ALBERTO PISCITELLI

PhD Student

PhD program:: XL
email: alberto.piscitelli@uniroma1.it





CURRICULUM Actuarial Sciences

Attending the Master's degree in Finance at the University of Naples "Federico II" allowed me to develop an interest in actuarial science, leading me to specialize in this field. I am currently pursuing a PhD in Actuarial Science at the University of Rome "La Sapienza." My main research interests include:

• Insurance risk modeling, with a focus on solvency risks, longevity risk and long-term care risk;
• The sustainability of welfare systems, focusing on pension and health insurance products;
• Financial engineering and its integration with insurance products, such as the application of derivative products in the insurance sector (e.g. Longevity Bonds);
• Policyholder behavior, particularly in terms of modeling Dynamic Policyholder Behaviour.

Additionally, after earning my professional certification, I work as an actuary in Risk Management at Poste Vita.

Research products

11573/1758017 - 2026 - Addressing long-term care risk through pension-linked insurance in the Italian context: a stochastic approach using severance pay scheme
Piscitelli, Alberto - 04b Atto di convegno in volume
conference: New perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance (Salerno; Italy)
book: New perspectives in mathematical and statistical methods for actuarial sciences and finance - (978-3-032-05550-7)



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L'elenco e le finalità delle attività intraprese dalla Sapienza sono descritte nella pagina dedicata Sapienza per il Pnrr.

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