3 papers in the archive (2023–2025), average empirical rigor 3.5/10, average math complexity 8.3/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2.
Works mostly in Insurance & Actuarial Risk, Stochastic Control & Optimal Stopping, Factor Investing & Asset Pricing, Options & Derivatives Pricing.
Frequent co-authors: Benedetta Salterini (1), Katia Colaneri (1), Edoardo Lombardo (1), Daniele Mancinelli (1), Claudia Ceci (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
We study the problem of designing and hedging unit-linked life policies whose benefits depend on an investment fund that incorporates environmental criteria in its selection process. Offering these products poses two key challenges: constructing a green investment fund and developing a hedging strat
In this paper, we study the exponential utility indifference pricing of pure endowment policies within a stochastic-factor model for an insurer who also invests in a financial market. Our framework incorporates a hazard rate modeled as an observable diffusion process, while the risky asset price fol
We investigate the optimal reinsurance problem in a risk model with jump clustering features. This modeling framework is inspired by the concept initially proposed in Dassios and Zhao (2011), combining Hawkes and Cox processes with shot noise intensity models. Specifically, these processes describe