Daniel Bruttomesso

Biography

He holds a degree in Mathematical Engineering and is currently cooperating as a Quantitative Analyst with the Risk Management team of one of the leading Italian insurance companies. He is involved in the development of the internal model, with a particular focus on modeling dependencies between different risk factors and preparing the related technical documentation. He is also involved in assessing underwriting risks related to Life insurance, as well as evaluating counterparty risk.

Researches

Risks Aggregation, Tail Dependence and Beyond

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