Risk Quantification and Allocation Methods for Practitioners - Belles-Sampera, Jaume

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Résumé :
This book offers a practical approach to risk management in the financial industry....

Biographie:
Jaume Belles-Sampera has a PhD in Business Studies at the University of Barcelona (UB). He has a Degree in Mathematics and a Master Degree in Research in Business, Finance and Insurance from the UB. He combines his daily job in the insurance industry with specific academical and research assistance to the research group Riskcenter - IREA. His main interests are capital allocation, risk measures and decision making behavioral, although his interests embraces performance attribution and several econometric issues, as well as the study of the role that aggregation functions play in risk management. He has a broad professional experience as an advisor for insurance companies and asset management firms, developed at an international audit firm, and nowadays he is professionally involved in the actuarial function of an international insurance group. He was awarded with the prize for the best academic record at Master level. He is a certified Financial Risk Manager (FRM) by the Global Association of Risk Professionals (GARP). He received the Ferran Armengol i Tubau prize (2014) to the best study about insurance, awarded by the Catalan Society of Economy.

Sommaire:
Montserrat Guill?n was received a Master of Science in Mathematics and Mathematical Statistics in 1987 and a PhD in Economics from UB in 1992. She received a MSc in Data Analysis from the University of Essex (United Kingdom). She was Visiting Research faculty at the University of Texas at Austin (USA) in 1994. She also holds a Visiting Professor position at the University of Paris II, where she teaches Insurance Econometrics. Since April, 2001 she has been chair professor of the Department of Econometrics at the University of Barcelona. She was awarded the ICREA Academia distinction. Her research focuses on actuarial statistics and quantitative risk management. She has published many scientific articles, contributions to book chapters and books on insurance and actuarial science. She is an Associate Editor for the Journal of Risk and Insurance - the official journal of the American Risk and Insurance Association, a senior editor of Astin Bulletin - the official journal of the International Actuarial Association and chief editor of SORT-Statistics and Operations Research Transactions She was awarded by the Casualty Actuarial Society and received the International Insurance Prize. She is a highly cited academic in the field of risk management and insurance. She was elected President of the European Group of Risk and Insurance Economists, the Geneva Association, in 2011. She has served in many scientific boards, international programs and steering committees and she has also conducted R&D joint programmes with many companies. She is member of the Royal Academy of Doctors.