Mathematical methods for insurance

People

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Luca Vincenzo Ballestra

Associate Professor

keywords: mathematical finance, computational finance, derivative pricing, numerical approximation of ODEs and PDEs, dynamical
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Enrico Bernardi

Full Professor

keywords: Hyperbolic Equations, Gevrey Classes, Cauchy Problem, Stochastic differential equations, Quantitative Finance
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Paolo Guasoni

Full Professor

keywords: Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization
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Sabrina Mulinacci

Associate Professor

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Massimo Ricci

PhD Student

Research fellow

Teaching tutor

keywords: semi-rings, fuzzy measure, lack-of-memory property
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Daniele Ritelli

Associate Professor

keywords: Nonlinear ordinary differential equations, Economic Dynamics, Optimization, Hyperlliptic Integrals, Elliptic Integral,
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Silvia Romagnoli

Full Professor

keywords: copula methods in finance, stochastic calculus, risks' aggregation, Green Finance and weather derivatives