PhD in Applied Mathematics, Università di Trieste, 2000
Actuarial Science, Portfolio Selection
Assistant Professor of Applied Mathematics, Università di Torino
- Choosing the optimal annuitization time post retirement, with R. Gerrard and B. Højgaard, to appear in Quantitative Finance, 2011
- Modelling stochastic mortality for dependent lives, with E. Luciano and J. Spreeuw, Insurance: Mathematics and Economics 43, 234-244, 2008
- Optimal Investment Strategies and Risk Measures in Defined Contribution Pension Schemes, with S. Haberman, Insurance: Mathematics and Economics 31, 35-69, 2002.