Dr Francesco Ungolo
Senior Lecturer
Business School
School of Risk and Actuarial Studies
Senior Lecturer in the School of Risk and Actuarial Studies of the UNSW Business School;
Associate Investigator at the ARC Centre of Excellence in Population Ageing Research (CEPAR).
Francesco earned a PhD in Actuarial Mathematics from Heriot-Watt University (Edinburgh, UK, 2019) with a dissertation "Survival analysis of actuarial data with missing observations" under the supervision of Dr. Torsten Kleinow and Prof. Angus Macdonald, and the collaboration of Dr. Stephen Richards. He also worked as postdoctoral researcher in the section of Statistics of Technische Universiteit Eindhoven (Eindhoven, the Netherlands, 2019-2021) and at the Chair of Mathematical Finance of the Technische Universität München (Munich, Germany, 2021-2022). He is currently a qualifying actuary for the Institute and Faculty of Actuaries UK.
E-mail
Location
UNSW Business School, East Lobby, Lev. 5
- Publications
- Media
- Grants
- Awards
- Research Activities
- Engagement
- Teaching and Supervision
Francesco's research interests include the analysis and development of statistical models for the analysis of complex actuarial datasets involving, among other things, cases of corrupted data, such as missing data, censoring, truncation and the treatment of protected features. Another key research theme is the development of stochastic mortality models for the analysis of single and multiple populations, with a closer, albeit nonexclusive, focus on continuous time affine mortality models. The particular application lies within the analysis of individual savings and retirement decision making with emphasis on the development of innovative product solutions using LTC, health, annuities and life insurance.
My Teaching
- ACTL3151 Actuarial Mathematics for Insurance and Superannuation (undergraduate, T1 2025, 2026);
- ACTL5105 Life Insurance and Superannuation (postgraduate, T1 2024, 2025, 2026)
- ACTL2131: Probability and Mathematical Statistics (undergraduate, T3 2024, 2025)
- ACTL2102: Foundation of Actuarial Models (undergraduate, T2 2023)
- ACTL5103: Stochastic Process for Actuaries (postgraduate T2 2023)
- COMM1190: Data, Insights and Decisions (T3 2023, T1 2024)