La Sapienza - Università di Roma

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School of Statistical Sciences

PhD: School of Statistical Sciences
Department: Statistical Sciences
Coordinator: Prof. Pierluigi Conti

Contact: Prof. Stefania Borghi
Telephone: (+39) 06 4925 5329 
Email: dottorato-dss@uniroma1.it
Website: http://www.dss.uniroma1.it/en/node/6151

Objectives:

DEMOGRAPHY
The training of PhD in Demography aims at providing to doctoral students with a broad and solid knowledge of the conceptual tools and methodologies for the study of population, its dynamics and interrelationships that link demographic behaviours with the economical and social ones.

More specifically, it seeks to ensure a high qualification to graduate students in the field of demographic research and analysis of complex problems of the population, seen under different points of view and in their interrelations with different disciplines. Consider, for example, the study of phenomena such as foreign immigration, the process of population aging, changing family and cohabitation forms, health conditions, survival and longevity, the relation between population and environment. These issues are all assuming an increasing importance in the contemporary world and their implications will have a decisive impact on social and economic balance in our country.

The above mentioned phenomena need, in order to be properly understood, a multidisciplinary perspective which is able to combine different approaches and different tools of analysis. Similarly, the preparation and evaluation of policies that act on the population and its needs require specific skills and competencies. In this context and with the growing pressure imposed by the deep demographic changes which are taking place (primarily the population aging), it becomes even more important to train experts in demographic issues that can meet the demand for specific skills in problems of population both nationally (particularly by ISTAT, the CNR, the University, but also a growing number of centers and private research institutes) and internationally (by research organizations and non), with particular reference to the Mediterranean and Eastern Europe countries.

Indeed, the profound changes in population dynamics (nuptiality, fertility, migration, morbidity, mortality and longevity) and related phenomena require proper researcher skills, both during the data collection and assessment of their quality, and also in the analysis and interpretation, when the ability to identify causes and consequences of behaviours and structures, integrating themes, knowledge of economic, social, health and environmental  information is required. In particular, we aim at acquiring technical and methodological skills needed for the study areas characterized by serious shortcomings in terms of statistical information, an area which has developed a scientific theoretical approach for defining indirect measures of the phenomena.

Both at the micro level, the individual and the family one, and at the macro level of population, demographics faces up issues that need a multidisciplinary approach in order to be adequately developed and understood: economics, sociology, epidemiology, medicine, biology and anthropology, just to mention a few of the subjects related to Demography, enter entirely into the cultural and scientific background necessary to understand the demographic reasons and consequences of demographic behaviour and make it able to organize and / or participate in research teams in which several disciplines converge.

The doctoral training activity is organized so as to enhance this multidisciplinary vision, without giving up on a solid methodological basis: at the end of the course, graduate students acquire a thorough knowledge of methodological tools of the discipline, as well as of mathematical and statistical tools to develop and manage models for analysis, simulation and forecasting useful in population analysis.

ACTUARIAL SCIENCES
The aim of the curriculum in Actuarial Science, organized at the Department of Statistical Science of the Sapienza University of Rome, is to develop the scientific research in the Actuarial Science area. The topics that represent the focus of the research activity of the PhD in Actuarial Science, coincide with the themes that are analysed thoroughly by the professors of the aforementioned department. Furthermore the doctorate in Actuarial Science has a precise identity among the ones offered at Sapienza, because it contemplates the use of mathematics, probability and statistics oriented towards the theory and the applications in the Actuarial Science area. More in general, the doctorate in Actuarial Science is, at the moment, the only doctorate in Italy that is specifically oriented towards the scientific research in Actuarial Science. This peculiarity is constantly pointed out by AMASES (Association for Applied Mathemathics to Economics and Social Science), that carries out survey on a regular basis on existing doctorates in Italy within the scientific area SECS-S/06. Latest results of this survey emphasize that, at the moment in Italy, there are slightly more than ten doctorates oriented towards Applied Mathemathics, Business, Economics and Financial Science area and only one doctorate, this one, specifically oriented towards Actuarial Science.

The main research areas of the doctorate in Actuarial Science are:

  • Life and Non-Life Insurance Mathematics;
  • Pensions Mathematics;
  • Reinsurance;
  • Risk Theory;
  • Solvency;
  • Financial Mathematics;
  • Economics of Insurance;
  • Accounting for Insurance.

The noteworthy development of scientific research in the area of Actuarial Science, noticed in recent years, suggests a nationwide adoption of aggregation, even of consortium type. The latest determinations of the teaching body of the doctorate in Actuarial Science are coherent with this tendency: indeed, the recent agreement with the University Luiss - Guido Carli of Rome and with the University Cattolica del Sacro Cuore of Milan, and other projects of agreement (with the University of Florence, the University of Samnium (Benevento) and the University of Calabria) currently being assessed, pursue the aim to enhance a doctorate in the area of Actuarial Science into which experiences and contributions of ideas coming from other Athenaeums and, possibly, even from some Public or Private Institutions can merge. Further to the above abservation it should be pointed out furthermore that in the most recent biennium the teaching body of the doctorate has been significantly expanded. In particular, a considerable contribution is provided by colleagues from other Athenaeums, which have an agreement with the doctorate or are close to conclusion of an agreement (currently there are four).

The specificity of subjects that are the study objective of PhD research in Actuarial Science does imply that the group of scholars constituting the teaching body remain very selected and, hence, of a small number. Significant are also relationships that the PhD in Actuarial Science has established, in the course of the time, with some of the most prestigious European and International Universities in the field of Actuarial Science. It is worth mentioning, among others, the Cass Business School of London (in particular professor Steven Haberman), the ETH of Zurich (in particular professor Hans Bühlmann and professor Paul Embrechts), the University of Colonia (in particular professor Hanspeter Schmidli), the University of Waterloo (in particular professor Harry Panjer) and the Catholic University of Lovanio (in particular professor Michel Denuit), locations where at least one PhD student spents each doctorate cycle, usually, a period of study (for  a period ranging from three to six months). At present, two doctoral students are taking advantage of a period of study abroad (respectively, at ETH of Zurigo and at Max Planck Institute of Rostock).

METHODOLOGICAL STATISTICS
The aim of the PhD program in Methodological Statistics is to prepare students for university teaching and research careers, and for industrial and governmental positions involving research in new statistical methods, both in Italy and abroad. The programme also aims to create a figure with highly specialized skills in all the fields related to the data-production process, including: planning of surveys and experiments, implementation of methodologies, data analysis, presentation of results. The three main activities that allows PhD students to achieve these goals are:
a) advanced courses;
b) monographic courses;
c) research projects.

PhD students in Methodological Statistics are required to attend classes in advanced general topics, such as: Probability, Stochastic Processes, Decision Theory, Multivariate Statsitics, Sampling Theory, Bayesian Inference, Computational Statistics, Time Series, Spatial Statistics, Data Mining, Statistical Methods for Clinical Trials. Students are also required to attend courses on more specific topics.

The mail goal of the doctoral studies in Methodological Statistics is to form students able to develop original research. They are led to deal with open and relevant research topics under the superivsion of senior researchers from Sapienza University and/or other international research institutions. Results of this research activity lead to a final doctoral Thesis. Doctoral students are also invited to spend a period of study and research in prestigious research institutions abroad, such as Carnegie Mellon University (USA), Duke University (USA), Oviedo University (Spain), San Petersburgh University (Russia), Novartis Pharma – methodology (CH), Alicante University (Spain). The core of the topics of interest of the curriculum is quite wide and includes: statistical inference, multivariate statistics, non parametric methods, time series analysis, classification, data mining, Bayesian methods, stochastic processes, biostatistics. During the 3-year program doctoral students are involved in the research activity of the Department. Most of previous PhD students are currently employed in Academia and leading research Institutions, both in Italy and abroad.