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Dr Valentina Noacco

Improving the understanding and consideration of uncertainty in the (re)insurance industry

My main research interest is the development of tools and workflows to transfer sensitivity analysis methods and knowledge to industrial practitioners. This knowledge transfer aims at improving the consideration of uncertainty in mathematical models used in industry.

My current project aims to transfer global sensitivity analysis methods, tools (i.e. the SAFE software toolbox) and knowledge to the (re)insurance industry and to tailor them in such a way as to facilitate their uptake in the (re)insurance sector. I am currently a NERC Knowledge Exchange Fellow based in the department of Civil Engineering at the University of Bristol. The aim of the project is to enable the (re)insurance sector to more efficiently capture the uncertainties and sensitivities embedded in their mathematical models, with structured approaches to validate these models and to test the impact of assumptions on the model predictions.

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Research keywords

  • Uncertainty and sensitivity analysis
  • (Re)insurance industry
  • Environmental modelling
  • Knowledge Exchange