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The incident occurred in a customs police office in Terminal 3 of the airport, Italy's largest. Police said the man had poured a canister of fuel over himself and ignited it with a lighter.
The man was taken to hospital in serious condition while a policeman who put out the flames sustained a burn to his arm.
The smoke caused alarm among travellers and a small part of the airport was briefly closed off. No other injuries or disruption were reported. (Reporting by Naomi O'Leary; Editing by Kevin Liffey)