ESG score prediction through random forest algorithm
D’Amato, Valeria, D’Ecclesia, Rita, Levantesi, Susanna
Published in Computational management science (01.06.2022)
Published in Computational management science (01.06.2022)
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Journal Article
COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation
Carannante, Maria, D’Amato, Valeria, Haberman, Steven
Published in Annals of actuarial science (01.11.2022)
Published in Annals of actuarial science (01.11.2022)
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Journal Article
Fundamental ratios as predictors of ESG scores: a machine learning approach
D’Amato, Valeria, D’Ecclesia, Rita, Levantesi, Susanna
Published in Decisions in economics and finance (01.12.2021)
Published in Decisions in economics and finance (01.12.2021)
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Journal Article
De-risking long-term care insurance
D’Amato, Valeria, Levantesi, Susanna, Menzietti, Massimiliano
Published in Soft computing (Berlin, Germany) (01.06.2020)
Published in Soft computing (Berlin, Germany) (01.06.2020)
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Journal Article
De-risking strategy: Longevity spread buy-in
D’Amato, Valeria, Di Lorenzo, Emilia, Haberman, Steven, Sagoo, Pretty, Sibillo, Marilena
Published in Insurance, mathematics & economics (01.03.2018)
Published in Insurance, mathematics & economics (01.03.2018)
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Journal Article
Disruption of life insurance profitability in the aftermath of the COVID-19 pandemic
Carannante, Maria, D'Amato, Valeria, Fersini, Paola, Forte, Salvatore, Melisi, Giuseppe
Published in Risks (Basel) (01.02.2022)
Published in Risks (Basel) (01.02.2022)
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Journal Article
Modelling dependent data for longevity projections
D’Amato, Valeria, Haberman, Steven, Piscopo, Gabriella, Russolillo, Maria
Published in Insurance, mathematics & economics (01.11.2012)
Published in Insurance, mathematics & economics (01.11.2012)
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Journal Article
Detecting Common Longevity Trends by a Multiple Population Approach
D'Amato, Valeria, Haberman, Steven, Piscopo, Gabriella, Russolillo, Maria, Trapani, Lorenzo
Published in North American actuarial journal (01.01.2014)
Published in North American actuarial journal (01.01.2014)
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Journal Article
Computational framework for longevity risk management
D’Amato, Valeria, Haberman, Steven, Piscopo, Gabriella, Russolillo, Maria
Published in Computational management science (2014)
Published in Computational management science (2014)
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Journal Article
A longevity basis risk analysis in a joint FDM framework
D’Amato, Valeria, Coppola, Mariarosaria, Levantesi, Susanna, Menzietti, Massimiliano, Russolillo, Maria
Published in The journal of risk finance (01.01.2017)
Published in The journal of risk finance (01.01.2017)
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Journal Article
Basis risk in solvency capital requirements for longevity risk
Mariarosaria Coppola, Valeria D’Amato
Published in Investment management & financial innovations (2014)
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Published in Investment management & financial innovations (2014)
Journal Article