معرفی
Emilio Russo is a Full Professor in the Department of Economics, Statistics and Finance at the University of Calabria, Italy, where he has maintained continuous academic appointments since 2003. His career progression includes teaching assistant positions (2003-2007), Researcher (2007-2015), Associate Professor (2015-2024), and Full Professor (2024-present), with consistent teaching responsibilities in Financial Mathematics and Mathematical Methods for Economics across undergraduate and graduate programs in Economics, Business Administration, and Mathematics.
He holds a Degree in Statistics and Actuarial Science (cum laude, 2003) from the University of Calabria, an MPhil from Brunel University (2005), and a PhD in Computational Methods for Economic and Financial Forecasts and Decisions from the University of Bergamo (2006). His research focuses on mathematical finance and actuarial mathematics, particularly option pricing theory, interest rate models, regime-switching frameworks, and insurance policy valuation under stochastic environments.
Analysis of his recent publications reveals a dominant trend in developing lattice-based numerical methods for pricing complex financial derivatives and insurance products under multiple risk factors, including fractional Brownian motion, stochastic volatility, and regime-switching dynamics. His work frequently addresses path-dependent features in variable annuities, surrender options, and the impact of exogenous factors on policyholder behavior, with strong emphasis on computational efficiency and model flexibility.
Professor Russo serves as Principal Investigator for the PRIN 2022 project "Building resilience to emerging risks in financial and insurance markets" and Task Leader for PNRR 2022's "Age-It" project (Spoke 6, Work Package 5). He actively contributes to academic discourse as a reviewer for Quantitative Finance, Journal of Computational and Applied Mathematics, Scandinavian Actuarial Journal, and other leading publications.
He is a core member of the University of Calabria's research group "Metodi quantitativi per l'economia, la finanza ed il management," which specializes in quantitative decision-making models for finance, actuarial science, industrial economics, and logistics using mathematical programming, econometric techniques, and statistical methods.
