Katia Colaneri
Scholar

Katia Colaneri

Google Scholar ID: QIRrvBQAAAAJ
Assistant professor in Financial Mathematics
Stochastic AnalysisStochastic controlFiltering
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Citations & Impact
All-time
Citations
273
 
H-index
9
 
i10-index
9
 
Publications
20
 
Co-authors
3
list available
Contact
No contact links provided.
Publications
2 items
Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information
2025
Cited
0
Design and hedging of unit linked life insurance with environmental factors
2025
Cited
0
Resume (English only)
Background
  • Associate Professor of Financial/Actuarial Mathematics
  • Vice Head of the Department of Economics and Finance, University of Rome - Tor Vergata
Miscellany
  • Contacts:
  • Email: katia.colaneri@gmail.com, katia.colaneri@uniroma2.it
  • Office Phone: +39 06 7259 5929
  • Office Address: Via Columbia 2, Building B, 1st Floor, Room 22
Co-authors
3 total
claudia ceci
claudia ceci
Dep. MEMOTEF, University of Rome Sapienza
Rüdiger Frey
Rüdiger Frey
Professor of Mathematics and Finance, Vienna University of Economics and Business
Michaela Hitz
Michaela Hitz
Department of Statistics, University of Klagenfurt