Since 2019: Associate Professor in Mathematics for Economics, Finance and Actuarial Science, ESOMAS Department, University of Torino.
2016-2019: Tenure-track Assistant Professor in Mathematics for Economics, Finance and Actuarial Science, Department of Economics, University of Siena.
2013-2016: Assistant Professor, AXES Research Unit, IMT Lucca.
2012-2013: Post-Doc Researcher, Faculty of Economics, University of Torino.
2007-2011: Ph.D in Economics, track in Applied Mathematics and Statistics, V. Pareto Ph.D. program, University of Torino.
Editorial Roles
2024- Associate Editor, Mathematics and Financial Economics
2016- Editorial Board Member, Risks
2022 - Lead guest editor special issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance", Decisions in Economics and Finance
2017 & 2019: Guest Editor of 2 special Issues for the journal Risks
GrantsÂ
2024 - : Participant, PNRR funded project LinDOR,
2023-2025: PI, PRIN PNRR 2022 grant "Measuring, managing and hedging indirect climate-transition risk" funded by the Italian Ministry of University (269000 euros).
2023-2025: Participant, PRIN 2022 grant "Stochastic Control and games and the role of information" funded by the Italian Ministry of University.
2021-2022: PI, Casualty Actuarial Society Individual Grant (17500 USD).
2017-2018: FFABR 2017 grant for top Italian researchers.
2014-2016: Co-Investigator, "Hedging and risk-return frontier in insurance: an ALM perspective", Co-Investigator, Global Risk Institute, Canada, 194000 euros.
2020- : PI in several local projects funded by the ESOMAS Department.
Post-doc and Ph. D. Supervision
2024- Gabriele Pittarello (Post-doc), Matteo Bondesan (Post-doc), Julie Bjorner-Soe (Post-doc)
2023- Maria Aragona (Ph.D., University of Torino, co-supervised with Elena Vigna)
Conference and Seminar organisation
2019- LTI@UniTO/Bank of Italy Workshop on Long-term investors' trends: theory and practice.
2020- LTI seminars in Finance
2019: Workshop "New Frontiers in Stochastics for Economics and Finance", University of Siena
2018: UNISA Actuarial School; Workshop "Longevity Risk Management, Differential Mortality and Lifetime Inequality".