EMILIO FERRANTE

PhD Student

PhD program:: XLI
email: emilio.ferrante@uniroma1.it

CURRICULUM Actuarial Sciences

My main areas of study and research activities include:

- Calibration and Validation of Internal Models within Solvency II;
- Economic Scenario Generation for Insurance Policy Pricing;
- Alternative Approaches for Estimating Dependencies Between Risk Modules.

Research products

11573/1741734 - 2025 - Estimation of undirected graphs for multivariate time series using hidden semi-Markov models

Merlo, Luca; Ferrante, Emilio; Foroni, Beatrice; Petrella, Lea - 04b Atto di convegno in volume

conference: Statistics for Innovation, SIS 2025 (Genova)

book: Statistics for Innovation IV - (9783031960321; 9783031960338)