Deep learning in predicting cryptocurrency volatility V D’Amato, S Levantesi, G Piscopo Physica A: Statistical Mechanics and its Applications 596, 127158, 2022 | 62 | 2022 |
Modelling dependent data for longevity projections V D’Amato, S Haberman, G Piscopo, M Russolillo Insurance: Mathematics and Economics 51 (3), 694-701, 2012 | 55 | 2012 |
The mortality of the italian population: smoothing techniques on the lee—carter model V D'Amato, G Piscopo, M Russolillo The Annals of Applied Statistics, 705-724, 2011 | 51 | 2011 |
ESG score prediction through random forest algorithm V D’Amato, R D’Ecclesia, S Levantesi Computational Management Science 19 (2), 347-373, 2022 | 48 | 2022 |
The Poisson log-bilinear Lee-Carter model: Applications of efficient bootstrap methods to annuity analyses V D’Amato, E Di Lorenzo, S Haberman, M Russolillo, M Sibillo North American Actuarial Journal 15 (2), 315-333, 2011 | 46 | 2011 |
Fundamental ratios as predictors of ESG scores: A machine learning approach V D’Amato, R D’Ecclesia, S Levantesi Decisions in Economics and Finance 44 (2), 1087-1110, 2021 | 39 | 2021 |
Detecting common longevity trends by a multiple population approach V D’Amato, S Haberman, G Piscopo, M Russolillo, L Trapani North American Actuarial Journal 18 (1), 139-149, 2014 | 34 | 2014 |
The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts V D’Amato, S Haberman, M Russolillo Methodology and Computing in Applied Probability 14, 135-148, 2012 | 29 | 2012 |
De-risking strategy: Longevity spread buy-in V D’Amato, E Di Lorenzo, S Haberman, P Sagoo, M Sibillo Insurance: Mathematics and Economics 79, 124-136, 2018 | 19 | 2018 |
Pension schemes versus real estate V D’Amato, E Di Lorenzo, S Haberman, M Sibillo, R Tizzano Annals of Operations Research 299, 797-809, 2021 | 15 | 2021 |
Disruption of life insurance profitability in the aftermath of the COVID-19 pandemic M Carannante, V D’Amato, P Fersini, S Forte, G Melisi Risks 10 (2), 40, 2022 | 12 | 2022 |
Public prevention plans to manage climate change and respiratory allergic diseases. innovative models used in Campania region (Italy): the Twinning Aria implementation and the … V Patella, G Florio, D Magliacane, A Giuliano, LF Russo, V D’Amato, ... Translational Medicine@ UniSa 19, 95, 2019 | 12 | 2019 |
Efficient bootstrap applied to the Poisson log-bilinear Lee Carter model V D'Amato, S Haberman, M Russolillo ASMDA. Proceedings of the International Conference Applied Stochastic Models …, 2009 | 12 | 2009 |
Firms' profitability and ESG score: A machine learning approach V D'Amato, R D'Ecclesia, S Levantesi Applied Stochastic Models in Business and Industry 40 (2), 243-261, 2024 | 11 | 2024 |
COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation M Carannante, V D’Amato, S Haberman Annals of Actuarial Science 16 (3), 478-497, 2022 | 10 | 2022 |
De-risking long-term care insurance V D’Amato, S Levantesi, M Menzietti Soft Computing 24 (12), 8627-8641, 2020 | 8 | 2020 |
Computational framework for longevity risk management V D’Amato, S Haberman, G Piscopo, M Russolillo Computational Management Science 11, 111-137, 2014 | 8 | 2014 |
Profit participation annuities: a business profitability analysis within a demographic risk sensitive approach V D’Amato, A Orlando, M Russolillo, M Sibillo Investment Management and Financial Innovations, 155-165, 2013 | 7 | 2013 |
Backtesting the solvency capital requirement for longevity risk M Coppola, V D'Amato The Journal of Risk Finance 13 (4), 309-319, 2012 | 7 | 2012 |
Fair value and demographic aspects of the insured loans M Coppola, V D'Amato, M Sibillo Banks & bank systems, 19-29, 2009 | 6 | 2009 |