Curriculum

Valeria D'AMATO Curriculum

Valeria D’Amato
CURRICULUM

Name:Valeria D’Amato
Department: Economics and Statistics
Academic Degree: Researcher in Mathematics applied to Economics, Finance and Actuarial Field.
Postal Address: Faculty of Economics
University of Salerno
Via Ponte Don Melillo, Fisciano (Salerno)
Contacts: Tel. +39 (0)89 963457
Email: vdamato@unisa.it
EDUCATION
-May-November 2008 Postdoctoral Reserch Fellow in Financial and Actuarial Mathematics, Cass Business School City University, London;
-February 2008 Ph.D in Financial and Actuarial Mathematics, University of Naples Federico II;
-3 March (2003), Degree in Economics, University of Salerno.
COURSES, ADVANCED COURSES, LECTURES
1)November (2007), La gestione del rischio energetico, tecnologico e ambientale, Conference at Casa dell’Energia dell’AEM di Milano;
2)26th October (2007), Naples, Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems, prof. Dmitrii Silvestrov, University of Naples Federico II;
3)18th September (2007), Rome, Introduzione a Matlab, Simulink e Stateflow, The Mathworks;
4)10th May (2007), Pavia, La gestione del rischio finanziario fra ricerca ed impresa, workshop organized by Istituto Universitario di Studi Superiori di Pavia;
5)13rd – 14th – 15th February (2007), XXXIV Course on Actuarial Education, Aspetti attuariali delle assicurazioni sulla Vita, organized by S.I.F.A. s.r.l.;
6)June (2006) International Summer School on Risk Measurement and Control giugno (2006), Rome;
7)Advanced Course on Engeneering Financial Products (2006), University of Naples Federico II di Napoli;
8)Course on “Previsioni di fenomeni dinamici: aspetti metodologici ed applicazioni” (2006), organized by the Italian Society of Statistics, University of Salerno;
9)Advanced Course on di Probability and e Statistics (2005);
10)Course on "Modelli stocastici nel bilancio dell'assicurazione sulla vita. Fair value, VBIF, opzioni implicite, risk capital" (2005), organized by dall’Associazione Amici della Scuola Normale Superiore- Pisa;
11)Giornata di studio (2005) lecture, University of di Salerno;
12)Lecture on Modelli per la proiezione della mortalità: una rassegna critica prof. E. Pitacco and prof. A. Olivieri on Popolazioni eterogenee: profili attuariali, University of Salerno (2005);
13)Lecture (2005) by prof. F. Ortu on Viability, State-Prices and Marginal Utility of Optimal Wealth, University of Salerno;
14)Lecture (2005) by prof. Dimitris N. Politis (Department of Mathematics, University of California, San Diego) on Bootstrap for time series, University of Salerno;
15)Course on “Analisi delle serie storiche non lineari: teoria ed applicazioni” (2004), organized by Italian Society of Statistics - SIS, Università of Salerno;
16)15th – 16th April (2004), Ist Edition of Maf - Mathematical and Statistical Methods in Insurance and Finance, University of Salerno;
Master in Economics and Finance- MEF Naples
1)Course on Finance (2005), by prof. M. Pagano;
2)Course on Econometrics (2005) by prof. Marselli;
3)Course on Derivatives (2005), by dr. A. Sbuelz.
• Course on English for ICT, (2004).



ATTIVITA' ORGANIZZATIVA
Membro della Segreteria Organizzativa del Convegno Metodi matematici e Statistici per l’analisi dei dati assicurativi e finanziari MAF 2004 – Università degli Studi di Salerno, Campus di Fisciano;
Membro della Segreteria Organizzativa del Convegno Metodi matematici e Statistici per la Finanza e le Assicurazioni MAF 2006 – Università degli Studi di Salerno, Campus di Fisciano;
Membro della Segreteria Organizzativa del Convegno Metodi matematici e Statistici per la Finanza e le Assicurazioni MAF 2008 – Università degli Studi di Venezia, Ca’ Foscari

TEACHING ACTIVITIES
• Tutor E-Learning (2007, 2008), Faculty of Economics, university of Salerno
• Teaching Assistant (2004): Financial mathematics, Advanced Course on Financial mathematics, Actuarial Mathematics, Mathematical Models for Financial Choices, Mathematical Methods for risk management – Prof. M. Sibillo, University of Salerno.

RESEARCH
Refereed Publications
Fair Value and Demographic Aspects of the Insured Loans, (2006), proceedings of Conference: Insurance: Mathematics and Economics, University of Leuven (Belgium), (abstract with Coppola M., Sibillo M.); http://www.kuleuven.be/ime2006/abstract.php?id=80 on Insurance: Mathematics and Economics- vol.39, issue 3- pp.425-426, December IDS n°109NR, ISSN 0167-6687, codice ISI 3930099 (IB10)

Remarks on insured loan valuation, (2007), (with Coppola M., Sibillo M.), in Mathematical and Statistical Methods for Insurance and Finance, Perna C. e Sibillo M. (eds) – Springer, ISBN 987 -88- 470- 0703-1, pp.91-98;

Life Office Management perspectives by actuarial risk indexes, (2007), (with Coppola M., Di Lorenzo E., Sibillo M.) on Investment Management and Financial Innovations, International Research Journal, Volume 5, Issue 2, 2008, pp. 73-78, ISSN 1810-4967 (Print), ISSN 1812-9358 (On-line), ISSN 1813 – 4998 (CD-ROM);

Pricing di opzioni esotiche: rassegna teorica e strumenti informatici per il prezzamento, (2007), Quaderni del Dipartimento di Scienze Economiche e Statistiche, University of Salerno, n.3-189, ISBN 978-88-6197-014-4, ISSN: 1971-3029;



Risk Measurement and Fair Valuation Assessment in life insurance field, (2008), on volume Coping with the Complexity of Economics Essays in Honour of Massimo Salzano, Series: New Economic Windows Faggini, Marisa; Lux, Thomas (Eds.) , XIV, pp.149-156., Hardcover ISBN: 978-88-470-1082-6;

Lee Carter error matrix simulation: heteroschedasticity impact on actuarial valuations, (2008), (with Russolillo M.), in press on Springer-Verlag MAF 2008.

Contributed Papers and Talks
7th-10th july (2008) Surplus analysis in life office management: the role of longevity risk, Conference: International Workshop on Applied Probability – IWAP 2008, 7 luglio 2008, Universitè de Technologie de Compiegne (France), (with Di Lorenzo E., Russolillo M., Sibillo M.);

23rd-25th June (2008) Some Remarks on parametric Monte Carlo Simulation applied to the Lee Carter model, X Italian Spanish Congress of Financial and Actuarial Mathematics , Cagliari

23 February (2008) Mortality Forecasting: assessing the robustness of a bilinear mortality model, PRIN 2006;

12 October 2006, The fair value of the insured loan portfolio scheduled at variable interest rates (extended abstract), Conference Maf 2006 - Salerno (with Coppola M., Sibillo M.);

20 April 2007, Life Office Management perspectives by actuarial risk indexes (abstract), Conference on Computational Management Science –Ginevra (with Coppola M., Di Lorenzo E., Sibillo M.).

2nd-3rd July (2006) (poster), Conference ECOPLE, Economics: from tradition to complexity, Capri (with Coppola M., Di Lorenzo E., Sibillo M.).

Proceedings
Simulation procedure for generating survival probabilities by means of bilinear mortality model, (abstract), (2008), University of Venice Ca’ Foscari, (with Russolillo M.); http://maf2008.unive.it/files/MAF2008-Provisional_list.pdf

Surplus analysis in life office management: the role of longevity risk, (2008), International Workshop on Applied Probability – IWAP 2008, Universitè de Technologie de Compiegne (France), (with Di Lorenzo E., Russolillo M., Sibillo M.)

Fair Value and Demographic Aspects of the Insured Loans, (2006), proceedings del convegno: Insurance: Mathematics and Economics, University of Leuven (Belgio), (abstract with Coppola M., Sibillo M.); http://www.kuleuven.be/ime2006/abstract.php?id=80

Risk Measurement and Fair Valuation Assessment in the life insurance field, 2006, Conference proceedings: Economics: from tradition to complexity, Capri (abstract with Coppola M., Di Lorenzo E., Sibillo M.); http://www.new-conference.org/ecople/

The fair value of the insured loan portfolio scheduled at variable interest rates, Conference proceedings: Metodi matematici e statistici per le assicurazioni e la finanza - Maf 2006 - Università degli Studi di Salerno (extended abstract with Coppola M., Sibillo M.); http://www.labeconomia.unisa.it/maf2006/programmaen.html

Life Office Management perspectives by actuarial risk indexes, proceedings of the Conference on Computational Management Science – Università di Ginevra (abstract con Coppola M., Di Lorenzo E., Sibillo M.); http://www.cms2007.unige.ch/auxil/BookofAbstracts.pdf

Membership of Professional Societies: AMASES, Italian Society of Statistics – SIS.
ICT abilities

FINCAD
MIDFIN
MATLAB 7.1
R
STATA

Languages

Italian Mother Tongue
English
French