| Publication | Date of Publication | Type |
|---|
A tensor-based approach to cause-of-death mortality modeling Annals of Operations Research | 2025-01-20 | Paper |
Firms' profitability and ESG score: a machine learning approach Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
A multi-way analysis of similarity patterns in longevity improvements Statistical Methods and Applications | 2024-03-01 | Paper |
Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition Scandinavian Actuarial Journal | 2023-09-11 | Paper |
A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts North American Actuarial Journal | 2023-07-03 | Paper |
The relationship between longevity and lifespan variation Statistical Methods and Applications | 2022-10-04 | Paper |
ESG score prediction through random forest algorithm Computational Management Science | 2022-07-15 | Paper |
De-risking long-term care insurance Soft Computing | 2022-07-12 | Paper |
A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward Soft Computing | 2022-07-12 | Paper |
An option pricing approach for measuring solvency capital requirements in insurance industry Physica A | 2022-07-01 | Paper |
Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks International Journal of Approximate Reasoning | 2022-01-20 | Paper |
Fundamental ratios as predictors of ESG scores: a machine learning approach Decisions in Economics and Finance | 2022-01-06 | Paper |
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 | 2021-11-08 | Paper |
Longevity risk and economic growth in sub-populations: evidence from Italy Decisions in Economics and Finance | 2021-08-10 | Paper |
Life expectancy and lifespan disparity forecasting: a long short-term memory approach Scandinavian Actuarial Journal | 2021-05-28 | Paper |
Pricing critical illness insurance from prevalence rates: Gompertz versus Weibull North American Actuarial Journal | 2018-06-20 | Paper |
Natural hedging in long-term care insurance ASTIN Bulletin | 2018-06-05 | Paper |
A health insurance pricing model based on prevalence rates: application to critical illness insurance Insurance Mathematics & Economics | 2015-01-28 | Paper |
Solvency capital requirements for longevity risk under different stochastic mortality models Advances and Applications in Statistics | 2013-11-05 | Paper |
Modelling and managing longevity and disability risks in long term care insurance Advances and Applications in Statistical Sciences | 2012-09-07 | Paper |
Managing longevity and disability risks in life annuities with long term care Insurance Mathematics & Economics | 2012-05-11 | Paper |
| scientific article; zbMATH DE number 5252494 (Why is no real title available?) | 2008-03-20 | Paper |
The Development of an Optimal Bonus-Malus System in a Competitive Market ASTIN Bulletin | 2005-03-30 | Paper |