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Valeria D'AMATO
Valeria D'AMATO
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Title
Cited by
Cited by
Year
Deep learning in predicting cryptocurrency volatility
V D’Amato, S Levantesi, G Piscopo
Physica A: Statistical Mechanics and its Applications 596, 127158, 2022
592022
Modelling dependent data for longevity projections
V D’Amato, S Haberman, G Piscopo, M Russolillo
Insurance: Mathematics and Economics 51 (3), 694-701, 2012
552012
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
512011
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
462011
ESG score prediction through random forest algorithm
V D’Amato, R D’Ecclesia, S Levantesi
Computational Management Science 19 (2), 347-373, 2022
442022
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
352021
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
342014
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
292012
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
192018
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
142021
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
122022
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
122019
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
122009
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
92022
Computational framework for longevity risk management
V D’Amato, S Haberman, G Piscopo, M Russolillo
Computational Management Science 11, 111-137, 2014
82014
Profit participation annuities: a business profitability analysis within a demographic risk sensitive approach
V D’Amato, E Di Lorenzo, A Orlando, M Russolillo, M Sibillo
Investment Management and Financial Innovations 1, 155-165, 2013
72013
Backtesting the solvency capital requirement for longevity risk
M Coppola, V D'Amato
The Journal of Risk Finance 13 (4), 309-319, 2012
72012
Firms' profitability and ESG score: A machine learning approach
V D'Amato, R D'Ecclesia, S Levantesi
Applied Stochastic Models in Business and Industry, 2023
62023
De-risking long-term care insurance
V D’Amato, S Levantesi, M Menzietti
Soft Computing 24 (12), 8627-8641, 2020
62020
Fair value and demographic aspects of the insured loans
M Coppola, V D'Amato, M Sibillo
Banks & bank systems, 19-29, 2009
62009
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