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Dr Francesco Ungolo

Dr Francesco Ungolo

Senior Lecturer
Business School
School of Risk and Actuarial Studies
Francesco Ungolo is a Senior Lecturer in the School of Risk and Actuarial Studies of the »Ê¹Ú²ÊƱ Business School, and an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research (CEPAR). Francesco completed his doctoral studies in Actuarial Mathematics at Heriot-Watt University (Edinburgh, UK, 2019) with a thesis on the statistical 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
f.ungolo@unsw.edu.au
Location
»Ê¹Ú²ÊƱ Business School, East Lobby, Lev. 5
  • Book Chapters | 2021
    Ungolo F; Kleinow T; Macdonald AS, 2021, 'Parametric Bootstrap Estimation of Standard Errors in Survival Models When Covariates are Missing', in Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020, Springer, pp. 389 - 394,
    Book Chapters | 2021
    Ungolo F; Kleinow T; Macdonald AS, 2021, 'Parametric bootstrap estimation of standard errors in survival models when covariates are missing', in Mathematical and Statistical Methods for Actuarial Sciences and Finance Emaf2020, pp. 389 - 394,
  • Journal articles | 2025
    Den Teuling NGP; Ungolo F; Pauws SC; van den Heuvel ER, 2025, 'Latent-class trajectory modeling with a heterogeneous mean-variance relation', Computational Statistics and Data Analysis, 210,
    Journal articles | 2024
    Euthum M; Scherer M; Ungolo F, 2024, 'A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population', European Actuarial Journal, 14, pp. 495 - 524,
    Journal articles | 2024
    Ungolo F; Garces LPDM; Sherris M; Zhou Y, 2024, 'AffineMortality: An R package for estimation, analysis, and projection of affine mortality models', Annals of Actuarial Science, 19, pp. 23 - 48,
    Journal articles | 2024
    Ungolo F; Garces LPDM; Sherris M; Zhou Y, 2024, 'Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models', North American Actuarial Journal, 28, pp. 570 - 592,
    Journal articles | 2024
    Ungolo F; Laub P, 2024, 'An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes', ASTIN Bulletin, 55, pp. 50 - 75,
    Journal articles | 2024
    Ungolo F; van den Heuvel ER, 2024, 'A Dirichlet process mixture regression model for the analysis of competing risk events', Insurance Mathematics and Economics, 116, pp. 95 - 113,
    Journal articles | 2022
    Ungolo F; van den Heuvel ER, 2022, 'Inference on latent factor models for informative censoring', Statistical Methods in Medical Research, 31, pp. 801 - 820,
    Journal articles | 2020
    Ungolo F; Kleinow T; Macdonald AS, 2020, 'A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates', Insurance Mathematics and Economics, 91, pp. 68 - 84,
    Journal articles | 2019
    Ungolo F; Christiansen MC; Kleinow T; MacDonald AS, 2019, 'Survival analysis of pension scheme mortality when data are missing', Scandinavian Actuarial Journal, 2019, pp. 523 - 547,
  • Working Papers | 2022
    Garces LP; Kolar J; Sherris M; Ungolo F, 2022, Affine Mortality Models with Jumps: Parameter Estimation and Forecasting, CEPAR Working Paper 2022/12, ,
  • Preprints |
    Cottrell PE; Ungolo F, Utilizing Topographic Finance to Understand Volatility,
    Preprints |
    Garces LPD; Kolar J; Sherris M; Ungolo F, Affine Mortality Models with Jumps: Parameter Estimation and Forecasting,
    Preprints |
    Ungolo F; Sherris M; Zhou Y, Multi-factor, Age-Cohort, Affine Mortality Models: A Multi-Country Comparison,
    Preprints |
    Ungolo F; Sherris M; Zhou Y, affine_mortality: A Github repository for estimation, analysis, and projection of affine mortality models,
    Preprints |
    Ungolo F, An Augmented Variable Dirichlet Process Mixture Model for the Analysis of Dependent Lifetimes,