Francesco Ungolo

Dr. Francesco Ungolo is a Senior Lecturer in the School of Risk and Actuarial Studies at the UNSW Business School, with concurrent roles as an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research (CEPAR) and a qualifying actuary for the Institute and Faculty of Actuaries UK. His academic journey includes a 2019 PhD in Actuarial Mathematics from Heriot-Watt University (Edinburgh), postdoctoral work at Technische Universiteit Eindhoven (2019-2021), and research appointments at Technische Universität München's Mathematical Finance Chair (2021-2022).

Research activities focus on:

• Statistical models for actuarial datasets with corrupted data (missing observations, censoring, truncation, protected features)
• Stochastic mortality modeling for single/multiple populations, emphasizing continuous-time affine models
• Application of actuarial methods to retirement decision-making and innovative insurance product design (LTC, health insurance, annuities)
• Bayesian techniques for large-dimensioned datasets (including telematics data)

Article trends reveal expertise in:

• Dirichlet process mixtures for dependent lifetimes and competing risks
• Affine mortality models with jump components for improved forecasting
• Latent class modeling for heterogeneous variance structures
• Computational methods for asset-liability management in insurance
• Missing data imputation techniques for pension schemes
• Machine learning applications in multi-population mortality analysis