Luca Passalacqua | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
RecessionRisk+: A Novel Recession Risk Model with Applications to the Solvency II Framework and Recession Crises Forecasting	MATHEMATICS	2024
Machine learning techniques in nested stochastic simulations for life insurance	APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY	2021
Calibrating the CreditRisk+ Model at Different Time Scales and in Presence of Temporal Autocorrelation	MATHEMATICS	2021
Machine Learning in Nested Simulations Under Actuarial Uncertainty	Mathematical and Statistical Methods for Actuarial Sciences and Finance	2021
Unsustainability Risk of Bid Bonds in Public Tenders	MATHEMATICS	2021
Improved Precision in Calibrating CreditRisk+ Model for Credit Insurance Applications	Mathematical and Statistical Methods for Actuarial Sciences and Finance	2021
Tuning a Deep Learning Network for Solvency II: Preliminary Results	Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018
Calibrating the dependence structure of the CreditRisk+ model at different time scales		2018
An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework		2018
Relevant applications of Monte Carlo simulation in Solvency II	SOFT COMPUTING	2017
Machine Learning-Based Elastic Cloud Resource Provisioning in the Solvency II Framework	Proceedings of the 2016 IEEE 36th International Conference on Distributed Computing Systems Workshops	2016
On the State guarantee in the joint-stock Company supporting the capitalization and restructuring of Italian firms.		2015