Francesca Perla

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

Via Medina 40

Via Generale Parisi, 13

Naples, 80133

United States

SCHOLARLY PAPERS

2

DOWNLOADS

509

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

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

Number of pages: 25 Posted: 03 Jan 2019
University of Rome I, 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
Downloads 340 (96,033)
Citation 2

Abstract:

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

2.

Time-Series Forecasting of Mortality Rates using Deep Learning

Number of pages: 26 Posted: 04 Jun 2020
University of Naples Parthenope - Department of Management Studies and Quantitative Methods, QED Actuaries and Consultants, University of Naples "Parthenope" and RiskLab, ETH Zurich
Downloads 169 (191,499)

Abstract:

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