معرفی
Maria Giuseppina Bruno is an Associate Professor in the Department of Methods and Models for Economy, Territory, and Finance (MEMOTEF) at Sapienza University of Rome's Faculty of Economics. She has been serving in this capacity since December 29, 2003, specializing in the scientific disciplinary sector STAT-04/A (Mathematical Methods of Economics and Actuarial and Financial Sciences). Her institutional email is Giuseppina.Bruno@uniroma1.it and she maintains office hours at room 149 on the first floor, wing B of the MEMOTEF Department.
Her academic background includes a PhD in 'Mathematics for Financial Market Analysis' from the University of Brescia (1995), where she defended her thesis 'Memory functions as a tool for evaluating American options,' and a first-class honors degree in Economics and Commerce from LUISS University of Rome (1990) with thesis 'Valuation of convertible bonds. An interpretation using physics models.'
Professor Bruno's research spans financial and actuarial mathematics, quantitative methods for economics and finance, derivative instrument valuation, risk management models, stochastic processes, and computational methods. Her work demonstrates strong interdisciplinary connections between mathematics, finance, insurance, and even physics through her interest in econophysics and applications of physical models to financial problems.
Her recent publications show a consistent focus on innovative insurance products, risk modeling, and financial engineering. From Tailor-made CDOs (2024) to Pay-as-you-drive insurance models (2023) and specialized insurance products like ALEA and MICROTAKAFUL (2021), her research addresses contemporary challenges in risk transfer mechanisms and insurance market dynamics. Her work on long-term care annuities (2020) and option pricing with stochastic volatility (2019) demonstrates expertise in both theoretical and practical aspects of financial mathematics.
As a respected academic, she serves as Managing Editor of Annali MEMOTEF and referees for prestigious journals including Insurance: Mathematics and Economics. She has been actively involved in professional organizations including AMASES, AAI, and Istituto Italiano degli Attuari.
Professor Bruno currently teaches Actuarial Mathematics for Private Insurance (Master's Degree in Finance and Insurance) and Basic Mathematics course (Bachelor's Degree in Economics and Finance). She has extensive experience in curriculum development, serving as reference teacher for the Master's Degree Course FINASS and as tutor for the Bachelor's Degree in Economics and Finance. Her institutional service includes membership on various committees related to quality assurance, publications, and doctoral programs.
Her professional activities extend beyond academia, with participation in Bank of Italy examination boards (2016, 2019, 2023) and previous teaching roles for financial professionals at INPDAP and Banca di Roma. Her technical expertise includes programming in C++, VBA, and Python, which supports her computational research in financial mathematics.
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