Hi,
I am a Postdoctoral Researcher in ESOMAS Department at the University of Turin, working with Tiziano De Angelis.
My research focuses on optimal stopping and free-boundary problems in actuarial and financial mathematics, as well as models under partial information and filtering.
Previously, I was a Postdoctoral Researcher in the MEMOTEF Department at Sapienza University of Rome, working with Claudia Ceci.
I hold a Ph.D. in Models for Economics and Finance from Sapienza University of Rome.
My thesis, “Optimal Annuitization under Piecewise Deterministic Mortality Force”, was supervised by Tiziano De Angelis and Gabriele Stabile, and was awarded cum laude.
Contact me at matteo.buttarazzi@unito.it