Dinner
October 1st, 2025
9:30 - 12:00 Francisco Louzada (ICMC-USP: Chairman)
9:30 - 10:15 Georgios Pitselis (Piraeus University, Greece): A Review on Credibility Distribution Estimation with Applications to Insurance and Finance
10:15 - 11:00 Flavio Ziegelmann (UFRGS): Factor Functional Time Series Models for Financial Risk Forecasting
11:00 - 11:30 Anatoli Iambartsev (IME-USP): Delta Method for Iterated Algorithm
11:30 - 12:00 Juan Arismendi-Zambrano (University College Dublin, Ireland): The Implications of Dependence, Tail Dependence, and Bounds’ Measures for Counterparty Credit Risk Pricing: An Empirical Analysis of the US Financial System
12:00 - 19:30 Excursion
19:30 Dinner
October 2nd, 2025
9:30 - 12:00 Short-Course Tutorials and Software Demonstrations
12:00 - 14:00 Lunch
14:00 - 16:00 Georgios Pitselis (Piraeus University, Greece: Chairman)
14:00 - 14:30 Verónica González-López (IMECC-UNICAMP): A Family of Metrics based on the Efficient Determination Criterion
14:30 - 15:00 Jesus Garcia (IMECC-UNICAMP): Testing for Copula Distribution Equality Using Young Diagrams
15:00 - 15:30 Victor Fossaluza (IME-USP): Bayesian Inference in Stochastic Processes to Identify Mortality Attributed to Sepsis
15:30 - 16:00 Paula Tofoli (University of Brasília): Forecasting Volatility via Dynamic Copula-Based Regressions
16:00 - 16:30 Coffee Break
16:30 - 18:30 Nikolai Kolev (IME-USP: Chairman) IRB(P&D) Contributed Session
Carolina Cabo Piazzarolo: Assessing Return Periods for Climate-Related Extremes
Ana Vitória Vilela: Actuarial Modeling of Climate Parametric Insurance for Soybean
Lucas Costa: Weather Types Related to Drought Conditions in the Paraná Basin
Danilo Couto: Predictive Dependence of Seasonal Precipitation Extremes on Global Climate Patterns
Thiago Araujo: Dynamic Mixtures of Dynamic Copulas Using Wavelets with Actuarial Applications
19:30 Farewell Party
October 3rd, 2025
10:00 - 10:45 Yevgeniy Kovchegov (Oregon State University, USA): Stein’s Method: Past and Future
10:45 - 12:00 Round Table
12:00 - 12:15 Closing