Valeria D'Amato | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation	ANNALS OF ACTUARIAL SCIENCE	2022
The medieval skincare routine according to the formulations of Madgistra Trotula and the Medical School of Salerno and its reflection on cosmetology of the third millennium	JOURNAL OF COSMETIC DERMATOLOGY	2022
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
Gli effetti della pandemia da Covid-19 sulla popolazione italiana e sul pricing dei prodotti assicurativi di puro rischio	Diritto Economia e società dopo la pandemia	2021
Risks \| Special Issue : New Perspectives in Actuarial Risk Management	RISKS	2019
New Perspectives in Actuarial Risk Management		2019
Pension schemes versus real estate	ANNALS OF OPERATIONS RESEARCH	2019
The dependency premium based on a Multifactor Model for dependent mortality data	COMMUNICATIONS IN STATISTICS. THEORY AND METHODS	2019
What if two different interest rates datasets allow for discribing the same financial product?	Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018
"Money Purchase" Pensions: Contract proposals and risk analysis	Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018
De-risking strategy: Longevity spread buy-in	INSURANCE MATHEMATICS & ECONOMICS	2018
Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans	RISKS	2018
1. Life annuity portfolios: risk-adjusted valuations and suggestions on the product attractiveness	4 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop - SMTDA2016	2018
Profit-Sharing and Personal Pension Products: A Proposal	PENSIONS GLOBAL ISSUES, PERSPECTIVES AND CHALLENGES	2017
Counterparty risk evaluation in power derivatives	JOURNAL OF APPLIED QUANTITATIVE METHODS	2016
Multiple Mortality Modeling in Poisson Lee Carter framework	COMMUNICATIONS IN STATISTICS. THEORY AND METHODS	2016
The impact of the discrepancies in the yield curve on actuarial forecasting	Proceedings of the XVI Iberian Italian Conference on Financial and Actuarial Mathematics	2016
Measuring and Hedging the basis risk by Functional Demographic Models	MATHEMATICAL METHODS IN ECONOMICS AND FINANCE	2015