3 papers in the archive (2025–2026), average empirical rigor 2.7/10, average math complexity 8.2/10. Quadrant mix: Lab Rats ×3.
Works mostly in Insurance & Actuarial Risk, Stochastic Control & Optimal Stopping, Fixed Income & Interest Rates.
Frequent co-authors: Claudia Ceci (1), Tiziano De Angelis (1), Gabriele Stabile (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%).
This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a firm or the mortality rate of an individual may experience a
This paper addresses the problem of determining the optimal time for an individual to convert retirement savings into a lifetime annuity. The individual invests their wealth into a dividend-paying fund that follows the dynamics of a geometric Brownian motion, exposing them to market risk. At the sam
In this paper, we derive explicit closed-form solutions for the value function and the associated optimal stopping boundaries in an optimal annuitization problem under a mortality shock. We consider an individual whose retirement wealth is invested in a financial fund following the dynamics of a geo