INSURANCE & RISK MANAGEMENT
Core Faculty MIB Trieste School of Management
Professor of Mathematical Methods for Economics, Actuarial Science and Finance, Department of Economics, University of Parma (Italy).
Degree in Business Economics, University of Parma (Italy); degree in Actuarial Science and Statistics, University of Florence (Italy). PhD in Mathematics for Financial Markets, University of Brescia (Italy). Actuary (Italian professional body). Associate Investigator of CEPAR, UNSW (Sydney).
Main research areas: valuation of the life insurance business, risk management for life insurance and pension funds (in particular, with reference to longevity risk), solvency for life portfolios and pension funds, actuarial perspectives of annuitisation and post-retirement choices in pension products, multistate models for the insurances of the person, pricing of life and health insurance products.
Lecturer in continuous professional development courses and Master programmes (in Italy and abroad) for both actuaries and non-actuaries, in the field of actuarial mathematics and risk management techniques.
Awarded in 2011 with the Bob Alting von Gesau Prize 2010 (joint with Ermanno Pitacco - University of Trieste), by AFIR (section of the International Actuarial Association) for the paper “Stochastic mortality: the impact on target capital” (published on the ASTIN Bulletin, vol. 39(2), pp. 541-563).