Year Established: 1992
Host Institution: University of Barcelona (Barcelona)
A research center for the analysis, evaluation, management and control of risk in finance and insurance; main contributions in fraud in insurance, longevity, long-term care, pricing and interest rate structure; has 50 full members, affiliate researchers, doctoral students and administrative staff; research activities emphasizing on the implementation and intensive use of big data
Areas of Research: Actuarial statistics, longevity, pensions, uncertainty, risk quantification, predictive modeling, financial markets
Other Activities: Barcelona Risk and Insurance Summer School (annually in June and July)
Recent Publications:
• Less Is More: Increasing Retirement Gains by Using an Upside Terminal Wealth Constraint) Insurance (2015), Mathematics and Economics, 64: 259-267.
• A Survey of Personalized Treatment Models for Pricing Strategies in Insurance (2014). Insurance: Mathematics and Economics, 58: 68-76.
• Prevalence of Alcohol-impaired Drivers Based on Random Breath Tests in a Roadside Survey in Catalonia (Spain) (2014). Accident Analysis & Prevention, 65: 131-141.
• Beyond Value-at-Risk: GlueVaR Distortion Risk Measures (2014). Risk Analysis, 34(1): 121-134.
• The Environmental Effects of Changing Speed Limits: A Quantile Regression Approach (2015). Transportation Research Part D: Transport and Environment, 36, 76-85.
Contact Person: Montserrat Guillen, Director;
Host Institution: University of Barcelona (Barcelona)
A research center for the analysis, evaluation, management and control of risk in finance and insurance; main contributions in fraud in insurance, longevity, long-term care, pricing and interest rate structure; has 50 full members, affiliate researchers, doctoral students and administrative staff; research activities emphasizing on the implementation and intensive use of big data
Areas of Research: Actuarial statistics, longevity, pensions, uncertainty, risk quantification, predictive modeling, financial markets
Other Activities: Barcelona Risk and Insurance Summer School (annually in June and July)
Recent Publications:
• Less Is More: Increasing Retirement Gains by Using an Upside Terminal Wealth Constraint) Insurance (2015), Mathematics and Economics, 64: 259-267.
• A Survey of Personalized Treatment Models for Pricing Strategies in Insurance (2014). Insurance: Mathematics and Economics, 58: 68-76.
• Prevalence of Alcohol-impaired Drivers Based on Random Breath Tests in a Roadside Survey in Catalonia (Spain) (2014). Accident Analysis & Prevention, 65: 131-141.
• Beyond Value-at-Risk: GlueVaR Distortion Risk Measures (2014). Risk Analysis, 34(1): 121-134.
• The Environmental Effects of Changing Speed Limits: A Quantile Regression Approach (2015). Transportation Research Part D: Transport and Environment, 36, 76-85.
Contact Person: Montserrat Guillen, Director;