Claudia Ceci

Claudia Ceci is a Full Professor at the Department of Methods and Models for Economy, Territory, and Finance (MEMOTEF) at Sapienza University of Rome. Her academic work focuses on stochastic models in economics, finance, and insurance, with a particular emphasis on optimal stochastic control, filtering, asset pricing, credit risk, and self-protection strategies.

• Coordinates internationalization initiatives within MEMOTEF
• Leads the Rome Sapienza unit in the 2022 PRIN project "Stochastic control and games and the role of information"
• Manages the 2023 Grande Sapienza project "Stochastic Optimization Problems in Insurance, Finance and Economics"
• Member of the UMI-PRISMA group (Probability in Statistics, Mathematics, and Applications)
• Featured in the "100 Esperte STEM" initiative (Mathematics category)

Her research explores risk management, counterparty credit risk, and reinsurance optimization under partial observation. She has contributed extensively to journals in quantitative finance, insurance mathematics, and stochastic control. Recent projects analyze climate-related financial risks and reinsurance strategies under contagion models.

Claudia teaches foundational mathematics and risk management courses across multiple campuses. Exam procedures for her mathematics course involve computerized written tests with mandatory oral components under specific conditions, reflecting her analytical approach to assessment.