Susanna Levantesi

Pubblicazioni

Titolo Pubblicato in Anno
Fuzzy clustering of the healthy life expectancy decomposition: A multi-population analysis SOCIO-ECONOMIC PLANNING SCIENCES 2024
Risk Sharing Rule and Safety Loading in a Peer to Peer Cooperative Insurance Model DECISIONS IN ECONOMICS AND FINANCE 2024
Financial sustainability and automatic balance mechanisms for NDC pension systems with disability benefits ANNALS OF OPERATIONS RESEARCH 2024
Disaggregating Death Rates of Age-Groups Using Deep Learning Algorithms JOURNAL OF OFFICIAL STATISTICS 2024
De-risking in multi-state life and health insurance ANNALS OF ACTUARIAL SCIENCE 2024
Multi‑country clustering‑based forecasting of healthy life expectancy QUALITY AND QUANTITY 2023
Modeling Gender Life Expectancy Ratio in a Multi-population Framework SOCIAL INDICATORS RESEARCH 2023
Firms' profitability and ESG score: A machine learning approach APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 2023
Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition SCANDINAVIAN ACTUARIAL JOURNAL 2023
Neural Networks for quantile claim amount estimation: aq auntile regression approach ANNALS OF ACTUARIAL SCIENCE 2023
A multi-way analysis of similarity patterns in longevity improvements STATISTICAL METHODS & APPLICATIONS 2023
A cohort study on the gender gap in mortality through the Tucker3 model CLADAG 2023 Book of abstracts and short papers 2023
Enhancing diagnostic of stochastic mortality models leveraging contrast trees: an application on Italian data QUALITY AND QUANTITY 2023
Optimal cashback in a cooperative framework for peer-to-peer insurance coverages ANNALS OF OPERATIONS RESEARCH 2023
The relay for human longevity: country-specific contributions to the increase of the best-practice life expectancy QUALITY & QUANTITY 2022
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

ERC

  • SH1_5

KET

  • Big data & computing

Interessi di ricerca

  • Machine learning in insurance and finance;
  • Longevity risk: modeling and management;
  • Pricing of mortality linked securities;
  • Solvency capital requirements for life insurance and pension funds;
  • Actuarial models for health insurance (Long Term Care, Critical Illness).

Keywords

machine learning
Long-Term care insurance
risk management
actuarial science

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