Susanna Levantesi | Ricerc@Sapienza

Publications

Title	Published on	Year
Causes-of-Death Specific Estimates from Synthetic Health Measure: A Methodological Framework	SOCIAL INDICATORS RESEARCH	2022
Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks	INTERNATIONAL JOURNAL OF APPROXIMATE REASONING	2022
Mutual peer-to-peer insurance: The allocation of risk	JOURNAL OF CO-OPERATIVE ORGANIZATION AND MANAGEMENT	2022
An application of contrast trees for mortality models diagnostic and boosting	Book of short papers. IES 2022 Innovation & society 5.0: statistical and economic methodologies for quality assessment	2022
Predicting the second wave of COVID-19 pandemic through the Dynamic Evolving Neuro Fuzzy Inference System	Quantitative Methods in Demography: Methods and Related Applications in the Covid-19 Era	2022
Deep learning in predicting cryptocurrency volatility	PHYSICA. A	2022
A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts	NORTH AMERICAN ACTUARIAL JOURNAL	2022
A tensor-based approach to cause-of-death mortality modeling	ANNALS OF OPERATIONS RESEARCH	2022
Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic	SUSTAINABILITY	2022
An Application of the Tensor-Based Approach to Mortality Modeling	Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022	2022
Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth	DEMOGRAPHIC RESEARCH	2022
Automatic Balance Mechanisms in an NDC Pension System with Disability Benefits	Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2022	2022
Modelling Life Expectancy Gender Gap in a Multi-population Framework	Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2022	2022
Machine Learning and Financial Literacy: An Exploration of Factors Influencing Financial Knowledge in Italy	JOURNAL OF RISK AND FINANCIAL MANAGEMENT	2021
Preface: recent developments in financial modelling and risk management	ANNALS OF OPERATIONS RESEARCH	2021
COVID-19 crisis and resilience: challenges for the insurance sector	ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS	2021
The relationship between longevity and lifespan variation	STATISTICAL METHODS & APPLICATIONS	2021
Network analysis of pension funds investments	PHYSICA. A	2021
Measuring financial sustainability and social adequacy of the Italian NDC pension system under the COVID-19 pandemic	Rapporto Tecnico del Dipartimento di Scienze Statistiche	2021
Improving longevity risk management through machine learning	The Essentials of Machine Learning in Finance and Accounting	2021

ERC

SH1_5

KET

Big data & computing

Interessi di ricerca

Keywords

machine learning

Long-Term care insurance

risk management

actuarial science

Progetti di Ricerca

New issues in systemic risk management