Argomenti di tesi proposti dal docente.
Ultime tesi seguite dal docente
Tesi di Laurea Magistrale
- Analysis of Claims Reserving Methods: A Focus on Neural Network Applications
- Analysis of randomized reinsurance contracts with and without ambiguity
- Climate Modeling and Parametric Insurance:A Case Study in Emilia-Romagna
- Cross-country Mortality Analysis: Trends and Impacts on Annuities using Lee-Carter Model and Extensions
- Cyber risks: multivariate modeling with vine copula
- ESG risks in the banking sector - Overview of the Pillar 3 disclosure requirements with a focus on portfolio alignment using the PACTA methodology
- Implied volatility and liquidity: a Conic Finance based approach
- Model averaging for forecasting mortality models
- Modeling Catastrophe and Financial Risks in Earthquake CAT Bond Pricing: An Extreme Value Theory Model for Earthquake Risks in Japan and the USA
- Neural Networks and the Lee-Carter model - mortality forecasting with deep learning techniques
- Parametric and Non-parametric Estimation of a Meta-elliptical Copula
Tesi di Dottorato
- Pseudo-operations and pseudo-analysis: applications to probability and risk modelling
