I am a postdoctoral researcher in Finance at Imperial College Business School, currently involved in the WINnERS project. I received my PhD from Imperial College Business School joint with the Climate-KIC PhD programme of the European Institute of Innovation and Technology.
My research interests lie in the areas of economics of risk and insurance, actuarial science, applied statistics and econometrics. In particular, I have been working extensively on the statistical modelling of risk, as well as on the economic analysis of both the insurance and the banking sector.
Current research papers include:
At Imperial College Business School I have been module leader of Econometrics I & II at the PhD programme, and teaching assistant of Machine Learning, Applied Econometrics, Quantitative Methods and Life Insurance at MSc programs.
WINnERS is a research project which aims to design an insurance product to protect the agricultural supply chain against climate and weather risks. The project is funded by Climate-KIC and actively supported by several organizations among which: the World Food Program and the World Bank. It has also partners from both the insurance sector and global food buyers.
Aim of the project was to estimate the direct impact of solar storms, solar flares and geomagnetic storms on energy and airline industries, as well as their indirect impact on the rest of the economy through those sectors.
The project consisted in a research study between the Grantham Institute and the Commonwealth Scientific and Industrial Research Organisation (CSIRO) to identify the key research priorities in urban climate change resilience and scoping out potential areas for collaboration between Imperial and CSIRO including a joint PhD to start in 2016.
The aim of the project was to gauge the risk appetite of corporates and financial institutions by analysing their insurance purchases. The objective was to pinpoint the true relation between insurance buyers' and sellers' characteristics, as well as its dependence on wider market conditions and sector characteristics.
The Large Commercial Risks (LCR) project was directed by the Insurance Risk and Finance Research Centre in collaboration with Imperial College London Business School. The aims of the project are to provide: (i) a dataset of LCR, for the Asia-Pacific Region (APAC) region; (ii) a modelling framework for LCR in APAC; (iii) pricing implications and comparisons between the APAC region and other parts of the world, in particular North America and Europe.
Oasis LMF is a non-for-profit organization with the aim to provide an open source catastrophe modelling service for (re)insurance companies, public bodies and financial institutions. The project was funded by Climate-KIC and supported by a large group of insurance companies and insurance brokers.