Education and Credentials

Rocco is an Actuary and Assistant Professor of Non-Life Insurance Mathematics, Risk Theory, Italian Accounting Principles and IFRS (University of Calabria). He is also Adjunt Professor of Data Analysis for Social Sciences at LUISS University (Rome). His main topics of research are: Risk Theory models for pricing and reserving risk, Individual Claim Reserving, Machine Learning, Neural Networks, Extreme Value Theory, Solvency II and IFRS17. He had published a large number of works and presented in many national and international congress on these topics. He is a membership of Professional & Scientific Bodies: ASTIN member; AWB – Actuaries Without Borders; I.I.A. – Italian Institute of Actuaries; Fully Qualified Member of O.N.A. – Italian National Order of Actuaries; member of Italian Solvency II group of I.I.A and AIAF. He speaks English and is fluent in Italian.

Relevant Experience/Specialisation

Rocco was also Senior Consultant with Willis Towers Watson in Rome until June 2017 and has more than 15 years’ experience in the insurance industry, with a particular focus in non-life actuarial consulting. His experience covers the full range of actuarial services, including:

·           Training for Italian Insurance Supervisor on Capital Modeling and Reserving

·           Undertaking Specific Parameters under Solvency II

·           Appointed Actuary for two P&C Italian Companies

·           Pricing Support for P&C Italian Companies

·           Reserve review for Statutory, Solvency II, IFRS and M&A purposes

·           Economic capital modelling (including an experience for a Lloyd’s Syndicate – QIS5)

·           Actuarial Function support

·           IFRS 17 support

·           Lead support for Italy on Best Practice in Non-Life Reserving (IAA – Astin Survey 2016)

·           Other Astin Working Party:

o    Neural Network and claim reserving

o    The Exposure Draft of the Risk Adjustment Text Book for IFRS 17

o    IFRS 17 – Premium Allocation Approach

·       IFoA volunteer: paper on one-year view of reserving risk

AWB project: training in Russia on Solvency II and IFRS 17 (European University of St Petersburg)