Foto del docente

Sabrina Mulinacci

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Delegate of Department of Statistical Sciences "Paolo Fortunati"

Teaching

Recent dissertations supervised by the teacher.

Second cycle degree programmes dissertations

  • Automatization in Non-life reserving; Mack optimization and copula application for uncertainty assessment
  • Estimating credit spreads: an empirical analysis of structural credit risk models
  • FACTOR COPULA MODELS: an empirical analysis of market dependence in financial data
  • Neural Networks and the Lee-Carter Model - Mortality Analysis of Multiple Populations with a focus on Italian Data
  • Optimal Reinsurance Strategies to Minimize the Probability of Drawdown: A Comparison of Risky and Risk-Free Environments under the Mean-Variance Premium Principle