11573/1748720 - 2025 -
Esg commitment and compliance: sustainability and risk exposure D'ecclesia, Rita Laura; Levantesi, Susanna; Stefanelli, Kevyn - 01a Articolo in rivista
rivista: QUALITY & QUANTITY (Dordrecht; London; Boston; Amsterdam:
Springer Nature
Dordrecht; London; Boston; Amsterdam: Kluwer Academic Publishers; Elsevier Scientific) pp. - - issn: 0033-5177 - wos: (0) - scopus: 2-s2.0-105005121573 (2)
11573/1732259 - 2025 -
Hierarchical clustering for three-way data Giordani, Paolo; Levantesi, Susanna; Nigri, Andrea; Vicari, Donatella - 04b Atto di convegno in volume
congresso: 52° Riunione Scientifica della Società Italiana di Statistica (Bari)
libro: Methodological and Applied Statistics and Demography IV. SIS 2024. Italian Statistical Society - (9783031644467; 9783031644474)
11573/1748722 - 2025 -
A Neural Network Approach for Pricing Correlated Health Risks Laporta, Alessandro G.; Levantesi, Susanna; Petrella, Lea - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. - - issn: 2227-9091 - wos: WOS:001497506800001 (1) - scopus: 2-s2.0-105006669629 (1)
11573/1748717 - 2025 -
An Alternative Approach to Causes of Death Prediction Using Support Vector Machines Levantesi, S.; Nigri, A.; Ticconi, D. - 02a Capitolo o Articolo
libro: Quantitative Methods and Data Analysis in Applied Demography-Volume 1: Health, Mortality and Covid-19 - (9783031822742; 9783031822759)
11573/1748719 - 2025 -
Cryptocurrency in global dynamics: Analyzing the Crypto Volatility Index and financial markets with machine learning Levantesi, Susanna; Piscopo, Gabriella; Roviello, Alba - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0378-4371 - wos: WOS:001523148700001 (0) - scopus: 2-s2.0-105009005790 (0)
11573/1699896 - 2024 -
Fuzzy clustering of the healthy life expectancy decomposition: A multi-population analysis Alaimo, Leonardo Salvatore; Levantesi, Susanna; Nigri, Andrea - 01a Articolo in rivista
rivista: SOCIO-ECONOMIC PLANNING SCIENCES (-New York: Pergamon Press.
-Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. - - issn: 0038-0121 - wos: WOS:001164138700001 (4) - scopus: (0)
11573/1680553 - 2024 -
Firms' profitability and ESG score: A machine learning approach D'amato, V.; D'ecclesia, R.; Levantesi, S. - 01a Articolo in rivista
rivista: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (Chichester: John Wiley & Sons, ©1999-) pp. 243-261 - issn: 1524-1904 - wos: WOS:000961644400001 (35) - scopus: 2-s2.0-85151433706 (38)
11573/1721023 - 2024 -
Measuring business impacts on the sustainability of European-listed firms D'ecclesia, Rita Laura; Levantesi, Susanna; Stefanelli, Kevyn - 01a Articolo in rivista
rivista: SOCIO-ECONOMIC PLANNING SCIENCES (-New York: Pergamon Press.
-Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. 1-18 - issn: 0038-0121 - wos: WOS:001327773200001 (1) - scopus: 2-s2.0-85204762299 (4)
11573/1721031 - 2024 -
Solvency and Sustainability: Evidence from the Insurance Industry D'ecclesia, Rita; D'orazio, Alessandro; Levantesi, Susanna; Stefanelli, Kevyn - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 202 (Le Havre, France,)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2024 - ()
11573/1721034 - 2024 -
The Environmental Score and the Financial Statement: A Machine Learning Analysis for Four European Stock Indexes D'ecclesia, Rita; Levantesi, Susanna; Piscopo, Gabriella; Stefanelli, Kevyn - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2024 (Le Havre, Francia)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2024 - ()
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 (5) - scopus: (0)
11573/1690222 - 2024 -
Enhancing diagnostic of stochastic mortality models leveraging contrast trees: an application on Italian data Levantesi, Susanna; Lizzi, Matteo; Nigiri, Andrea - 01a Articolo in rivista
rivista: QUALITY AND QUANTITY (Dordrecht : Kluwer) pp. 1565-1581 - issn: 1573-7845 - wos: (0) - scopus: 2-s2.0-85164121493 (3)
11573/1708571 - 2024 -
Financial sustainability and automatic balance mechanisms for NDC pension systems with disability benefits Levantesi, Susanna; Menzietti, Massimiliano; Fratoni, Lorenzo - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht : Kluwer) pp. 1-23 - issn: 1572-9338 - wos: WOS:001200566800002 (0) - scopus: 2-s2.0-85189951216 (0)
11573/1713668 - 2024 -
De-risking in multi-state life and health insurance Levantesi, Susanna; Menzietti, Massimiliano; Kamille Nyegaard, Anna - 01a Articolo in rivista
rivista: ANNALS OF ACTUARIAL SCIENCE (London : Published by the Institute of Actuaries and the Faculty of Actuaries, 2006-
Cambridge : Cambridege University Press) pp. 423-441 - issn: 1748-4995 - wos: WOS:001206959600001 (1) - scopus: 2-s2.0-85191396743 (0)
11573/1721014 - 2024 -
Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy Levantesi, Susanna; Nigri, Andrea; Pagnottoni, Paolo; Spelta, Alessandro - 01a Articolo in rivista
rivista: ASTA ADVANCES IN STATISTICAL ANALYSIS (Heidelberg ; Berlin : Springer) pp. 1-24 - issn: 1863-8171 - wos: WOS:001276314800001 (0) - scopus: (0)
11573/1748726 - 2024 -
Editorial: Methods for modelling and understanding population changes Nigri, Andrea; Levantesi, Susanna; Bonetti, Marco - 01m Editorial/Introduzione in rivista
rivista: QUALITY & QUANTITY (Dordrecht; London; Boston; Amsterdam:
Springer Nature
Dordrecht; London; Boston; Amsterdam: Kluwer Academic Publishers; Elsevier Scientific) pp. 5029-5031 - issn: 0033-5177 - wos: (0) - scopus: 2-s2.0-85206846013 (0)
11573/1713665 - 2024 -
Disaggregating Death Rates of Age-Groups Using Deep Learning Algorithms Nigri, Andrea; Levantesi, Susanna; Scognamiglio, Salvatore - 01a Articolo in rivista
rivista: JOURNAL OF OFFICIAL STATISTICS (Stockholm: Statistics Sweden.) pp. 262-282 - issn: 0282-423X - wos: (0) - scopus: (0)
11573/1708094 - 2024 -
Risk Sharing Rule and Safety Loading in a Peer to Peer Cooperative Insurance Model Paolo Clemente, Gian; Levantesi, Susanna; Piscopo, Gabriella - 01a Articolo in rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Milano : Springer-Verlag Italia) pp. 1-14 - issn: 1129-6569 - wos: WOS:001194568900001 (1) - scopus: 2-s2.0-85188662836 (2)
11573/1680555 - 2023 -
Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition Cardillo, G.; Giordani, P.; Levantesi, S.; Nigri, A.; Spelta, A. - 01a Articolo in rivista
rivista: SCANDINAVIAN ACTUARIAL JOURNAL (TAYLOR & FRANCIS LTD, 4 PARK SQUARE, MILTON PARK, ABINGDON, ENGLAND, OXON, OX14 4RN) pp. 916-932 - issn: 0346-1238 - wos: WOS:000936124200001 (4) - scopus: 2-s2.0-85148599493 (3)
11573/1688613 - 2023 -
A multi-way analysis of similarity patterns in longevity improvements Cardillo, G; Giordani, P; Levantesi, S; Nigri, A; Spelta, A - 01a Articolo in rivista
rivista: STATISTICAL METHODS & APPLICATIONS (Physica-Verlag, berlin) pp. 1-24 - issn: 1618-2510 - wos: WOS:001041414900001 (0) - scopus: 2-s2.0-85166412211 (0)
11573/1680552 - 2023 -
Modeling Gender Life Expectancy Ratio in a Multi-population Framework Cefalo, Leonardo; Levantesi, Susanna; Nigri, Andrea - 01a Articolo in rivista
rivista: SOCIAL INDICATORS RESEARCH (Dordrecht : Kluwer) pp. 1-29 - issn: 1573-0921 - wos: WOS:000960769400001 (2) - scopus: 2-s2.0-85151468227 (2)
11573/1693369 - 2023 -
Optimal cashback in a cooperative framework for peer-to-peer insurance coverages Clemente, Gian Paolo; Levantesi, Susanna; Piscopo, Gabriella - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-13 - issn: 0254-5330 - wos: WOS:001118850700001 (2) - scopus: (0)
11573/1688623 - 2023 -
A cohort study on the gender gap in mortality through the Tucker3 model Giordani, Paolo; Levantesi, Susanna; Nigri, Andrea; Zarulli, Virginia - 04b Atto di convegno in volume
congresso: 14th Scientific Meeting of the Classification and Data Analysis Group, CLADAG 2023 (Salerno; Italia)
libro: CLADAG 2023 Book of Abstracts and Short papers - (9788891935632)
11573/1665423 - 2023 -
Multi‑country clustering‑based forecasting of healthy life expectancy Levantesi, Susanna; Nigri, Andrea; Piscopo, Gabriella; Spelta, Alessandro - 01a Articolo in rivista
rivista: QUALITY AND QUANTITY (Dordrecht : Kluwer) pp. 189-215 - issn: 1573-7845 - wos: (0) - scopus: 2-s2.0-85146227773 (12)
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 (18)
11573/1665375 - 2022 -
A tensor-based approach to cause-of-death mortality modeling Cardillo, Giovanni; Giordani, Paolo; Levantesi, Susanna; Nigri, Andrea - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht : Kluwer) pp. 1-20 - issn: 1572-9338 - wos: WOS:000884941900001 (5) - scopus: 2-s2.0-85142137109 (4)
11573/1666906 - 2022 -
An Application of the Tensor-Based Approach to Mortality Modeling Cardillo, Giovanni; Giordani, Paolo; Levantesi, Susanna; Nigri, Andrea - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022 (Salerno)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022 - (978-3-030-99637-6)
11573/1714814 - 2022 -
Modelling Life Expectancy Gender Gap in a Multi-population Framework Cefalo, L.; Levantesi, S.; Nigri, A. - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2022 (Salerno)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2022 - (978-3-030-99638-3)
11573/1604622 - 2022 -
ESG score prediction through random forest algorithm D'amato, V.; D'ecclesia, R.; Levantesi, S. - 01a Articolo in rivista
rivista: COMPUTATIONAL MANAGEMENT SCIENCE (Heidelberg ; Berlin : Springer) pp. 347-373 - issn: 1619-697X - wos: WOS:000725407700001 (61) - scopus: 2-s2.0-85120746808 (81)
11573/1628787 - 2022 -
Deep learning in predicting cryptocurrency volatility D'amato, V.; Levantesi, S.; Piscopo, G. - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 127-158 - issn: 0378-4371 - wos: WOS:000793323300016 (46) - scopus: 2-s2.0-85126591637 (56)
11573/1714813 - 2022 -
Automatic Balance Mechanisms in an NDC Pension System with Disability Benefits Fratoni, L.; Levantesi, S.; Menzietti, M. - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2022 (Salerno)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2022 - (978-3-030-99638-3)
11573/1665422 - 2022 -
Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic Fratoni, L; Levantesi, S; Menzietti, M - 01a Articolo in rivista
rivista: SUSTAINABILITY (Basel : MDPI) pp. 1-23 - issn: 2071-1050 - wos: WOS:000896305000001 (2) - scopus: 2-s2.0-85143837024 (2)
11573/1604617 - 2022 -
Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks Levantesi, S.; Nigri, A.; Piscopo, G. - 01a Articolo in rivista
rivista: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 282-297 - issn: 0888-613X - wos: WOS:000721007500007 (22) - scopus: 2-s2.0-85118581337 (35)
11573/1604630 - 2022 -
Predicting the second wave of COVID-19 pandemic through the Dynamic Evolving Neuro Fuzzy Inference System Levantesi, S.; Nigri, A.; Piscopo, G. - 02a Capitolo o Articolo
libro: Quantitative Methods in Demography: Methods and Related Applications in the Covid-19 Era - (9783030930042)
11573/1604619 - 2022 -
Mutual peer-to-peer insurance: The allocation of risk Levantesi, S.; Piscopo, G. - 01a Articolo in rivista
rivista: JOURNAL OF CO-OPERATIVE ORGANIZATION AND MANAGEMENT (Amsterdam : Elsevier) pp. 1-6 - issn: 2213-297X - wos: WOS:000724938500002 (10) - scopus: 2-s2.0-85119486295 (15)
11573/1619590 - 2022 -
An application of contrast trees for mortality models diagnostic and boosting Levantesi, Susanna; Lizzi, Matteo; Nigri, Andrea - 04b Atto di convegno in volume
congresso: 10th International Conference IES 2022 Innovation and Society 5.0: Statistical and Economic Methodologies for Quality Assessment (University of Campania “L. Vanvitelli”, Napoli)
libro: Book of short papers. IES 2022 Innovation & society 5.0: statistical and economic methodologies for quality assessment - (9788894593358)
11573/1572192 - 2022 -
The relationship between longevity and lifespan variation Nigri, A.; Barbi, E.; Levantesi, S. - 01a Articolo in rivista
rivista: STATISTICAL METHODS & APPLICATIONS (Physica-Verlag, berlin) pp. 481-493 - issn: 1618-2510 - wos: WOS:000678416000002 (24) - scopus: 2-s2.0-85111629777 (25)
11573/1604615 - 2022 -
Causes-of-Death Specific Estimates from Synthetic Health Measure: A Methodological Framework Nigri, A.; Levantesi, S.; Piscopo, G. - 01a Articolo in rivista
rivista: SOCIAL INDICATORS RESEARCH (Dordrecht; London; Boston: Springer Nature B.V.
Dordrecht; London; Boston: Kluwer Academic Publishers; Reidel) pp. 1-22 - issn: 0303-8300 - wos: WOS:000742292700002 (1) - scopus: 2-s2.0-85123120726 (4)
11573/1680557 - 2022 -
Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth Nigri, A; Levantesi, S; Aburto, Jm - 01a Articolo in rivista
rivista: DEMOGRAPHIC RESEARCH (Munich: Max-Planck-Ges. zur Förderung der Wissenschaften e.V., 1999) pp. 199-232 - issn: 2363-7064 - wos: WOS:000830907100001 (6) - scopus: 2-s2.0-85135405712 (8)
11573/1603657 - 2022 -
The relay for human longevity: country-specific contributions to the increase of the best-practice life expectancy Nigri, Andrea; Barbi, Elisabetta; Levantesi, Susanna - 01a Articolo in rivista
rivista: QUALITY & QUANTITY (Dordrecht; London; Boston; Amsterdam:
Springer Nature
Dordrecht; London; Boston; Amsterdam: Kluwer Academic Publishers; Elsevier Scientific) pp. 4061-4073 - issn: 0033-5177 - wos: (0) - scopus: 2-s2.0-85122811509 (11)
11573/1397720 - 2021 -
Longevity risk and economic growth in sub-populations: evidence from Italy Bozzo, G.; Levantesi, S.; Menzietti, M. - 01a Articolo in rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Milano, Italy: Springer-Verlag Italia Srl) pp. 101-115 - issn: 1593-8883 - wos: WOS:000517059000001 (9) - scopus: 2-s2.0-85080982128 (9)
11573/1541267 - 2021 -
Preface: recent developments in financial modelling and risk management Cerqueti, R.; D'ecclesia, R. L.; Levantesi, S. - 01m Editorial/Introduzione in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-5 - issn: 0254-5330 - wos: WOS:000629907800001 (1) - scopus: 2-s2.0-85102696990 (4)
11573/1604626 - 2021 -
Fundamental ratios as predictors of ESG scores: a machine learning approach D'amato, V.; D'ecclesia, R.; Levantesi, S. - 01a Articolo in rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Milano, Italy: Springer-Verlag Italia Srl) pp. 1087-1110 - issn: 1593-8883 - wos: WOS:000717389200001 (48) - scopus: 2-s2.0-85118867710 (67)
11573/1350741 - 2021 -
A complex networks approach to pension funds D'arcangelis, A. M.; Levantesi, S.; Rotundo, G. - 01a Articolo in rivista
rivista: JOURNAL OF BUSINESS RESEARCH (New York, NY: Elsevier Science Incorporated) pp. 687-702 - issn: 0148-2963 - wos: WOS:000639120000061 (11) - scopus: 2-s2.0-85076590804 (9)
11573/1444665 - 2021 -
Automatic Balance Mechanisms for Notional Defined Contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system Devolder, Pierre; Levantesi, Susanna; Menzietti, Massimiliano - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht : Kluwer) pp. 765-795 - issn: 1572-9338 - wos: WOS:000577228400001 (15) - scopus: 2-s2.0-85092545535 (15)
11573/1572195 - 2021 -
Network analysis of pension funds investments Herteliu, C.; Levantesi, S.; Rotundo, G. - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 126-139 - issn: 0378-4371 - wos: WOS:000661135200010 (4) - scopus: 2-s2.0-85107144157 (5)
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)
11573/1572220 - 2021 -
Improving longevity risk management through machine learning Levantesi, S.; Nigri, A.; Piscopo, G. - 02a Capitolo o Articolo
libro: The Essentials of Machine Learning in Finance and Accounting - (978-0-367-48081-3)
11573/1541306 - 2021 -
COVID-19 crisis and resilience: challenges for the insurance sector Levantesi, S.; Piscopo, G. - 01a Articolo in rivista
rivista: ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS (Athens : International scientific press) pp. 1-12 - issn: 1792-7552 - wos: (0) - scopus: (0)
11573/1604643 - 2021 -
Modelling Health Transitions in Italy: A Generalized Linear Model with Disability Duration Levantesi, Susanna; Menzietti, Massimiliano - 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)
11573/1523813 - 2021 -
Machine Learning and Financial Literacy: An Exploration of Factors Influencing Financial Knowledge in Italy Levantesi, Susanna; Zacchia, Giulia - 01a Articolo in rivista
rivista: JOURNAL OF RISK AND FINANCIAL MANAGEMENT (Basel : MDPI
Oshawa : University of Ontario Institute of Technology.) pp. 1-21 - issn: 1911-8074 - wos: WOS:000635248200001 (16) - scopus: 2-s2.0-85108349282 (22)
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 (27) - scopus: 2-s2.0-85090986376 (30)
D’Amato, Valeria; Levantesi, Susanna; Menzietti, Massimiliano - 01a Articolo in rivista
rivista: SOFT COMPUTING (Heidelberg ; Berlin : Springer) pp. 8627-8641 - issn: 1432-7643 - wos: WOS:000534085100011 (5) - scopus: 2-s2.0-85078631924 (4)
11573/1350739 - 2020 -
A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward Levantesi, S.; Nigri, A. - 01a Articolo in rivista
rivista: SOFT COMPUTING (Heidelberg ; Berlin : Springer) pp. 8553-8567 - issn: 1432-7643 - wos: WOS:000492017200001 (11) - scopus: 2-s2.0-85074607306 (15)
11573/1466346 - 2020 -
Longevity risk management through Machine Learning: state of the art Levantesi, Susanna; Nigri, Andrea; Piscopo, Gabriella - 01a Articolo in rivista
rivista: INSURANCE MARKETS AND COMPANIES (Sumy: Business perspectives) pp. 11-20 - issn: 2616-3551 - wos: (0) - scopus: 2-s2.0-85118595577 (7)
11573/1448312 - 2020 -
The Importance of Economic Variables on London Real Estate Market: A Random Forest Approach Levantesi, Susanna; Piscopo, Gabriella - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. 1-17 - issn: 2227-9091 - wos: WOS:000602234300001 (28) - scopus: 2-s2.0-85094683697 (42)
11573/1572206 - 2020 -
Insurance Role for Handling the COVID-19 impact on Business and Society Levantesi, Susanna; Piscopo, Gabriella - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED MANAGEMENT AND INVESTMENTS (Odessa, Ukraine:) pp. 183-191 - issn: 2225-3467 - wos: (0) - scopus: (0)
11573/1448424 - 2020 -
LI-CoD Model. From Lifespan Inequality to Causes of Death Nigri, Andrea; Levantesi, Susanna - 04b Atto di convegno in volume
congresso: SIS 2020 (Pisa)
libro: Book of Short Papers SIS 2020 - (9788891910776)
11573/1344506 - 2019 -
Data Science and machine learning in insurance Grasso, Fabio; Levantesi, Susanna - 02c Prefazione/Postfazione
libro: Data Science and machine learning in insurance - (978-88-255-2865-7)
11573/1244913 - 2019 -
Application of Machine Learning to Mortality Modeling and Forecasting Levantesi, Susanna; Pizzorusso, Virginia - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. 1-19 - issn: 2227-9091 - wos: WOS:000464118900002 (40) - scopus: 2-s2.0-85064805162 (49)
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 (70) - scopus: 2-s2.0-85064807087 (80)
11573/1100380 - 2018 -
Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull Baione, Fabio; Levantesi, Susanna - 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. 270-288 - issn: 1092-0277 - wos: WOS:000433301800007 (5) - scopus: 2-s2.0-85044456008 (7)
11573/1115653 - 2018 -
An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry Coppola, Mariarosaria; Valeria, D’Amato; Levantesi, Susanna - 01a Articolo in rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 717-728 - issn: 0378-4371 - wos: WOS:000441492100058 (1) - scopus: 2-s2.0-85049021203 (1)
11573/1074810 - 2018 -
Natural hedging in long-Term care insurance Levantesi, Susanna; Menzietti, Massimiliano - 01a Articolo in rivista
rivista: ASTIN BULLETIN (-LEUVEN:PEETERS
-Clevedon : Tieto Ltd., 1958-) pp. 233-274 - issn: 0515-0361 - wos: WOS:000423032500010 (11) - scopus: 2-s2.0-85030673846 (11)
11573/925196 - 2017 -
A longevity basis risk analysis in a joint FDM framework D’Amato, V.; Coppola, M.; Levantesi, Susanna; Menzietti, M.; Russolillo, M. - 01a Articolo in rivista
rivista: JOURNAL OF RISK FINANCE (- Bingley : Emerald Group
- Bradford : Emerald
-New York, NY : Institutional Investor, [1999]-) pp. 55-75 - issn: 1526-5943 - wos: WOS:000395693500004 (0) - scopus: 2-s2.0-85009820718 (0)
11573/954278 - 2017 -
Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II. Levantesi, Susanna; Menzietti, M. - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. 1-21 - issn: 2227-9091 - wos: WOS:000407087700009 (9) - scopus: 2-s2.0-85066927795 (11)
11573/946836 - 2016 -
Stima di basi tecniche per assicurazioni LTC, malattie gravi e invalidità Baione, F.; Conforti, C.; Levantesi, Susanna; Menzietti, M.; Tripodi, A. - 02a Capitolo o Articolo
libro: Assicurazioni sulla salute: caratteristiche, modelli attuariali e basi tecniche - (978-88-15-26084-0)
11573/946764 - 2016 -
Modelli attuariali per la stima di basi tecniche relative ad assicurazioni di persone Baione, F.; De Angelis, Paolo; Levantesi, Susanna; Menzietti, M.; Tripodi, A. - 02a Capitolo o Articolo
libro: Assicurazioni sulla salute: caratteristiche, modelli attuariali e basi tecniche - (978-88-15-26084-0)
11573/910727 - 2016 -
Allungamento della vita media e rischio assicurativo Levantesi, Susanna; Menzietti, Massimiliano - 03a Saggio, Trattato Scientifico
libro: Allungamento della vita media e rischio assicurativo - (978-88-495-3147-3)
11573/847172 - 2015 -
Measuring and Hedging the basis risk by Functional Demographic Models Coppola, Mariarosaria; D’Amato, Valeria; Levantesi, Susanna; Menzietti, Massimiliano; Russolillo, Maria - 01a Articolo in rivista
rivista: MATHEMATICAL METHODS IN ECONOMICS AND FINANCE (Venezia : Università Ca' Foscari di Venezia. Dipartimento di Matematica Applicata) pp. 19-39 - issn: 1971-6419 - wos: (0) - scopus: (0)
11573/618722 - 2014 -
A health insurance pricing model based on prevalence rates: Application to critical illness insurance Baione, F.; Levantesi, Susanna - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 174-184 - issn: 0167-6687 - wos: WOS:000343358000018 (22) - scopus: 2-s2.0-84940330698 (28)
11573/618725 - 2013 -
Solvency Capital Requirements for Longevity Risk under different stochastic mortality models Levantesi, Susanna - 01a Articolo in rivista
rivista: ADVANCES AND APPLICATIONS IN STATISTICS (Allahabad: Pushpa Azad. Pushpa Publishing House) pp. 137-160 - issn: 0972-3617 - wos: (0) - scopus: (0)
11573/513508 - 2012 -
Un approccio risk-based per il calcolo della tariffa Medical Malpractice Baione, F.; Levantesi, Susanna; Marchese, R.; Menzietti, M.; Tripodi, A. - 02a Capitolo o Articolo
libro: Sanità pubblica e assicurazioni. Il fair price del rischio medical malpractice - (9788813314750)
11573/948165 - 2012 -
Measuring and Hedging the basis risk by Functional Demographic Models Coppola, M.; D’Amato, V.; Levantesi, Susanna; Menzietti, M.; Russolillo, M. - 01a Articolo in rivista
rivista: MATHEMATICAL METHODS IN ECONOMICS AND FINANCE (Venezia : Università Ca' Foscari di Venezia. Dipartimento di Matematica Applicata) pp. 19-39 - issn: 1971-6419 - wos: (0) - scopus: (0)
11573/419660 - 2012 -
On longevity risk securitization and solvency capital requirements in life annuities Levantesi, Susanna; Massimiliano, Menzietti; Tiziana, Torri - 02a Capitolo o Articolo
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (9788847023413; 9788847023420)
11573/434808 - 2012 -
Managing longevity and disability risks in life annuities with long term care Levantesi, Susanna; Menzietti, M. - 01a Articolo in rivista
rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 391-401 - issn: 0167-6687 - wos: WOS:000303295400010 (37) - scopus: 2-s2.0-84858645565 (34)
11573/946765 - 2012 -
Hedging longevity risk in pension funds with q-forwards Levantesi, Susanna; Menzietti, M. - 04b Atto di convegno in volume
congresso: Strumenti innovativi del calcolo attuariale per la valutazione e la gestione dei fondi pensione (Roma)
libro: Strumenti innovativi del calcolo attuariale per la valutazione e la gestione dei fondi pensione - (978-88-95706-38-2)
Levantesi, Susanna; M., Menzietti; T., Torri - 04a Atto di comunicazione a congresso
congresso: ASMDA International Conference (Roma)
libro: Proceedings of the ASMDA 2011 - ()
11573/378820 - 2011 -
Pricing S-forwards via the Risk Margin under Solvency II Levantesi, Susanna; M., Menzietti; T., Torri - 13a Altro ministeriale
11573/434993 - 2011 -
Modelling and managing longevity and disability risks in Long Term Care insurance Levantesi, Susanna; Menzietti, M. - 01a Articolo in rivista
rivista: ADVANCES AND APPLICATIONS IN STATISTICAL SCIENCES (Allahabad : Mili Publications) pp. ...-... - issn: 0974-6811 - wos: (0) - scopus: (0)
11573/170669 - 2010 -
The Securitization of Longevity Risk in Pension Schemes: The Case of Italy Levantesi, Susanna; M., Menzietti; T., Torri - 02a Capitolo o Articolo
libro: Pension Fund Risk Management: Financial and Actuarial Modeling. - (9781439817520)
11573/171025 - 2010 -
Managing demographic risk in enhanced pensions Levantesi, Susanna; Massimiliano, Menzietti - 02a Capitolo o Articolo
congresso: International Conference MAF 2008 on Mathematical and Statistical Methods for Actuarial Sciences and Finance (Venice, ITALY)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (9788847014800; 9788847014817)
11573/139452 - 2009 -
Longevity bond pricing models: an application to the Italian annuity market and pension schemes Levantesi, Susanna; Menzietti, M. - 01a Articolo in rivista
rivista: GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI (Istituto Italiano Attuari:Via del Corea 3, 00186 Rome Italy:011 39 6 3226056) pp. 123-145 - issn: 0390-5780 - wos: (0) - scopus: (0)
11573/947973 - 2009 -
Longevity bond pricing models: an application to the Italian annuity market and pension schemes Levantesi, Susanna; Menzietti, M.; Torri, T. - 01a Articolo in rivista
rivista: GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI (Istituto Italiano Attuari:Via del Corea 3, 00186 Rome Italy:011 39 6 3226056) pp. 125-147 - issn: 0390-5780 - wos: (0) - scopus: (0)
11573/156972 - 2009 -
Setting the Hedge of Longevity Risk for Annuity Providers through Securitization Levantesi, Susanna; Torri, T. - 02a Capitolo o Articolo
libro: New Frontiers in Insurance and Bank Risk Management - (9788847014800)
11573/182650 - 2008 -
La copertura del rischio di non autosufficienza nei fondi pensione Levantesi, Susanna - 03a Saggio, Trattato Scientifico
11573/178696 - 2008 -
A Biometric Risk Analysis in Long Term Care Insurance Levantesi, Susanna; Menzietti, M. - 02a Capitolo o Articolo
libro: Mathematical and Statistical Methods for Insurance and Finance - (9788847007031)
11573/57875 - 2008 -
Misure di rischio e requisiti di solvibilità nelle assicurazioni Long Term Care Levantesi, Susanna; Menzietti, M. - 04b Atto di convegno in volume
congresso: Metodi, Modelli, e Tecnologie dell'Informazione a Supporto delle Decisioni (MtisD) (Procida)
libro: Metodi, Modelli, e Tecnologie dell'Informazione a Supporto delle Decisioni, parte seconda: applicazioni - (9788846483812)
11573/57876 - 2008 -
Longevity Risk and Reinsurance Strategies for Enhanced Pensions Levantesi, Susanna; Menzietti, M. - 04b Atto di convegno in volume
congresso: MTISD 2008 - Metodi, Modelli e Tecnologie dell'Informazione a Supporto delle Decisioni (Lecce)
libro: MTISD 2008 - Metodi, Modelli e Tecnologie dell'Informazione a Supporto delle Decisioni - (9788883050619)
11573/513493 - 2008 -
Longevity Bonds: an Application to the Italian Annuity Market Levantesi, Susanna; Menzietti, Massimiliano; Torri, Tiziana - 04b Atto di convegno in volume
congresso: MTISD 2008 - Methods, Models and Information Technologies for Decision Support Systems (Lecce)
11573/57830 - 2007 -
Longevity and disability risk analysis in enhanced life annuities Levantesi, Susanna; Menzietti, M. - 04a Atto di comunicazione a congresso
congresso: 1st International IAA Life Colloquium (Stoccolma)
11573/140878 - 2006 -
An actuarial model for pricing Long Term Care insurance with Dread Disease acceleration benefit Levantesi, Susanna - 01a Articolo in rivista
rivista: GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI (Istituto Italiano Attuari:Via del Corea 3, 00186 Rome Italy:011 39 6 3226056) pp. 69-86 - issn: 0390-5780 - wos: (0) - scopus: (0)
11573/219660 - 2006 -
Biometric risk analysis and solvency requirements in LTC insurance Levantesi, Susanna; Menzietti, M. - 13a Altro ministeriale
11573/181620 - 2005 -
Alcune considerazioni sulle basi tecniche delle assicurazioni Dread Disease Baione, F; Levantesi, Susanna - 03a Saggio, Trattato Scientifico
11573/181948 - 2005 -
Assicurazioni long term care con garanzia dread disease Levantesi, Susanna - 03a Saggio, Trattato Scientifico
11573/219893 - 2004 -
A quantitative analysis of disability surveys in five European countries Baione, F; Levantesi, Susanna - 13a Altro ministeriale
11573/139451 - 2002 -
The Development of an Optimal Bonus-Malus System in a Competitive Market Baione, F; Levantesi, Susanna; Menzietti, M. - 01a Articolo in rivista
rivista: ASTIN BULLETIN (-LEUVEN:PEETERS
-Clevedon : Tieto Ltd., 1958-) pp. 159-170 - issn: 0515-0361 - wos: (0) - scopus: 2-s2.0-85011531637 (7)
11573/183016 - 2002 -
Alcune considerazioni sull’efficienza dei sistemi Bonus-Malus Baione, F; Levantesi, Susanna; Menzietti, M. - 03a Saggio, Trattato Scientifico