Susanna Levantesi | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
Fuzzy clustering of the healthy life expectancy decomposition: A multi-population analysis	SOCIO-ECONOMIC PLANNING SCIENCES	2024
Risk Sharing Rule and Safety Loading in a Peer to Peer Cooperative Insurance Model	DECISIONS IN ECONOMICS AND FINANCE	2024
Financial sustainability and automatic balance mechanisms for NDC pension systems with disability benefits	ANNALS OF OPERATIONS RESEARCH	2024
Disaggregating Death Rates of Age-Groups Using Deep Learning Algorithms	JOURNAL OF OFFICIAL STATISTICS	2024
De-risking in multi-state life and health insurance	ANNALS OF ACTUARIAL SCIENCE	2024
Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy	ASTA ADVANCES IN STATISTICAL ANALYSIS	2024
Measuring business impacts on the sustainability of European-listed firms	SOCIO-ECONOMIC PLANNING SCIENCES	2024
Solvency and Sustainability: Evidence from the Insurance Industry	Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2024	2024
The Environmental Score and the Financial Statement: A Machine Learning Analysis for Four European Stock Indexes	Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2024	2024
Multi‑country clustering‑based forecasting of healthy life expectancy	QUALITY AND QUANTITY	2023
Modeling Gender Life Expectancy Ratio in a Multi-population Framework	SOCIAL INDICATORS RESEARCH	2023
Firms' profitability and ESG score: A machine learning approach	APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY	2023
Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition	SCANDINAVIAN ACTUARIAL JOURNAL	2023
Neural Networks for quantile claim amount estimation: aq auntile regression approach	ANNALS OF ACTUARIAL SCIENCE	2023
A multi-way analysis of similarity patterns in longevity improvements	STATISTICAL METHODS & APPLICATIONS	2023
A cohort study on the gender gap in mortality through the Tucker3 model	CLADAG 2023 Book of abstracts and short papers	2023
Enhancing diagnostic of stochastic mortality models leveraging contrast trees: an application on Italian data	QUALITY AND QUANTITY	2023
Optimal cashback in a cooperative framework for peer-to-peer insurance coverages	ANNALS OF OPERATIONS RESEARCH	2023
The relay for human longevity: country-specific contributions to the increase of the best-practice life expectancy	QUALITY & QUANTITY	2022
Causes-of-Death Specific Estimates from Synthetic Health Measure: A Methodological Framework	SOCIAL INDICATORS RESEARCH	2022

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