Susanna Levantesi | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
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
Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth	DEMOGRAPHIC RESEARCH	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
ESG score prediction through random forest algorithm	COMPUTATIONAL MANAGEMENT SCIENCE	2021
Fundamental ratios as predictors of ESG scores: a machine learning approach	DECISIONS IN ECONOMICS AND FINANCE	2021
The Neural Network Lee–Carter Model with Parameter Uncertainty: The Case of Italy	Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020	2021
Quantile Regression Neural Network for Quantile Claim Amount Estimation	Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020	2021
Modelling Health Transitions in Italy: A Generalized Linear Model with Disability Duration	Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020	2021
A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward	SOFT COMPUTING	2020
De-risking long-term care insurance	SOFT COMPUTING	2020
Longevity risk and economic growth in sub-populations: evidence from Italy	DECISIONS IN ECONOMICS AND FINANCE	2020
Life expectancy and lifespan disparity forecasting: a long short-term memory approach	SCANDINAVIAN ACTUARIAL JOURNAL	2020
Automatic Balance Mechanisms for Notional Defined Contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system	ANNALS OF OPERATIONS RESEARCH	2020

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