DoCRA 2025

From February 23 to March 8, 2025, I had the opportunity to attend the first session of the Doctoral Colloquium on Risk Analytics (DoCRA) in Venice. The course was held on San Servolo Island, home to the Venice International University campus and a fascinating setting combining university and conference facilities, cultural spaces, a museum, and one of the largest parks in Venice’s historic centre.

DoCRA is an honour course for PhD students interested in theoretical and applied methods for the measurement, management, and mitigation of risks. The first session, Modern Risk Measurement, brought together two intensive weeks of lectures, discussions, exercises, and exchanges with fellow young researchers.

During the first week, Prof. Alfred Müller (U. Siegen) introduced us to modern approaches to measuring and comparing risks, with particular emphasis on stochastic orders and their applications. We also had the opportunity to attend a guest lecture by Prof. Mario Martina (IUSS Pavia) on catastrophe-risk modelling.

The second week, taught by Prof. Hansjörg Albrecher (U. Lausanne), focused on emerging risks for actuaries, particularly natural catastrophe insurance and climate change, covering topics ranging from heavy-tailed risks and dependence modelling to the implications of climate change for insurance premiums and solvency capital.

I was very happy to complete the course with a Pass with Distinction.

Beyond everything I learned, what made these two weeks particularly memorable were the people I had the chance to meet. I am very grateful for the experience, the discussions, and the wonderful group of young researchers with whom I shared it.