Susanna Levantesi | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
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
The Importance of Economic Variables on London Real Estate Market: A Random Forest Approach	RISKS	2020
LI-CoD Model. From Lifespan Inequality to Causes of Death		2020
Longevity risk management through Machine Learning: state of the art	INSURANCE MARKETS AND COMPANIES	2020
Insurance Role for Handling the COVID-19 impact on Business and Society	JOURNAL OF APPLIED MANAGEMENT AND INVESTMENTS	2020
Smart Portfolio Management con tecniche di Machine Learning	Rapporto Tecnico del Dipartimento di Scienze Statistiche	2020
Application of Machine Learning to Mortality Modeling and Forecasting	RISKS	2019
A deep learning integrated Lee-Carter model	RISKS	2019
Data Science and machine learning in insurance	Data Science and machine learning in insurance	2019
A complex networks approach to pension funds	JOURNAL OF BUSINESS RESEARCH	2019
Natural hedging in long-Term care insurance	ASTIN BULLETIN	2018
Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull	NORTH AMERICAN ACTUARIAL JOURNAL	2018

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