FRANCO PELLEREY

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Full Professor

+39 0110907541 / 7541 (DISMA)

Personal web site

Research fields Stochastic orders and positive dependence concepts in risk theory, reliability and actuarial sciences
Research groups Probability and Applications
Research projects

Funded by competitive calls

  • Ordinamenti supermodulare e direzionalmente convesso e loro applicazioni in campo assicurativo e teoria del portafoglio, (2002-2004) - Responsabile Scientifico

    Nationally funded research - PRIN

    Abstract

    Supermodular and directionally convex order and their applications in insurance, risk and portfolio theory.

    Countries

    • ITALIA

    Departments

    • Dipartimento di Matematica
  • Modelli a tempo continuo per mercati finanziari con presenza di insider traders, (2001-2003) - Responsabile Scientifico

    Nationally funded research - PRIN

    Abstract

    Continuous-time models of asset pricing in presence of insider traders

    Countries

    • ITALIA

    Departments

    • Dipartimento di Matematica