Gabriele
Canna, Ph.D.
Assistant Professor
From: Italy
At LCC Since: 2024
Key Areas
- Financial Mathematics
- General Mathematics
- Statistics and Probability
Bio
Gabriele Canna, PhD, is an Assistant Professor at LCC International University in Klaipėda, Lithuania, where he teaches undergraduate courses in Calculus and Statistics. He earned his PhD in Mathematical Finance from the University of Milano-Bicocca, alongside an MSc in Finance and a BSc in Business Administration from the University of Piemonte Orientale. His research focuses on capital allocation problems and risk measure theory, which he has presented at various international conferences and workshops.
Publications
Capital allocation rules and the no-undercut property.
LCC author(s): Gabriele Canna, Ph.D.
Other author(s): Emanuela Rosazza Gianin, Francesca Centrone
Mathematics, 2021.
Haezendonck-Goovaerts capital allocation rules.
LCC author(s): Gabriele Canna, Ph.D.
Other author(s): Emanuela Rosazza Gianin, Francesca Centrone
Insurance: Mathematics and Economics, 2021.
Capital allocation rules and acceptance sets.
LCC author(s): Gabriele Canna, Ph.D.
Other author(s): Emanuela Rosazza Gianin, Francesca Centrone
Mathematics and Financial Economics, 2020.
Capital allocations for risk measures: a numerical and comparative study.
LCC author(s): Gabriele Canna, Ph.D.
Other author(s): Emanuela Rosazza Gianin, Francesca Centrone
Risk Management Magazine, 2019.
From: Italy
At LCC Since: 2024