11573/1682197 - 2024 -
Neural Networks for quantile claim amount estimation: a quantile regression approach Laporta, Alessandro G.; Levantesi, Susanna; Petrella, Lea - 01a Articolo in rivista
rivista: ANNALS OF ACTUARIAL SCIENCE (- Cambridge: Cambridge University Press
-[London]: Published by the Institute of Actuaries and the Faculty of Actuaries, 2006-) pp. 30-50 - issn: 1748-5002 - wos: WOS:001007747300001 (2) - scopus: (0)
11573/1604641 - 2021 -
Quantile Regression Neural Network for Quantile Claim Amount Estimation Laporta, Alessandro G.; Levantesi, Susanna; Petrella, Lea - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 (on-line)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 - (978-3-030-78964-0; 978-3-030-78965-7)
11573/1185689 - 2018 -
Selection of Value at Risk Models for Energy Commodities Laporta, Alessandro Gustavo; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
rivista: ENERGY ECONOMICS ([S.l.] : Elsevier Science) pp. 628-643 - issn: 1873-6181 - wos: WOS:000445713500044 (50) - scopus: 2-s2.0-85050521957 (59)
11573/1115365 - 2018 -
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis Petrella, Lea; Laporta, Alessandro Gustavo; Merlo, Luca - 01a Articolo in rivista
rivista: SOCIAL INDICATORS RESEARCH (Dordrecht; London; Boston: Springer Nature B.V.
Dordrecht; London; Boston: Kluwer Academic Publishers; Reidel) pp. - - issn: 0303-8300 - wos: WOS:000505945700011 (12) - scopus: 2-s2.0-85044177337 (11)