João Vinícius França Carvalho
University of São Paulo
Assistant Professor at the Department of Accounting and Actuarial Sciences at University of São Paulo, dedicated to research and teaching activities. BSc in Statistics from Institute of Mathematics and Statistics at the University of São Paulo (IME-USP) and BSc in Actuarial Sciences from School of Economics, Business and Acountancy at the University of São Paulo (FEA-USP). MSc in Statistics and PhD in Statistics, both from IME-USP. Awarded in 2015-2024 as the best professor at FEA-USP. Experienced in Quantitative Risk Management, acting mainly in: Actuarial Mathematics of Pensions and Life Insurance, Non-Life Insurance Modelling, Health Insurance, Risk Theory, Ruin Theory, Time Series Econometrics. Fellow (#2504) of Brazilian Institute of Actuaries, a full member institution of International Actuarial Association. Former Associate Dean of Actuarial Science undergraduate program at FEA-USP. Currently board member at FIPECAFI, member of Risk Committee at Brasilprev Seguros e Previdência S.A., and member of Insurance Regulation Committee at International Actuarial Association. Finally, member of the National Actuarial Commission, advisory body for the National Supplementary Pension Superintendency, an agency of the Brazilian Ministry of Finance.
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Articles by João Vinícius França Carvalho
We will shock you: a coherent Bayesian approach for stress testing
The authors propose a novel coherent Bayesian stress test method which preserves the mathematical properties of the risk measures.