1 March 2021

1 March 2022

22 March 2022

#### Abstract

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#### Biographies

**G. D’Amico** is a full professor of mathematical methods in economics, finance and insurance at the Department of Economics of the “G. D’Annunzio” University of Chieti-Pescara. He received his PhD in mathematics for applications in economics, finance and insurance from the University “La Sapienza” of Rome in May 2005. His research interests include the theory of stochastic processes and their applications in finance, insurance, economics, reliability and wind energy. He is interested also in nonparametric statistical inference for stochastic processes. His research has appeared in several refereed journals such as *European Journal of Operational Research*, *Applied Mathematical Finance*, *Scandinavian Actuarial Journal*, *Applied Mathematical Modelling*, *IMA Journal of Management Mathematics*, *Journal of the Operational Research Society*, *Reliability Engineering and System Safety*, *Stochastics, Insurance: Mathematics and Economics*. He has published a book with John Wiley and Sons.

**S. Scocchera** works in the Credit Risk Model office at Banco BPM SPA, dealing with projects concerning the Credit Portfolio Model, the inclusion of the climate risk (ESG) within risk parameters and satellite models. She received her PhD in accounting, management and finance with specialization in mathematical finance from the “G. D’Annunzio” University of Chieti-Pescara in May 2019.

**L. Storchi** is an associate professor and after more than 15 years of research activity he has acquired wide competences in several programming languages, numerical methods and data modelling. His multidisciplinary background is reflected both in the list of his scientific interests, as well as in the diversity of his publications.