Pubblicazioni

Mathematical and Statistical methods for Actuarial Sciences and Finance

2024 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Apicella, Giovanna; Di Lorenzo, Emilia; Magni, Giulia; Sibillo, Marilena

An Application of Beta Binomial GAMLSS for the Estimate of Surrender Rates

2024 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Baione, Fabio; Biancalana, Davide; De Angelis, Paolo

A Comparison of Beta Regression and Copula Regression for Partial Lapse Rate Estimate

2024 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Baione, Fabio; Biancalana, Davide; Santoro, Andrea

Machine Learning for ESG Rating Classification: An Integrated Replicable Model with Financial and Systemic Risk Parameters

2024 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Castellano, Rosella; Cini, Federico; Ferrari, Annalisa

Machine Learning in Nested Simulations Under Actuarial Uncertainty

2021 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Castellani, Gilberto; Fiore, Ugo; Marino, Zelda; Passalacqua, Luca; Perla, Francesca; Scognamiglio, Salvatore; Zanetti, Paolo

An Application of Zero-One Inflated Beta Regression Models for Predicting Health Insurance Reimbursement

2021 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Baione, F; Biancalana, D; De Angelis, P

A Risk Based Approach for the Solvency Capital Requirement for Health Plans

2021 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Baione, F.; Biancalana, D.; De Angelis, P.

Improved Precision in Calibrating CreditRisk+ Model for Credit Insurance Applications

2021 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Giacomelli, J.; Passalacqua, L.

Dynamic Policyholder Behaviour and Surrender Option Evaluation for Life Insurance

2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Baione, F.; Biancalana, D.; De Angelis, P.; Granito, I.

Improving Lee-Carter forecasting: methodology and some results

2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Apicella, Giovanna; Dacorogna, Michel M.; Di Lorenzo, Emilia; Sibillo, Marilena

A Generalized Error Distribution-Based Method for Conditional Value-at-Risk Evaluation

2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
CERQUETI, Roy; MASSIMILIANO, GIACALONE; Panarello, Demetrio

Tuning a Deep Learning Network for Solvency II: Preliminary Results

2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Fiore, Ugo; Marino, Zelda; Passalacqua, Luca; Perla, Francesca; Scognamiglio, Salvatore; Zanetti, Paolo

What if two different interest rates datasets allow for discribing the same financial product?

2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Sibillo, M.; D'Amato, V.; Diaz, A.; Di Lorenzo, E.; Eliseo, NAVARRO ARRIBAS

"Money Purchase" Pensions: Contract proposals and risk analysis

2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Sibillo, M.; D'Amato, V.; Di Lorenzo, E.; Tizzano, R.

A network approach to risk theory and portfolio selection

2017 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
CERQUETI, Roy; Lupi, Claudio

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