Primary navigation:

QFINANCE Quick Links
QFINANCE Reference
Add the QFINANCE search widget to your website

Home > Contributor Biographies > Giorgio Consigli

Contributor Biographies

Giorgio Consigli

Professor, Applied Mathematics in Economics and Finance, University of Bergamo, Italy
Giorgio ConsigliGiorgio Consigli

Giorgio Consigli has been professor of applied mathematics in economics and finance at the University of Bergamo since 2004. He has a PhD in mathematics, a diploma in the economics of financial intermediaries, and an honours degree in economics from the University of Rome La Sapienza. After a postdoctoral position at the Centre for Financial Research, University of Cambridge, in 1995–97, he was appointed vice president at UBM, the investment bank of the UniCredit banking group, and later worked as a consultant on advanced quantitative developments in the finance industry. Since 2006 he has been a visiting professor at the University of Svizzera Italiana in Lugano, and since August 2007 an elective member of the International Committee on Stochastic Programming (COSP). He is Fellow of the UK Institute of Mathematics and Applications since 2011.

Articles by this Author

  • Optimal Long-Term Property and Casualty ALM with Risk Capital Control
    by Giorgio Consigli, Massimo di Tria
    Increasing competition and record property and casualty (P&C) insurance claims reported by global players in recent years (Comité Européen des Assurances, 2010) have generated remarkable pressure on the financial stability of P&C divisions within insurance firms, leading to increased technical reserves and higher capital requirements. At the same time investment management divisions have expanded, reinforcing the role of insurers as...

Back to top

Share this page

  • Facebook
  • Twitter
  • LinkedIn
  • Bookmark and Share