Research Interests
- Optimal Stopping, Free-boundary Problems, Insurance and Mathematical Finance, Partial Information and Filtering.
Publications
-
M. Buttarazzi and C. Ceci (2026),
(doi)
(preprint)
Filtering in a hazard rate change-point model and financial applications,
International Journal of Theoretical and Applied Finance. -
M. Buttarazzi and G. Stabile (2024),
(doi)
The market value of optimal annuitization and bequest motives,
Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer.
Submitted papers
-
M. Buttarazzi, T. De Angelis and G. Stabile (2025),
(preprint)
Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force. -
M. Buttarazzi (2025),
The Impact of a Health Shock on the Optimal Annuitization Time.
PhD Thesis
-
M. Buttarazzi (2025),
(pdf)
Optimal annuitization time under piecewise deterministic mortality force,
PhD Thesis, Sapienza University of Rome.