PhD in Applied Mathematics, Università di Trieste, 2000

Research Interests

Actuarial Science, Portfolio Selection


Assistant Professor of Applied Mathematics, Università di Torino

Selected Works

  • Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework, with F. Menoncin, Insurance: Mathematics and Economics 76, 172-184, 2017
  • Single and cross-generation natural hedging of longevity and financial risk, with E. Luciano and L. Regis, to appear on Journal of Risk and Insurance, 2015
  • Income drawdown option with minimum guarantee, with M. Di Giacinto, S. Federico and F. Gozzi, European Journal of Operational Research 234, 610-624, 2014