CV (short)
Current academic position
October 2022-present: Tenure-Track Assistant Professor (RTDb), Department of Economics and Statistics, University of Udine.
Former academic position
July 2018 - June 2022: Post-Doc, Faculty of Mathematics and Statistics, School of Economics and Political Science, University of St. Gallen.
Academic Degrees
Doctor of Philosophy - Doctor Europaeus degree in School of Statistical Sciences-Curriculum Actuarial Sciences, Sapienza University of Rome (Italy), 2018; grade: excellent.
Ph.D. thesis: Stochastic Mortality in a Complex World: Methodologies and Applications within the Affine Diffusion Framework.
Master's degree in Statistical Sciences for Finance, University of Salerno (Italy), 2014. Grade: 110 cum laude/110.
Master's thesis in Financial and actuarial mathematics – Advanced Course: Markov and semi- Markov Models in Long-term Health Insurances.
Bachelor's degree in Economics, University of Salerno (Italy), 2011. Grade: 110 cum laude/110.
Project funding, awards and fellowships
SNSF Grant: Oct. 2019-Dec. 2021. Post-Doc under the Project "Combining Actuarial and Behavioural Perspectives to the Understanding of Longevity Risk", funded by the Swiss National Science Foundation (SNSF) through grant n. 189093 and conducted at the University of St. Gallen. Principal Investigator: Enrico De Giorgi.
PhD Thesis Award- 2019. Award for the best doctoral dissertation defended in the period from June 1st, 2015, to May 31st, 2018, granted by the Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES).
PhD fellowship- Nov. 2014 - Oct. 2017. PhD fellowship from Sapienza University of Rome.
Mobility Fellowship- Feb.-Apr. 2017. Mobility fellowship (merit based) from Sapienza University of Rome.
Host Institution: Cass Business School (now Bayes Business School), City, University of London, London, UK.
Awarded research project: Study on the interest and mortality rates future dynamics: what evidence about their dependence?
Research traineeships and international collaborations
Dec. 2015 - May 2016. Fulltime Research Trainee for the Scientific Advisor of the CEO and Chairman of SCOR SE, Dr. Michel Dacorogna, at SCOR Services Switzerland Ltd., Zurich (CH).
Research topic: Long-term dependence between mortality and interest rate risks.
Conference and seminar presentations
2022 Tenth International Hybrid Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022, University of Salerno.
2021 XIII National Congress of Actuaries; AMASES XLV Conference;
Brown Bag Seminar 2021, School of Economics and Political Science (SEPS), HSG, Switzerland.
2019 AMASES XLIII Conference, Perugia, Italy;
23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Munich, Germany;
(invited) Polimi Finance Lunch Seminar, Politecnico of Milan, Italy.
2018 Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018), Madrid, Spain.
2017 AMASES XLI Conference, Cagliari, Italy;
(invited) ``Actuarial Teachers' and Researchers' Conference'' (ATRC 2017), University of Kent;
(invited) SCOR Seminar, Zurich, Switzerland,
``Recent Developments in Dependence Modelling with Applications in Finance and Insurance-Fourth Edition'', Aegina, Greece;
2017 Winter School on ``Perspectives on Actuarial Risks in Talks of Young researchers (PARTY)'', Ascona, Switzerland.
2016 UNISActuarial School 2016, University of Salerno, Italy;
AMASES XL, Catania, Italy;
(invited) Waterloo International Workshop on the Implications of Aging on Asset Values, University of Waterloo, Canada;
Astin Colloquium Lisboa 2016, Lisbon, Portugal;
IbIt 2016-XVI Iberian-Italian Conference on Financial and Actuarial Mathematics, Paestum, Italy.
Other professional memberships and activities
Advising: BSc Thesis, Major in Economics (VWL), School of Economics and Political Science (SEPS), University of St. Gallen, 2021.
Memberships: Fintech Research Network, AMASES (Italian Association for Mathematics Applied to Economics and Social Sciences); ARIA (American Risk and Insurance Association).
Referee for Academic Journals: Decisions in Economics and Finance, Springer Nature Switzerland AG, Electronic ISSN: 1129-6569.
Organized conferences: UNISActuarial School 2016, IbIt 2016-XVI Iberian-Italian Conference on Financial and Actuarial Mathematics.
Attended schools and workshops:
Actuarial School (2018, Inter Academy Center for Actuarial Science and Risk Management (CISA), Italy),
Models for non-life insurance (2018, Inter Academy Center for Actuarial Science and Risk Management (CISA), Italy),
Economic Scenario Generators (2017, Zurich, Prime Re Academy),
Amplify Trading, Trading & Financial Market Analysis (2017, Cass Business School, City, University of London),
29th International Summer School 2016 of the Swiss Association of Actuaries (SAA) on the subject Quantitative Risk Management: Concepts, Techniques and Tools (2016, University of Lausanne).
Skills and languages
Languages: Italian (mother tongue), English (fluent), German (basic).
Programming: R, MATLAB.
Tools: LaTeX; Microsoft Office.