Mario Marino

Mario Marino is a Researcher of Mathematical Methods for Economics, Actuarial Science, and Finance, DEAMS Department “Bruno De Finetti”, University of Trieste. With a Ph.D. in Actuarial Sciences, Mario is a fully qualified actuary (fellow of the Italian professional body) and he is an honorary expert at the Sapienza University of Rome, Faculty of Economics, in the field of Financial Mathematics.
Main research areas: mortality modeling and forecasting, longevity risk measurement and management, and Actuarial learning through Artificial Neural Networks.
Main teaching areas: Mathematics for economics, financial mathematics, actuarial mathematics, actuarial techniques, and quantitative risk management.
 

Selected Publications

• Di Giacinto, M., Mancinelli, D., Marino, M., & Oliva, I. (2024). Pension funds with longevity risk: an optimal portfolio insurance approach. Insurance: Mathematics and Economics, 119, 268-297.
  DOI: https://doi.org/10.1016/j.insmatheco.2024.10.001
• Maggistro, R., Marino, M., & Martire, A. (2024). A dynamic game approach for optimal consumption, investment and life insurance problem. Annals of Operations Research, 1-22.
  DOI: https://doi.org/10.1007/s10479-024-05847-3
• Maggistro, R., Marino, M., Pelessoni, R., & Picech, L. (2024). Designing amortization plans by fairness. Decisions in Economics and Finance, 47(2), 445-467.
  DOI: https://doi.org/10.1007/s10203-023-00424-y
• Marino, M., Levantesi, S., & Nigri, A. (2023). A neural approach to improve the Lee-Carter mortality density forecasts. North American Actuarial Journal, 27(1), 148-165.
  DOI: https://doi.org/10.1080/10920277.2022.2050260
• Bacinello, A. R., Maggistro, R., & Marino, M. (2024). On a New Perspective in Longevity Risk Management: The Lifetime Shifting. In Mathematical and Statistical Methods for Actuarial Sciences and Finance (pp. 13-18). Cham: Springer Nature Switzerland.
  DOI: https://doi.org/10.1007/978-3-031-64273-9_3