Catalogo dei Corsi di studio

- Ricercatore a tempo determinato (tipologia A) presso Università La Sapienza - Roma Dipartimento di Scienze Statistiche
-Titolare del corso di Tecnica attuariale delle assicurazioni su vita
Università La Sapienza - Roma Dipartimento di scienze statistiche .
- Titolare del corso di Teoria del rischio 2
Università La Sapienza - Roma Dipartimento di scienze statistiche .
- Cultore della materia presso la cattedra di Tecnica e finanza delle assicurazioni del Prof. De Angelis
Università di Roma La Sapienza
- Dottore di ricerca (Ph. D.) in Scienze Attuariali (XXIX Ciclo)
Facoltà di Scienze Statistiche Sapienza Università di Roma
PUBBLICAZIONI

1. Biancalana D., Un approccio quantile regression per la tariffazione danni, basato su un modello a due parti , PhD Thesis (2017).
2. Baione F., Biancalana D., De Angelis P., Granito I. (2018) Dynamic Policyholder Behavior and Surrender Option Evaluation for Life Insurance. In: Corazza M., Durbán M., Grané A., Perna C., Sibillo M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer (DE), Cham. https://doi.org/10.1007/978-3-319-89824-7_14
3. Baione F., Biancalana D., De Angelis P., Granito I. (2018) Classification Ratemaking via Quantile Regression and a Comparison with Generalized Linear Models. In: Corazza M., Durbán M., Grané A., Perna C., Sibillo M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer (DE), Cham. https://doi.org/10.1007/978-3-319-89824-7_15

4. Baione F. & Biancalana D. (2019) An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression, North American Actuarial Journal, 23:4, 573-590, Taylor and Francis (UK) DOI: 10.1080/10920277.2019.1604238

5. Baione, F., Biancalana, D. & De Angelis, P. A Quantile Regression approach for the analysis of the diversification in non-life premium risk. Soft Computing 24, 8523 8534 (2020), Springer (DE). https://doi.org/10.1007/s00500-019-04291-x
6. Baione, F., Biancalana, D. & De Angelis, P. An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour. Decisions in Economics and Finance (2020), Springer(DE). https://doi.org/10.1007/s10203-020-00279-7
7. Baione, F., Biancalana, D. An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking , Scandinavian Actuarial Journal (2020), Taylor and Francis (UK), DOI: 10.1080/03461238.2020.1820372.
8. Baione, F., Biancalana, D., De Angelis, P. (2021). A Risk Based Approach for the Solvency Capital Requirement for Health Plans . In: Corazza, M., Gilli, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer, Cham. https://doi.org/10.1007/978-3-030-78965-7_11
9. Baione, F., Biancalana, D., De Angelis, P. (2021). An Application of Zero-One Inflated Beta Regression Models for Predicting Health Insurance Reimbursement . In: Corazza, M., Gilli, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer, Cham. https://doi.org/10.1007/978-3-030-78965-7_12
10. Baione, F., Biancalana, D. A quantitative analysis on the effect of COVID-19 in a private health insurance plan expenditure QUALITY & QUANTITY. - ISSN 0033-5177. - (2022), pp. 1-15. [10.1007/s11135-022-01603-6]
11. Baione, F., Biancalana, D. & De Angelis, P. A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio In: NORTH AMERICAN ACTUARIAL JOURNAL. - ISSN 1092-0277. - (2022), pp. -1. [10.1080/10920277.2022.2087679]
12. Baione, F., Biancalana, D., De Angelis, P. (2022). On the Assessment of the Payment Limitation for an Health Plan. In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022. Springer, Cham. https://doi.org/10.1007/978-3-030-99638-3_9

RICONOSCIMENTI E PREMI

1. Borsa di studio del MIUR per il Dottorato in Scienze Attuariali (XXIX ciclo), Facoltà di Scienze Statistiche, Sapienza Università di Roma. Dal 01-11-2013 al 31-10-2016.
2. Vincitore dell Individual grant competition 2020 indetto dalla Society of Actuaries (SOA). Progetto: A Risk Based Approach for the Solvency Capital Assessment for Private Group Health Plans (co-autore Fabio Baione).
7-4-2020
3. Vincitore dell Individual grant competition 2021 indetto dalla Society of Actuaries (SOA). Progetto: A Three Part Regression Model for the Assessment of the Solvency Capital Requirement of a Private Group Health Plan (co-autore Fabio Baione). Finanziamento di ricerca per 12.000 $.8-3-2021

FINANZIAMENTI DI RICERCA
Amissima vita. Analisi quantitativa sui tassi di riscatto di massa in una compagnia assicurativa vita 2022. Finanziamento per 5.000.

COMUNICAZIONI A CONVEGNI E SEMINARI
- Dyses conference 2022 Rouen
Health care reimbursement assessment with GAMLSS
- Insurance Data Science 2022 Milano
Health insurance claims prediction with GAMLSS
- Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2022 Salerno:
On the Assessment of the Payment Limitation for an Health Plan .
- Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2020 Ginevra:
An application of zero-one inflated beta regression models for predicting health insurance reimbursement .
- Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2020 Ginevra:
A risk-based approach for the solvency capital requirement for health plans .
- XLIII Convegno AMASES, Perugia. Paper: A Beta regression two-part model for partial and total surrender cash flows.
http://amases2019.unipg.it/files/TentativeProgram_Tuesday10.pdf
- AFIR-ERM COLLOQUIUM 2019 Firenze:
Double-Sigmoid approach for dynamic policyholder behavior .
- Dynamics of Social and Economic Systems (DYSES). Sorbonne, Paris, paper: A dynamic policyholder behavior model for lapse risk assessment in a participating life insurance portfolio .
- Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2018 MADRID. Dynamic policyholder behavior and surrender option evaluation for life insurance .
- Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2018 MADRID. Classification ratemaking via Quantile Regression and a comparison with Generalized Linear Models .
- XXXIX Convegno AMASES, Padova. Paper: An individual premium risk valuation in a non-life insurance: a quantile regression approach