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World of Statistics  
   
 

Maria Isabel Fraga Alves
Habilitation degree, Statistics and Operational Research (Universidade de Lisboa)

Prof. Associado
Departamento de Estatística e Investigação Operacional
Faculdade de Ciências
Universidade de Lisboa
Campo Grande, 1749-016 LISBOA, Portugal


Maria Isabel Fraga Alves
Educação:
  • Habilitation degree, Statistics and Operational Research, University of Lisbon, 2004
  • PhD in Statistics and Computation, field of Probability and Statistics, by Faculty of Sciences, University of Lisbon, 1992
  • Master of Science, in Probabilty and Statistics, by Faculty of Sciences , University of Lisbon, 1985
  • Degree in Mathematics, Scientific (Probability and Statistics), by Faculty of Sciences and Technology of University of Coimbra, 1981.
Investigação: Assuntos de interesse:
  • Statistics for Extreme Values
  • Computational Statistics
  • Exploratory Data Analysis
  • Risk Theory
  • Insurance mathematics
Outras actividades Profissionais:
  • Past-Coordinator of CEAUL 2006-2009 (Programa Plurianual de Financiamento de Unidades de I&D da FCT).

    Associate Professor of Departament of Statistics and Operations Research, Faculty of Sciences in University of Lisbon, since 2002.
  • Definitive nomination in Auxiliary Professor of Departament of Statistics and Operations Research, Faculty of Sciences in University of Lisbon, in 1997.
  • Auxiliary Professor of Departament of Statistics, Operational Research, Faculty of Sciences, University of Lisbon, 1992-1997.
  • Assistent lecturer of Departament of Statistics, Operations Research and Computation, Faculty of Sciences, University of Lisbon, 1986-1992.
  • Assistent lecturer in Department of Mathematics of Faculty of Sciences and Technology of New University of Lisbon, 1981-1986.
  • Monitor/Tutor in Department of Mathematics of Faculty of Science and Technology of University of Coimbra, 1979-1981.
Disciplinas leccionadas:
  • Statistical Inference, M. Sc.’s in Probability and Statistics and in Statistics and Operations Research
  • Risk in Life and Non-Life Insurance, M. Sc.’s in Probability and Statistics and in Statistics and Operations Research
  • Computational Statistics and Simulation, M. Sc. in Probabiility and Statistics
  • Order Statistics and Applications, M. Sc. in Probability and Statistics
  • Modelling Rare Events. M. Sc. Statistics and Operations Research
Publicações mais recentes:
  • Fraga Alves, M.I. and Neves, C. (2016). Extreme Value Theory: An Introductory Overview. In Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, (Longin Ed.). ISBN: 978-1-118-65019-6. Handbook Series in Financial Engineering and Econometrics (Ruey Tsay Adv.Ed.). pp 53-95. John Wiley & Sons. (In press).

     
  • Fraga Alves, M.I. , Neves, C. and Rosário, P. Extremes (2016). A general estimator for the right endpoint with an application to supercentenarian women’s records. Extremes, 1-39. First online: 22 June 2016. IF: 1.33
     
  • Beirlant, J., Fraga Alves, M.I. and Gomes, M.I. (2016). Tail fitting for truncated and non-truncated Pareto-type distributions. Extremes, 19:3, 429–462. IF: 1.33
     
  • Fraga Alves, M.I. and de Carvalho, M. (2015). An interview with Ivette Gomes, Extremes, 18:4, 563-583. IF: 1.33
     
  • Fraga Alves, M. I. and Neves, C. (2014). Estimation of the finite right endpoint in the Gumbel domain. Statistica Sinica, 24, 1811–1835. IF: 1.16
     
Outras Publicações relevantes:
  • Henriques-Rodrigues, L., Gomes, M. I., Fraga Alves, M.I. and Neves, C. (2014). PORT-estimation of a Shape Second-order Parameter. REVSTAT- Statistical Journal, 12, 3,299–328. IF: 1.40
     
  • Araújo Santos, P. and Fraga Alves M.I. (2013). Forecasting Value-at-Risk with a duration-based POT method. Mathematics and Computers in Simulation. 94, 295–309. IF: 0.95
     
  • Araújo Santos, P., Fraga Alves, M.I. and Hammoudeh, S. (2013). High Quantiles Estimation with Quasi-PORT and DPOT: An Application to Value-at-Risk for Financial Variables. The North American Journal of Economics and Finance. 26, 487–496. IF: 0.76
     
  • Fraga Alves, M.I., de Haan, L. and Neves, C. (2013). How far can Man go? In Advances in Theoretical and Applied Statistics, Torelli, N., Pesarin, F. and Bar-Hen, A., Eds., ISBN 978-3-642-35587-5, Springer Berlin Heidelberg. pp. 187–197.
     
  • Fraga Alves, M.I. and Neves, C. (2011). Extreme Value Distributions. In International Encyclopedia of Statistical Science (3 volumes), Lovric, Miodrag (Ed.), ISBN978-3-642-04897-5, Springer-Verlag, pp. 493–496.

     

 

     
 
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