Fabio Spizzichino
Personal
Details
Place and Date of
Birth: Rome, Italy, 01.16.1948
Citizenship: Italian
Marital Status: Married
Children: Valeria and Flavia
Present appointment
Professor of Probability
Theory, University "La Sapienza", Rome, Italy.
Career to date
1990 - present: Professor of Probability
Theory
1983-1990: Associate Professor of Mathematical Statistics, University
"La Sapienza", Rome, Italy.
1979-1983: Assistant Professor of Mathematical Statistics, University
"La Sapienza", Rome, Italy.
1975- 1979: Assistant Professor of Probability Theory, University of
Siena, Italy.
Education
1972 Laurea in Matematica,
University "La Sapienza", Rome, Italy.
Research Interests
-
Probability theory
and applications;
-
point processes;
-
stochastic filtering
and optimal stopping;
-
dependence and
stochastic orders;
-
Bayesian statistics;
-
Reliability and
Survival analysis.
Special interests in the
field of Reliability and Survival analysis
Inequalities;
majorization; stochastic orderings; properties of stochastic dependence;
multivariate properties of stochastic ageing; use of copulas and
semi-copulas; special models (mixture models, frailty models,
change-point models, generalized Marhall-Olkin models, shock models, …);
burn-in and optimal stopping of burn-in.
Active participation in
numerous International Conferences, Workshops, and Schools, including
“International Conference
on Applied Probability” 2008, Compiegne, France, July 2008
“Fuzzy Sets Theory and
Applications”, Liptovsky Jan, Slovak Republic, February 2008
“Stochastic Processes:
Theory and Applications”, Bressanone, Italy, July 2007
“Mathematical Methods in
Reliability”, Glasgow, UK, July 2007
“Fuzzy Sets,
Probabilities, and Statistics”. 28th Linz Seminar on Fuzzy Set Theory.
Linz, Austria, February 2007
“Probabilistic Symmetries
and Their Applications”, Ottawa, Canada, May 2006
“ New Trends in Risk
Theory”, Florence, Italy, October 2005
“Stochastic Methods in
Mathematical Finance”, Rome, Italy, September 2005
“Functional Analysis in
Economic and Finance”, Cetraro, Italy, July 2005
“Bayesian Inference in
Stochastic Processes”, Varenna, Italy, June 2005
“Longevity, Aging, and
Degradation Models”, San Petersburg, June 2004
“Dependence Modelling:
Statistical Theory and Applications in Finance and Insurance”, Quebec
City, Canada, May 2004
“International Conference
on Applied Probability”, Pyraeus, March, 2004
"Workshop on
Semi-parametric Models and Applications", Mont S. Michel, France, May
2003
"Mathematical Methods in
Reliability", Trondheim, Norway, June 2002
“Magdenburg Stochastic-Tage
2002, Magdenburg, Germany, March 2002
"Esrel 2001, Safety and
Reliability", Turin, September 2001
"Mathematical Methods in
Reliability", Bordeaux, France, July 2000
“Workshop on
Computational Stochastics”, Aarhus, Denmark, January 2000
"10th Informs Applied
Probability Conference", Ulm, Germany, July 1999
"VI International Meeting
on Bayesian Statistics", Alcoceber, Spain, June 1998
"International Conference
of the Bernoulli Society", Wien, Austria, August 1996
"3rd International
Conference on Industrial and Applied Mathematics", Hamburg, Germany,
July 1995
''Recent Developments and
Challenges in Reliability and Maintenability of Complex Systems'',
Antalya, Turkey, June 1995
“INRIA-ORSA Meeting on
Applied Probability”, Paris, France, June 1993
“Summer School on
Probability of University of Helsinki”, Lahti, Finland, June 1993
“International
Conference on Bayesian Econometrics and Statistics”, Basel-Amsterdam,
April 1993
“IV International Meeting
of Statistics in the Basque Country”, San Sebastian, Spain, August 1992
“Recent Developments in
Exchangeability”, Cortona , Italy, October 1991
“International Conference
on Reliability Theory”, Columbia, Missouri, Usa, June 1991
“IV International Meeting
on Bayesian Statistics”, Peniscola, Spain, April 1991
Invited talks and
seminars have been given in several Universities and Research Centers,
including
Department of
Knowledge-Based Mathematical Systems, J. Kepler University, Linz,
Austria
Laboratoire de
Probabilite e Statistique, Universite` P. Sabatier, Toulouse, France
U.F.R. Science et
Modelization Universite` V. Segalen, Bordeaux, France
Département Mathématiques
Informatique Statistique, Université Bretagne Sud, Vannes, France
Department of
Mathematics, Universitat Ulm, Germany
Department of Operations
Research, The G. Washington University, Washington DC, Usa
Department of
Mathematics, University of Arizona, Tucson, Usa
Department of Statistics,
University of Connecticut, Storrs, Usa
Department of
Mathematics, University of Tel Aviv, Tel Aviv, Israel
Department of
Mathematics, University of Bar Ilan, Ramat Gan, Israel
Department of Industrial
Engineering and Operations Research, University of California, Berkely,
Usa
Department of
Mathematics, University of Maryland, College Park, Usa
Department of Statistics,
Technical University of Wien, Wien, Austria
Department of Mathematics
and Computer Science, The City University of New York, Usa
Department of Statistics,
University of Warwick, Coventry, England
Department of
Mathematics, University of Bologna, Bologna, Italy
Department of
Mathematics, University of Lecce, Lecce, Italy
Department of
Mathematics, University of Pavia, Pavia, Italy
Department of
Mathematics, Technical University of Torino, Torino, Italy
Department of
Mathematics, University of Torino, Torino, Italy
Department of
Mathematics, University of Padova, Padova, Italy
Department of Economics,
University of Insubria, Varese, Italy
IAMI, C.N.R., Milano
IAC, C.N.R., Roma
