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

11573/1767344 - 2026 - Nonparanormal hidden semi-Markov graphical models for analyzing financial markets interconnectivity

Ferrante, Emilio; Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista

paper: JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. - - issn: 0964-1998 - wos: WOS:001738387500001 (0) - scopus: (0)

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)