Combine egg yolks and sugar in a large bowl; beat using an electric mixer until frothy and pale. Add brandy and mascarpone cheese. Continue beating until mixture becomes firm, about 5 minutes.
Beat egg whites in a glass, metal, or ceramic bowl until stiff peaks form. Beat cream in a separate chilled glass or metal bowl using an electric mixer until soft peaks form. Gently fold egg whites and whipped cream into mascarpone mixture with a spatula or wooden spoon.