Francesca Perla

University of Naples Parthenope - Department of Management Studies and Quantitative Methods

Via Medina 40

Via Generale Parisi, 13

Naples, 80133

United States

  • University of Naples Parthenope - Department of Management Studies and Quantitative Methods

SCHOLARLY PAPERS

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4

Scholarly Papers (3)

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1.

Time-Series Forecasting of Mortality Rates using Deep Learning

Number of pages: 26 Posted: 04 Jun 2020
Francesca Perla, Ronald Richman, Salvatore Scognamiglio and Mario V. Wuthrich
University of Naples Parthenope - Department of Management Studies and Quantitative Methods, Old Mutual Insure, University of Naples "Parthenope" and RiskLab, ETH Zurich
Downloads 1,064 (41,046)
Citation 16

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Mortality Forecasting, Recurrent Neural Networks, Convolutional Neural Networks, Representation Learning, Time-Series Forecasting, Lee Carter Model, Human Mortality Database

2.

An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework

Number of pages: 25 Posted: 03 Jan 2019
Gilberto Castellani, Ugo Fiore, Zelda Marino, Luca Passalacqua, Francesca Perla, Salvatore Scognamiglio and Paolo Zanetti
Sapienza University of Rome, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, La Sapienza, University of Rome, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples "Parthenope" and University of Naples Parthenope - Department of Management Studies and Quantitative Methods
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Citation 9

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Solvency II, Nested Monte Carlo, With-Profit Insurance Policies, Least Squares Monte Carlo, Support Vector Machines, Deep Learning

3.

Accurate and Explainable Mortality Forecasting with the LocalGLMnet

Number of pages: 27 Posted: 10 Mar 2023
Francesca Perla, Ronald Richman, Salvatore Scognamiglio and Mario V. Wuthrich
University of Naples Parthenope - Department of Management Studies and Quantitative Methods, Old Mutual Insure, University of Naples "Parthenope" and RiskLab, ETH Zurich
Downloads 350 (166,608)

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Mortality forecasting, explainable deep learning, neural networks, Lee–Carter model, multi-population mortality model, Human Mortality Database, LocalGLMnet