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Associate Professor of Financial and Actuarial Mathematics (SECS-S/06)

Bio

Maria Sole Staffa, born in Rome on May 11 th , 1971. Degree in Mathematics at Università La Sapienza di Roma. PhD in Statistical and Actuarial Sciences at Università La Sapienza di Roma. Associate Professor from November 2005 to 2014 at the Faculty of Economics of Università del Sannio – Benevento. From November 2014, Associate Professor in the disciplinary field SECS-S/06 "Mathematical Methods of Economics and Actuarial and Financial Sciences" at Università Europea di Roma. Since 2009 she has been enrolled in the national register of actuaries. From 1996 to date, she has taught General Mathematics, Financial Mathematics, Mathematical Methods for Economics, workshop of Financial Calculation and Mathematical Models for Financial Markets, Actuarial Mathematics, Financial and Actuarial Models for Social Security and Mathematical Models for Derivatives courses at Università Luiss in Rome, Università Europea di Roma, Università LUM in Bari, Scuola superiore di Polizia Tributaria of the Italian law enforcement agency Guardia di Finanza.

 

Research interests

Deterministic Patterns of the Yield Curve. Mathematics and actuarial techniques: ALM in the insurance field, calculation of the Additional Reserve for interest rate risk, stochastic assessment of the claims reserve through innovative models in view of Solvency II. Actuarial-
financial aspects of the new international accounting standards: IAS 19 and IAS 39. Competing risks. Longevity risk. Redemption Price.

 

Recent publications

  • 2016 D’ORTONA N, STAFFA M (2016). The theoretical surrender value in life insurance. INSURANCE MARKETS AND COMPANIES: ANALYSES AND ACTUARIAL COMPUTATIONS, vol. 7, p. 31-44, ISSN: 2078-2454
  • 2014 STAFFA M (2014). SOME CONSIDERATIONS REGARDING THE DETERMINATION, BY HISTORICAL DATA, OF THE ELIMINATION PROBALILITIES FROM A COLLECTIVITY FOR DIFFERENT REASONS. DIRITTO MERCATO TECNOLOGIA, vol. 4, p. 40-52, ISSN: 2239-7442 Fine modulo
  • 2011 STAFFA M, PASQUALITTO E (2011). LONGEVITY RISK: AN EMPIRICAL ANALYSIS FOR LIFE ANNUITY. ADVANCES AND APPLICATIONS IN STATISTICAL SCIENCES, vol. 6, p. 525-565, ISSN: 0974-6811
  • 2008 STAFFA M (2008). Impostazione matematico-finanziaria del metodo del Costo Ammortizzato richiamato dallo IAS 39 per la valutazione della attività e passività finanziarie. vol. 159 Fine modulo
  • 2008 STAFFA M (2008). UNA GENERALIZZAZIONE DELLE FORMULE DEL PROJECTED UNIT CREDIT METHOD UTILI NELLA VALUTAZIONE ATTUARIALE DEGLI IMPEGNI AZIENDALI RELATIVI AI BENEFICI AI DIPENDENTI SOGGETTI ALLO IAS 19 -. vol. 148
  • 2007 FERSINI P, STAFFA M (2007). Valutazione attuariale del trattamento di fine rapporto secondo la normativa IAS 19 – Annali della Facoltà di Economia dell’Università del Sannio n° 12. ANNALI DELLA FACOLTÀ DI ECONOMIA DI BENEVENTO, vol. 12, p. 207-230
  • 2003 STAFFA M (2003). Methodology of calculus for the additional reserves for the guaranteed minimum – quaderno ISE n°123, Luiss Guido Carli. vol. 123 Fine modulo
  • 2003 STAFFA M (2003). Some considerations on the evaluation of duration of liabilities of life insurance company. vol. 124 Fine modulo
  • 2002 STAFFA M (2002). Development of linear dynamic systems derived from stochastic models for interest rates. ECONOMIA, SOCIETÀ E ISTITUZIONI, vol. 14, p. 91-113, ISSN: 1593-9456 Fine modulo