Peer-reviewed publications
Policyholders' subjective beliefs: approaching new drivers of insurance ESG reputational risk (2025), with M. Carannante and V. D'Amato, Decisions in Economics and Finance (2025), https://doi.org/10.1007/s10203-025-00516-x
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment (2025), with M. La Rocca, C. Perna and M. Sibillo, Scandinavian Actuarial Journal (2025), 2025 (6), 549-573, https://doi.org/10.1080/03461238.2024.2443833
Automatic Long-Term Forecasting of Mortality Rates with Generalized Regression Neural Networks (2025), with M. La Rocca, C. Perna and M. Sibillo.
In: Iliadis, L., Maglogiannis, I., Kyriacou, E., Jayne, C. (eds) ENGINEERING APPLICATIONS OF NEURAL NETWORKS. EANN 2025. Communications in Computer and Information Science, vol 2582. Springer, Cham. https://doi.org/10.1007/978-3-031-96199-1_17
Longevity Comparison by Gender: Exploring the Future Through an Evidence-Based Approach (2025), with E. Di Lorenzo, G. Magni and M. Sibillo.
In: Skiadas, C.H., Skiadas, C. (eds) Quantitative Methods and Data Analysis in Applied Demography - Volume 1. The Springer Series on Demographic Methods and Population Analysis, vol 57, p. 147-157, Springer, Cham, ISBN: 978-3-031-82275-9, https://doi.org/ 10.1007/978-3-031-82275-9_12
The Functional Clustering of the Mortality Gender Gap: A Multi-Country Analysis (2025), with E. Di Lorenzo, G. Piscopo and M. Sibillo.
In: Skiadas, C.H., Skiadas, C. (eds) Quantitative Methods and Data Analysis in Applied Demography - Volume 1. The Springer Series on Demographic Methods and Population Analysis, vol 57, p.115-121, Springer Cham, ISBN: 978-3-031-82275-9, https://doi.org/10.1007/978-3-031-82275-9_9
Gender-inclusive financial and demographic literacy: Monetizing the gender mortality gap (2024), with E. De Giorgi, E. Di Lorenzo and M. Sibillo, Applied Stochastic Models in Business and Industry, 40, 1082-1104. https://doi.org/10.1002/asmb.2876
The life care annuity: enhancing product features and refining pricing methods (2024), with M. Gaudenzi and A. Molent, Decisions in Economics ad Finance, https://doi.org/10.1007/s10203-024-00467-9
The age pattern of the gender gap in mortality: stylized evidence across COVID-19 pandemic times (2024), with E. Navarro, P. Requena and M. Sibillo, Annals of Operations Research, https://doi.org/10.1007/s10479-024-06068-4
A behavioral gap in survival beliefs (2024), with E. G. De Giorgi, Journal of Risk and Insurance, 91(1), 213-247. https://doi.org/10.1111/jori.12459
Pessimistic predictions in stochastic mortality modelling: Implications in the life annuity framework (2024), Mathematical Methods in Economics and Finance, vol.18/18, no. 1, 2022/23.
Lee–Carter model: assessing the potential to capture gender-related mortality dynamics (2023), with E. Di Lorenzo, G. Piscopo and M. Sibillo, Decisions Econ Finan. https://doi.org/10.1007/s10203-023-00417-x
The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance (2024), with E. Di Lorenzo, G. Magni and M. Sibillo. In: Corazza, M., Gannon, F., Legros, F., Pizzi, C., Touzé, V. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024. Springer, Cham. https://doi.org/10.1007/978-3-031-64273-9_1
Gender Attitudes toward Longevity and Retirement Planning: Theory and Evidence (2022), with E. De Giorgi. In: Marco Corazza, Cira Perna, Claudio Pizzi and Marilena Sibillo (eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance- MAF 2022, Springer Nature Switzerland AG, ISBN 978-3-030-99637-6.
Improving the Forecast of Longevity by Combining Models (2019) , with M. Dacorogna, E. Di Lorenzo and M. Sibillo, North American Actuarial Journal , 23(2), 298-319. https://doi.org/10.1080/10920277.2018.1556701
Corrective factors for longevity projections in a dynamic context (2018), with M. Sibillo, European Actuarial Journal , 8(1), 53-68.
Improving Lee-Carter forecasting: methodology and some results (2018), with M. Dacorogna, E. Di Lorenzo and M. Sibillo, Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018), pp. 57-61. Editors: Corazza, M., Durbàn, M., Granè, A., Perna, C., Sibillo, M. (Eds.), Springer, Cham. ISBN: 978-3-319-89823-0.
Peer-reviewed conference papers
A Comprehensive Study of Mortality Dynamics in Ten Developed Countries Using the Feller Process (2016), with M. Dacorogna, Proceedings of the XVI Iberian Italian Conference on Financial and Actuarial Mathematics. Pages 7-11. ISBN: 9788861970601.
Working papers
A Leveraged Gender Gap: The Combined Effect of Longevity Risk (Mis)-Perception and Financial Risk-Taking (2023), with E. G. De Giorgi. Swiss Finance Institute Research Paper No. 23-09, Available at SSRN: https://ssrn.com/abstract=4350916.
A General Framework for Modelling Mortality to Better Estimate Its Relationship with Interest Rate Risks, 2016, with M. Dacorogna.
Research Magazine Contribution
A new perspective on longevity risk perception, with E. De Giorgi. EU Research SPR21/P78. ISSN (Print): 2752-4728. ISSN (Online): 2752-4736.