MARIO MARINO

Dottore di ricerca

ciclo: XXXIII



Titolo della tesi: Mortality neural forecasting

Predicting mortality is a major challenge for both demographers and actuaries. The latter need to anticipate various future mortality scenarios with the greatest possible accuracy, as in the case of annuities pricing and longevity risk assessments. However, the current wide range of stochastic mortality models highlights some deficiencies in predicting future mortality realizations, particularly when accelerations or decelerations of longevity occur. The aim of this research thesis is to investigate the adequacy of a new mortality forecasting approach based on artificial Neural Networks. To this end, after an examination of the theoretical Neural Networks fundamentals, the present work shows the Neural Networks competitiveness in predicting the future dynamics of human mortality, also allowing the efficacy of already existing predictive models, such as the canonical Lee-Carter model. Therefore, our data-driven proposal contributes to the mortality literature as new advance in mortality forecasting, that is the neural forecasting approach.

Produzione scientifica

11573/1629054 - 2023 - A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
Marino, Mario; Levantesi, Susanna; Nigri, Andrea - 01a Articolo in rivista
rivista: NORTH AMERICAN ACTUARIAL JOURNAL (Society of Actuaries:475 North Martingale Road, Suite 800:Schaumburg, IL 60173:(847)706-3526, INTERNET: http://www.soa.org, Fax: (847)706-3599) pp. 148-165 - issn: 1092-0277 - wos: WOS:000782334000001 (3) - scopus: 2-s2.0-85129158214 (8)

11573/1677259 - 2023 - An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options
Veliu, Denis; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano - 01a Articolo in rivista
rivista: MATHEMATICS (Basel: MDPI AG, 2013-) pp. - - issn: 2227-7390 - wos: WOS:000909096800001 (0) - scopus: 2-s2.0-85145946551 (0)

11573/1528584 - 2021 - Betting on bitcoin: a profitable trading between directional and shielding strategies
De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata - 01a Articolo in rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360) pp. - - issn: 1593-8883 - wos: WOS:000628468500001 (2) - scopus: 2-s2.0-85102623441 (3)

11573/1585532 - 2021 - Evaluating Ruin Probabilities: A Streamlined Approach
De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata - 01a Articolo in rivista
rivista: APPLIED MATHEMATICS E-NOTES (Hsinchu: Department of Mathematics, Tsing Hua University.) pp. 634-642 - issn: 1607-2510 - wos: WOS:000720963800012 (0) - scopus: 2-s2.0-85121247002 (0)

11573/1604637 - 2021 - The Neural Network Lee–Carter Model with Parameter Uncertainty: The Case of Italy
Marino, M.; Levantesi, S. - 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)

11573/1444663 - 2021 - Life expectancy and lifespan disparity forecasting: a long short-term memory approach
Nigri, A.; Levantesi, S.; Marino, M. - 01a Articolo in rivista
rivista: SCANDINAVIAN ACTUARIAL JOURNAL (TAYLOR & FRANCIS LTD, 4 PARK SQUARE, MILTON PARK, ABINGDON, ENGLAND, OXON, OX14 4RN) pp. 110-133 - issn: 0346-1238 - wos: WOS:000568950900001 (22) - scopus: 2-s2.0-85090986376 (22)

11573/1277543 - 2019 - Lezioni di matematica finanziaria
De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano - 03a Saggio, Trattato Scientifico

11573/1249540 - 2019 - A deep learning integrated Lee-Carter model
Nigri, Andrea; Levantesi, Susanna; Marino, Mario; Scognamiglio, Salvatore; Perla, Francesca - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. 1-17 - issn: 2227-9091 - wos: WOS:000464132200001 (57) - scopus: 2-s2.0-85064807087 (63)

11573/1042494 - 2017 - La decisione ottima nel contratto riassicurativo
De Marchis, Roberto; Marino, Mario - 01a Articolo in rivista
rivista: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... (Bologna: Patron, u012-) pp. 37-45 - issn: 2385-0825 - wos: (0) - scopus: (0)

11573/964676 - 2016 - Valutazione e copertura del rischio mortalità
Bruno, Maria Giuseppina; Grande, Antonio; Marino, Mario; Modica, Enrico - 01a Articolo in rivista
rivista: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... (Bologna: Patron, u012-) pp. 81-94 - issn: 2385-0825 - wos: (0) - scopus: (0)

11573/1032824 - 2015 - Questioni valutative sul danno biologico
De Marchis, Roberto; Marino, Mario - 01a Articolo in rivista
rivista: ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... (Bologna: Patron, u012-) pp. 79-92 - issn: 2385-0825 - wos: (0) - scopus: (0)

© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma