Fabrizio Durante
Full Professor in Mathematical Methods of Economics, Finance and Actuarial Sciences
Dipartimento di Matematica e Fisica "Ennio De Giorgi"
Università del Salento, Lecce (Italy)
Contact Information
Dipartimento di Matematica e Fisica "Ennio De Giorgi"
via per Arnesano, I-73100 Lecce (Italy)
E-mail: fabrizio.durante AT unisalento DOT it
Bio Sketch
Fabrizio Durante is Full Professor in Mathematical Methods of Economics, Finance and Actuarial Sciences at University of Salento in Lecce (Italy).
He studied at the University of Lecce, Italy, where he has obtained his doctoral degree in Mathematics. After doctoral studies, he worked at the Johannes Kepler University Linz (2006–2010), Austria, where he has obtained the habilitation in Mathematics in 2010. Then, he has been Assistant Professor for Statistics (2010-2014) and Associate Professor for Statistics (2015-2016) at Free University of Bozen–Bolzano in Italy.
His research activities focus on the fields of stochastic methods and models for complex systems with particular emphasis on applications in quantitative risk management, reliability theory and environmental science. He has written with Carlo Sempi the monograph “Principles of Copula Theory”, which is published by CRC/Chapman & Hall.
He is national coordinator of the project ``Stochastic Modeling of Compound Events'' (2023-25) by Italian MIUR (PRIN 2022 PNRR) and it is affiliated to the ICSC – Centro Nazionale di Ricerca in High Performance Computing, Big Data and Quantum Computing, funded by European Union Next Generation EU (CUP F83C22000740001).
Editorial Committee
Associate Editor of Computational Statistics and Data Analysis
Associate Editor for Dependence Modeling
Area Editor for Fuzzy Sets and Systems
Area Editor for International Journal of Approximate Reasoning
Co-Chair of the specialized team on Dependence Models and Copulas at ERCIM
Professional Committee
Co-Chair of the specialized team on Dependence Models and Copulas at ERCIM Working Group on Computational and Methodological Statistics.
Main Projects (as PI)
National Coordinator of the project "Stochastic Modeling of Compound Events", supported by Italian MUR (PRIN 2022 PNRR, no. cod. P2022KZJTZ) funded by European Union - Next Generation EU.
National Coordinator of the project "Stochastic Models for Complex Systems" supported by Italian MIUR (PRIN 2017, no. 2017JFFHSH)
Awards
STAHY Best Paper Award 2015 from the International Commission on Statistical Hydrology (ICSH-IAHS) of the International Association of Hydrological Sciences. for the paper: "G. Salvadori, C. De Michele, and F. Durante, On the return period and design in a multivariate framework, Hydrol. Earth Syst. Sci., 15:3293-3305, 2011". [pdf]