Claudia Ravanelli

Claudia Ravanelli is a Senior Research Fellow at the University of Zurich's Department of Banking and Finance, associated with the Center for Finance and Insurance. Her research focuses on financial risk management, actuarial science, and mathematical finance, with expertise in insurance economics and stochastic modeling. She holds a Ph.D. in Economics from the University of Lugano and a Mathematics diploma from the University of Milan.

Education:

• 2004: Ph.D. in Economics (summa cum laude), University of Lugano
• 1999: Diploma in Mathematics (highest score), University of Milan

Research Interests: Her work addresses ambiguity-sensitive preferences, capital requirements under model risk, longevity risk modeling, and optimal investment strategies in insurance contexts. She explores theoretical frameworks in mathematical finance and their applications to real-world financial and actuarial challenges.

Publications: Her articles span topics like risk measures, insurance firm optimization, and longevity risk management, reflecting a focus on bridging theoretical finance with practical regulatory and economic issues.

Teaching & Engagement: She has taught courses in quantitative finance and statistics at USI and the University of Zurich. She serves as a referee for top journals like Mathematical Finance and Finance and Stochastics.

Professional Activities: Invited speaker at conferences including the Bachelier Finance Conference and the Sorbonne University's honor event for Nicole El Karoui. Active in academic networks like the Swiss Finance Institute and the Swiss Banking Institute.