Francesca Perla

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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!

PublicationDate of PublicationType
Transformers-based least square Monte Carlo for solvency calculation in life insurance
Insurance Mathematics & Economics
2025-11-25Paper
Accurate and explainable mortality forecasting with the LocalGLMnet
Scandinavian Actuarial Journal
2024-09-20Paper
Machine learning techniques in nested stochastic simulations for life insurance
Applied Stochastic Models in Business and Industry
2024-07-25Paper
Locally-coherent multi-population mortality modelling via neural networks
Decisions in Economics and Finance
2023-06-12Paper
Time-series forecasting of mortality rates using deep learning
Scandinavian Actuarial Journal
2021-09-13Paper
l₁-regularization for multi-period portfolio selection
Annals of Operations Research
2021-01-07Paper
On the fictitious default algorithm in fuzzy financial networks
International Journal of Approximate Reasoning
2020-06-24Paper
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters
Computational Management Science
2012-12-07Paper
On parallel asset-liability management in life insurance: a forward risk-neutral approach
Parallel Computing
2010-09-02Paper
On high-performance software development for the numerical simulation of life insurance policies2008-07-29Paper
A sparse nonsymmetric eigensolver for distributed memory architectures
International Journal of Parallel, Emergent and Distributed Systems
2008-05-19Paper
A parallel block Lanczos algorithm and its implementation for the evaluation of some eigenvalues of large sparse symmetric matrices on multicomputers2007-02-13Paper
scientific article; zbMATH DE number 2234457 (Why is no real title available?)2005-11-30Paper
A PARALLEL BLOCK LANCZOS ALGORITHM FOR DISTRIBUTED MEMORY ARCHITECTURES
Parallel Algorithms and Applications
2004-10-06Paper
scientific article; zbMATH DE number 1931022 (Why is no real title available?)2003-10-14Paper


Research outcomes over time


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