Alemar E. Padilla Barreto

University of Barcelona

Alemar E. Padilla Barreto was born in Caracas, Venezuela in 1985. She received a bachelor’s degree in mathematics in 2008 from Universidad Central de Venezuela, Master in Applied Statistics and Statistics for the Public Sector from University of Alcalá in 2012 and Master in Statistics and Operational Research from Polytechnic University of Catalonia and University of Barcelona in 2014. In 2015 she started an industrial PhD in statistics under a collaboration agreement between Zurich insurance, the University of Barcelona and the Polytechnic University of Catalonia. Her research focuses on actuarial statistics, risk quantification and dependency analysis. She recently published scientific articles and one contribution to a book chapter.

Articles by Alemar E. Padilla Barreto

Original research

Impact of D-vine structure on risk estimation

In this paper, a sensitivity analysis using pair–copula decomposition of multivariate dependency models is performed on estimates of value-at-risk (VaR) and conditional value-at-risk (CVaR).

11 May 2018

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