Susanna Levantesi | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
Fuzzy clustering of the healthy life expectancy decomposition: A multi-population analysis	SOCIO-ECONOMIC PLANNING SCIENCES	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
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
An Application of the Tensor-Based Approach to Mortality Modeling	Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022	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

Progetti di Ricerca

New issues in systemic risk management