PhD in Applied Mathematics, Università di Trieste, 2000

Research Interests

Actuarial Science, Portfolio Selection


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
  • Income drawdown option with minimum guarantee, with M. Di Giacinto, S. Federico and F. Gozzi, European Journal of Operational Research 234, 610-624, 2014
  • On efficiency of mean-variance based portfolio selection in DC pension schemes, Quantitative Finance 14, 237-258, 2014