Docenti | Curriculum

Positions

2003-current: Researcher at at Istituto per le Applicazioni del Calcolo “Mauro Picone”- CNR – Consiglio Nazionale delle Ricerche;

2018-current: Co-founder and researcher in cyber security of Hassisto s.r.l. Cnr spin-off;

2000-2003: Research fellow at University of Naples "Federico II" Department of Mathematics and Statistics.

Education

2001-2003 Research grant in Risk management in insurance field. - Università degli studi di Napoli Federico II , Italy

1997-2000 Ph.D in Financial and Actuarial Sciences with a dissertation titled: A stochastic model to evaluate the riskiness connected to a life insurance portfolio policies

1996-1997 Scientific collaboration contract at the Mathematical and Statistical Department- Faculty of Economics of University of Naples ‘Federico II', related to the scientific research on: Relative stability and technical progresses in dynamic economic modelling. The topic of the research was: Models and instruments to control the risk factors in actuarial field.

1996 Ms.C degree in Economics. University of Naples ‘Federico II', maximum rating with honour with a dissertation in Financial Mathematics titled: Duration and immunization strategies.

Research Activity

My research interests lie in cyber risk management and economics of cyber security, mathematical models for insurance sciences, risk management in life insurance and stochastic mortality models.

I co-authored several publications and I attendend many conferences in the field of actuarial and financial mathematics. I am referee for several journals in the field of applied mathematics and economics.

The main topics of my research interests are listed below.

Mathematical models for insurance science

• Interaction between demographic and actuarial risks
• Stochastic models for interest rates
• Stochastic models for mortality data
• Life insurance products and portfolio valuations
• Variable annuities
• Risk measures
• Car Insurance: pay how you drive, pay as you go.

Economics of cyber security

• Cyber risk management
• Statistical models for frequency and severity of cyber incidents
• Risk measures and risk assessment
• Cyber insurance

International research activities.

July 2022 Short Term Mobility Project C.N.R. - Cyber risk modelling from an economic perspective – in collaboration with dott. Ulrik Franke, RISE Sweden;

April 2012 – Visiting Researcher on invitation of prof. Gary Parker at the Department of Statistics and Actuarial Sciences., Simon Fraser University, Burnaby BC – Canada.

November 2010 – Visiting Researcher on invitation of prof. Gary Parker at the Department of Statistics and Actuarial Sciences., Simon Fraser University, Burnaby BC – Canada;

April 2009- Short Term Mobility Project C.N.R. – Variable annuities: pricing and hedging financial an mortality risk, in collaboration with Professor Gary Parker, SFU University, Burnaby – BC, Canada.

Editorial activities

2020- Topical Advisory Panel Member of the journal Risks mdpi.com/journal/risks

2021 - Topical Advisory Panel Member of the journal Mathematics mdpi.com/journal/mathematics.

Assignments and Memberships

Referent for cyber security activities of the Cyber Security Projectual Area of DIITET- CNR on behalf of the Institute of Applied Mathematics (IAC);

Faculty member of Scuola di Alta Formazione IPE (Istituto per Ricerche ed attività Educative).

Academic activity

2020-current Adjunct Professor of Stochastic Finance Master Degree in Statistical Sciences for Finance. Department of Economic and Statistical Sciences, University of Salerno, Italy.

2016-2020 Adjunct Professor of Financial Market Analysis Master Degree in Economics. Department of Economic and Statistical Sciences, University of Salerno.

2013-2015 Adjunct Professor of Financial Mathematics Master Degree in Economics. Department of Mathematics and Statistics. University Federico II, Naples

2010-2011 Adjunct Professor of Mathematical models for Economics and finance. Master Degree in Statistics and Finance. Department of Economic and Statistical Sciences,University of Salerno

2012-current Professor at the Master in Advanced Finance - Risk, Fintech and Big Data IPE Business School. Napoli, Italy;

2010-current Supervisor of more than 20 master students in the drafting of their master thesis in financial mathematics and actuarial mathematics domains.

Editorial activities

2020- Topical Advisory Panel Member of the journal Risks mdpi.com/journal/risks

2021 - Topical Advisory Panel Member of the journal Mathematics mdpi.com/journal/mathematics.

Assignments and Memberships

• 2017-current Referent for cyber security activities of the Cyber Security Projectual Area of DIITET- CNR on behalf of the Institute of Applied Mathematics (IAC);
• 2012- current Faculty member of IPE Business Schools (Istituto per Ricerche ed attività Educative), Naples, Italy.