LCC International University > Staff and Faculty > Employee

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 currently an assistant professor at LCC International University in Klaipeda, Lithuania, where he teaches the undergraduate courses of Calculus, Quantitative Reasoning and College Algebra.
Gabriele holds a PhD in Mathematical Finance from University of Milano-Bicocca (Italy), a master’s degree in finance and a bachelor’s degree in Business Administration both from University of Piemonte Orientale (Italy).
Gabriele has conducted research on capital allocation problems and risk measure theory, during his PhD program and afterwards. He has presented his works at several international workshops and conferences.

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.