Susanna Levantesi

Pubblicazioni

Titolo Pubblicato in Anno
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
An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry PHYSICA. A 2018
A longevity basis risk analysis in a joint FDM framework JOURNAL OF RISK FINANCE 2017
Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II. RISKS 2017
Allungamento della vita media e rischio assicurativo Allungamento della vita media e rischio assicurativo 2016
Modelli attuariali per la stima di basi tecniche relative ad assicurazioni di persone Assicurazioni sulla salute: caratteristiche, modelli attuariali e basi tecniche 2016
Stima di basi tecniche per assicurazioni LTC, malattie gravi e invalidità Assicurazioni sulla salute: caratteristiche, modelli attuariali e basi tecniche 2016
Measuring and Hedging the basis risk by Functional Demographic Models MATHEMATICAL METHODS IN ECONOMICS AND FINANCE 2015

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

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