BARBARA VANTAGGI

In the academic year 2025-26 I teach

Probability and Stochastic Processes for Insurance and Finance
Basic Mathematics Course

The course "Probability and Stochastic Processes for Insurance and Finance" is scheduled for the first semester of the first year of the Master's Degree in Finance and Insurance - Language of instruction: Italian, Curricula: Finance, Insurance Classes will begin on September 23, 2025 Classes will be held in Room 6b at the Faculty of Economics, Via Castro Laurenziano 9, with the following times:
- Tuesday 10:00-12:00
- Thursday 10:00-12:00
- Friday 8:00-10:00

The course "Basic Mathematics" is scheduled for the first semester of the first year of the Master's Degree in Business Sciences - Language of instruction: Italian, Channel: E-M Classes will begin on September 16, 2025. Class times are as follows:
- Tuesday, 12:00-2:00 PM, Room X, Faculty of Economics, Via Castro Laurenziano 9
- Wednesday, 8:00-10:00 AM, Room 5, Faculty of Economics, Via Castro Laurenziano 9
- Friday, 10:00-12:00 PM, Room 5, Faculty of Economics, Via Castro Laurenziano 9

CURRICULUM VITAE of Barbara Vantaggi

Current Address: Department MEMOTEF - University La Sapienza of
Roma, Via Castro Laurenziano 9, 00161 Roma (Italy)

Academic position:
Full Professor of Mathematical Methods of Economics and Finance anf Actuarial Sciences

Past Academic position:
Associate Professor of Probability and Mathematical Statistics at the University La Sapienza, Roma (30/12/2010-2.9.2019)
Researcher of Probability and Mathematical Statistics at the University La Sapienza, Roma (1/11/1999-29/12/2010)

Bibliometric indeces:
Number of papers: 142 (Scopus)
H-index: 21 (Scopus)
Citations: 1307 (Scopus)

Editorial Activity:
Area Editor of Fuzzy sets and systems (since May 2018).
Member of Editorial Board of International Journal of Approximate Reasoning (since 2016).
Co-Guest Editor: Models for Dynamic Reasoning under Partial Knowledge to Make Interpretable Decisions, International Journal of Uncertainty Fuzziness and Knowledge Based Systems (2025), 33(7).
Co-Guest Editor of the special issue Thirteenth international symposium on imprecise probabilities: Theories and applications (ISIPTA'2023), International Journal of Approximate Reasoning (2024). 172.
Co-Guest Editor of Proceedings of Machine Learning Research, 2023, 215.
Co-Guest Editor of the special issue The Mathematics of Subjective Probability, Decisions in Economics and Finance (2020).
Co-Guest Editor of Lecture Notes in Computer Science Volume 11142 LNAI, Procedings of 12th International Conference on Scalable Uncertainty Management, SUM 2018 (2018).
Co-Guest Editor of the special issue VSI: SMPS 2016, International Journal of Approximate Reasoning.
Co-Editor “Soft Methods for Data Science”, Advances in Intelligent Systems and Computing, Springer Verlag (2016)
Co-Guest editor of volume of March 2008 of the journal International Journal of Approximate Reasoning.

Seminar and invited talk (since 2015)
Bayesian inferential models with multiple priors: lower and upper envelopes, Plenary talk at workshop ’Alcuni argomenti di Probabilità, Statistica e Teoria della Misura’, in honor of the Prof. Patrizia Berti, Modena 9/6/2015
Bayesian inference starting from a 2-monotone prior capacity, Invited talk at 3rd Meeting on Statistics Athens, 2015
de Finetti coherence and beyond, Tutorial at International Symposium on Imprecise Probability: Theories and Applications ISIPTA 2015, Pescara, 2015
Decisions under partial knowledge and risk, Plenary talk to the meeting of trilateral project Italy-France Germany at Villa Vigoni Human rationality 2015
Rationality principles for preferences, Plenary talk at Vila Lana, Academy of Science, Praga, 2016
Preference relations agreeing with conditional Choquet expected values with respect to conditional belief or plausibility functions, Invited talk at EURO 2016, Poznan, Polonia (session Imprecise Probability)
Knowledge Processing in Decisions under Fuzziness and Uncertainty, Invited talk, IFSA Conference 2017, Otsu, Japan.
Decisions on generalized Anscombe-Aumann acts under possibly unexpected scenarios, Plenary talk, Workshop WUPES 2018, Trebon Czeck Republic.
Belief functions in decision theory, 5th School on Belief Functions and their Applications, 2019, La Certosa di Pontignano, Siena.
Addressing ambiguity in randomized reinsurance contracts using belief functions, Convegno Belief function 2022 Parigi
Ambiguity in randomized reinsurance stop-loss treaties through e-contamination, Convegno AMASES 2023 % $\epsilon$ %-contamination
A dynamic Choquet pricing rule with bid-ask spreads under ambiguity, University of Bologna, 2023
A dynamic Choquet pricing rule with bid-ask spreads under Dempster–Shafer uncertainty, SIPTA SEMINAR, 2024
Decision and reasoning under uncertainty and partial knowledge, Working group on Soft Computing, 2024
From de Finetti’s coherence to new theories for reasoning under uncertainty, 16th International Conference on Scalable Uncertainty Management (SUM 2024), 27-29 Novembre 2024
Going beyond probability in reasoning under uncertainty, Women in Mathematics 2025 (WIM 2025), 6-7 Febbraio 2025, Palermo
Trasporto ottimo con probabilità marginali parzialmente specificate e pseudo-distanze di Choquet-Wasserstein, Settima edizione T.D. – Teoria delle Decisioni – Tributo al Duca at Bocconi University, 23.06.2025, Milano

Coordinator of the following projects
• PRIN 2022 Models for dynamic reasoning under partial knowledge to make interpretable decisions (Coordinator of the local unit of Roma La Sapienza, MIUR)
• ROME DIGITAL HUB - EDITH - Misura M4C2 I2.3 (Co-Coordinator of the local unit of Roma La Sapienza, Ministero delle Imprese e Made in Italy)
• DIGITAL EDUCATION HUB - ALMA (Scientific component of the local unit of Roma La Sapienza, Ministero delle Imprese e Made in Italy)
• POT-TALENTI (Coordinator of the local unit of Roma La Sapienza, MIUR)
• PRIN 2008: Dynamic decision models under partial and vague knowledge (Coordinator of the local unit of Roma La Sapienza, MIUR)
• FFABR 2017 (As associate Professor)
• Founds for organization of the international conference “Soft Methods in Probability and Statistics” (GNAMPA INdAM 2016)

Organization of workshop
• Co-organizator Partial Knowledge and Uncertainty: Independence, Conditioning, Inference, Rome (2000)
• Co-organizator workshop Reasoning under Partial Knowledge, Foligno - Perugia (2005)
• Matematica e Informatica per il trattamento dell’informazione e della conoscenza (Universita’ di Perugia- Dip. Matematica e Informatica) (01.01.2004-30.10.2013)
• Co-organizator workshop Soft Methods in Probability and Statistics, SMPS 2016, Roma (2016)
• Co-organizator workshop The Mathematics of Subjective Probability, MSP 2018, Milano (2018)
• Co-organizator workshop The 12th International Conference on Scalable Uncertainty Management, SUM 2018, Milano (2018)
• Co-organizator workshop Reasoning under partial knowledge. Perugia (2018) Member of P.h.D. Program
• Scienze e Tecnologie per i Sistemi Complessi (Sapienza) (1.11.2016-30.10.2019)
• Conference IPMU 2025, 15-19 June 2025
• Conference AMASES 2025, 3-5 September 2025

Software
• Fast closure computation and representation by means of DAGs of conditional independencies in C++ (in
collaboration with M. Baioletti, G. Busanello)
• Coherence check and extensions of conditional probability assessments and lower-upper envelopes of conditional
probabilities C++ (in collaboration with A. Capotorti, L. Galli, S. Tognoloni, F. Rossi)
• IAS-algorithm: iterative inverse solver in MATLAB (in collaboration with D. Calvetti, E. Somersalo, A.
Pascarella, F. Pitolli)