Salvatore Scognamiglio

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multi-population mortality modelling and forecasting with divergence bounds Annals of Operations Research	2026-08-27	Paper
Climate-related extensions of the Lee-Carter model	2026-07-14	Paper
Calibrating temperature models with neural networks for weather derivatives	2026-07-14	Paper
Machine learning in nested simulations under actuarial uncertainty	2026-04-22	Paper
Explainable Least Square Monte Carlo for Solvency Capital Requirement Evaluation North American Actuarial Journal	2026-04-10	Paper
Transformers-based least square Monte Carlo for solvency calculation in life insurance Insurance Mathematics & Economics	2025-11-25	Paper
The credibility transformer European Actuarial Journal	2025-10-22	Paper
Multiple yield curve modeling and forecasting using deep learning ASTIN Bulletin	2025-01-22	Paper
Accurate and explainable mortality forecasting with the LocalGLMnet Scandinavian Actuarial Journal	2024-09-20	Paper
Machine learning techniques in nested stochastic simulations for life insurance Applied Stochastic Models in Business and Industry	2024-07-25	Paper
Quantile mortality modelling of multiple populations via neural networks Insurance Mathematics & Economics	2024-05-24	Paper
Locally-coherent multi-population mortality modelling via neural networks Decisions in Economics and Finance	2023-06-12	Paper
Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks ASTIN Bulletin	2022-06-13	Paper
Time-series forecasting of mortality rates using deep learning Scandinavian Actuarial Journal	2021-09-13	Paper

Research outcomes over time

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