Bio

Education

PhD in Economic and financial Sciences from University of Naples "Federico II", 2000

1995 University Degree (Laurea) cum laude in Economics from the University of Naples "Federico II"

Positions

2024-present Senior Researcher at Institute of applied computing, National Research Council of Italy

2003-2024: Researcher at Institute of applied computing, National Research Council of Italy

2018-present: Co-founder and researcher in cyber security of Hassisto s.r.l. Cnr spin-off

2000-2003: Research fellow at University of Naples "Federico II" Department of Mathematics and Statistics

Recent Seminars and Talks

2025- Cyber risk and business risk: threats, impact, protection. UNISActuarial School 2025, 24-27 June, Salerno.

2025 - Unpacking GDPR Enforcement: A Semantics Analysis and Topic Modeling Approach to Understanding Fines and Compliance Patterns. 21st Annual Conference Italian Society of Law and Economics (SIDE) , 11-13 December, Rome.

2024 - An overview of GDPR fines: key insights into personal data protection. Evaluation of safety and security policies” 2024 seminar series, June 6-th. 

2024 - Cyber Insurance and Risk Assessment: Some Insights on the Insurer Perspective. 11th International Conference  MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE, University of Le Havre Normandie, Le Havre Cedex April 4-6, 2024

2023- Caratterizzazione del cyber-risk attraverso l'analisi di database pubblici di incidenti informatici. La statistica al servizio del paese - seminario in occasione del centenario del CNR.

2023- Cyber Insurance. Cybersecurity Day, Pisa

2022 - Cyber Risk: estimates for malicious and negligent breaches distributions . M.A.F. Conference 2022, Università di Salerno, Fisciano.

2021 - Cyber Risk management: technical and economic factors. A.I.S.R.E. 2021

2019 - Quantile based risk measures in cyber security International Workshop on Cyber Insurance and Risk Controls (CIRC 2019)   nell’ambito di IEEE International Conference on Cyber International Awareness (CyberSA 2019) June 3-4, University of Oxford;

2018 – Cyber Risk: a new challenge for actuarial mathematics. Mathematical and Statistical Methods for Actuarial Science and Finance (MAF 2018), April 4-6, 2018 Madrid, Spain

2016 - Life annuities portfolios: risk-adjusted valuations and suggestions on the product attractiveness 4th Stochastic Modelling Techniques and Data Analysis International Conference and Demographic Workshop, At Malta, La Valletta (con V. D’Amato, E. Di Lorenzo, M. Sibillo);

2016 - The riskiness of longevity indexed life annuities in a stochastic Solvency II perspective Seventh International Conference on Mathematical and statistical methods for actuarial sciences and finance (MAF 2016) March 30-31, 2016 Universitè Dauphine- Paris– Italy .

2016 - Profitability vs. attractivenesws within a performance analysis of a life annuity business Seventh International Conference on Mathematical and statistical methods for actuarial sciences and finance(MAF 2016) March 30-31, 2016 Universitè Dauphine- Paris– Italy .

2014 - Analysis of two-way functional data: an application to mortality models 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014), Pisa (con M.F. Carfora, L. Cutillo).

Honours and Awards

2012- Highly Commended Award Winner at the Emerald Literati Network Awards for Excellence 2012 for the paper Solvency analysis and demographic risk measures di Mariarosaria Coppola, Emilia Di Lorenzo, Albina Orlando e Marilena Sibillo, pubblicato nel Vol. 12 number 4 del Journal of Risk Finance (2011).

Editorial activities

2020- Topical Advisory Panel Member of the journal  Risks mdpi.com/journal/risks   

2021 - Topical Advisory Panel Member of the journal  Mathematics mdpi.com/journal/mathematics

Assignments and Memberships

Referent for PE- SERICS - PNRR on behalf of the Institute of Applied Mathematics (IAC)

Referent for cyber security activities of the Cyber Security Projectual Area of DIITET- CNR on behalf of the Institute of Applied Mathematics (IAC).

Faculty member of Scuola di Alta Formazione IPE (Istituto per Ricerche ed attività Educative).

Member of the Scientific Committee of the International research group on security and safety policies. (Université Gustave Eiffel, CNR- IrCRES, CNR-IAC, Gran Sasso Science Institute, Università Roma La Sapienza)

Member of the organizing committee for the seminar series "Seminari Generali IAC" (with Maya Briani)