Role
Full Professor of Mathematical Methods of Economics and Actuarial and Financial Sciences at the Faculty of Economics of the University of Rome Sapienza , where she is part of the Department of Methods and Models for Economics, Territory and Finance (MEMOTEF). She is also the coordinator of the PhD program in Models for Economics, Territory and Finance .
Bio
Claudia Ceci graduated with honors in Mathematics in 1990 from Sapienza University of Rome and received her PhD in Probability from the same university in 1996. In the 1991-1992 academic year, she completed a research fellowship at the Laboratoire des Probabilités in Paris VI. From 1993 to 1998, she was a researcher at the University of Florence. In 1998, she became an associate professor at the University of Chieti-Pescara, where she became a full professor in 2011. During her tenure at the University of Chieti-Pescara, she held various institutional positions, including director of the Department of Science, chair of the Degree Program in Economics and Business, and coordinator of the PhD program in Science. Since September 1, 2022, she has been a full professor at Sapienza University of Rome.
From 2020 to 2026, she was a member of the Board of the UMI-PRISMA ( Probability In Statistics, Mathematics and Applications ) group and, in the three-year period 2021-2024, she was a member of the Scientific Commission of the Italian Mathematical Union. Since 2020, she has also been an Associate Editor of the scientific journal Stochastic Analysis and Applications .
His research focuses primarily on stochastic filtering and control and related applications. In particular, he works on incomplete financial market models, partial information, pure jump and jump diffusion dynamics, hedging, and derivatives pricing, including credit and insurance products. He has also studied financial and reinsurance portfolio selection problems. Recently, he has been working on mathematical modeling applied to the selection of prevention strategies, aimed at reducing the frequency and extent of future losses. Applications include a wide range of risks, from natural disasters to cyber attacks .
He has coordinated PRIN research units and GNAMPA-INdAM projects. Since 2024, he has directed the Grande Sapienza project "Stochastic Optimization Problems in Insurance, Finance, and Economics."
She is the author of over 60 scientific publications.