International journals
Carannante, M., D’Amato, V., Di Palo, C. 2025. Prolonging life by vitagions: modelling of mortality improvement shocks. Insurance: Mathematics and Economics. doi: https://doi.org/10.1016/j.insmatheco.2025.103198
Carannante, M., Mazzoccoli, A. 2025. An analytical review of cyber risk management by insurance companies: a mathematical perspective. Risks, 13(8)-144: 1-27. doi: https://doi.org/10.3390/risks13080144
Carannante, M., Forciniti, A. 2025. SMART: a composite indicator ranking approach for sustainable mobility. International Journal of Transport Economics, LII(3). doi: https://doi.org/10.19272/202506703005
Carannante, M., Corsaro, S., Di Sauro, V., Marino, Z., Scognamiglio, S. 2025. A Spatially-Continuous Neural Network Temperature Model for Weather Derivatives Evaluation. Annals of Operation Research. doi: https://doi.org/10.1007/s10479-025-06624-6
Apicella, G., Carannante, M., D’Amato, V. 2025. Policyholders’ subjective beliefs: approaching new drivers of insurance ESG reputational risk. Decisions in Economics and Finance. doi: https://doi.org/10.1007/s10203-025-00516-x
Carannante, M., D’Amato V., Staffa, M.S. 2024. How ESG corporate reputation affects sustainability premiums in insurance industry. Frontiers in Applied Mathematics and Statistics 10 doi: https://doi.org/10.3389/fams.2024.1474565
Carannante, M., D’Amato V., Fersini, P., Forte, S. 2024. Machine learning-based climate risk sharing for an insured loan in the tourism industry. Quality & Quantity. doi: https://doi.org/10.1007/s11135-024-01958-y
Carannante, M., D’Amato, V., Fersini, P., Forte, S. Melisi, G. 2024. Machine learning due diligence evaluation to increase NPLs profitability transactions on secondary market. Review of managerial science 18(7): 1963–1983. doi: https://doi.org/10.1007/s11846-023-00635-y
Carannante, M., D’Amato, V., Haberman, S., Menzietti, M. 2024. Frailty-based mortality models and reserving for longevity risk. The Geneva Papers on Risk and Insurance - Issues and Practice 49: 320–339. doi: https://doi.org/10.1057/s41288-024-00319-y
Carannante, M., D’Amato, V., Haberman, S., Menzietti, M. 2024. Frailty-based Lee Carter family of stochastic mortality models. Quality & Quantity 49: 320–339. doi: https://doi.org/10.1007/s11135-023-01786-6
Carannante, M., D’Amato V., Fersini, P., Forte, S., Melisi, G. 2023. Vine Copula Modelling Dependence Among Cyber Risks: A Dangerous Regulatory Paradox. Applied Stochastic Models in Business and Industry 39(4): 495–624. doi: https://doi.org/10.1002/ASMB.2767
Carannante, M., D’Amato, V., Haberman, S. 2023. Effect of the Covid-19 frailty heterogeneity on the future evolution of mortality by stratified weighting. Journal of Demographic Economics 89(3): 513–532. doi: https://doi.org/10.1017/dem.2023.4
Carannante, M., D’Amato, V., Iaccarino, G. 2022. Stochastic Charlson Comorbidity Index: a projection of the mortality acceleration due to the Covid-19 Frontiers in Cardiovascular Medicine 20228(9): 938086. doi: https://doi.org/10.3389/fcvm.2022.938086
Carannante, M., D’Amato, V., Haberman, S. 2022. Covid-19 accelerated mortality shocks and the impact on life insurance: the Italian situation Annals of Actuarial Science 16(3): 478-497. doi: https://doi.org/10.1017/S1748499522000094
Carannante, M., D’Amato, V., Fersini, P., Forte, S. Melisi, G. 2022. Disruption of Life Insurance Profitability in the aftermath Covid-19 Pandemic. Risks 10(2): 40. doi: https://doi.org/10.3390/risks10020040
Carannante, M., Chicchella, S., De Luca Picione, R., Forte, S., Martini, E., Rhodes, P., Tateo, L. 2021. The impact of Covid-19 pandemic: Psycho-social perception of the crisis and sense-making processes. Community Psychology in Global Perspective 7(2): 103–128. doi: https://doi.org/10.1285/i24212113v7i2p103
Acconcia, A., Carannante, M., Misuraca, M., Scepi, G. 2020. Measuring Vulnerability to Poverty with Latent Transition Analysis. Social Indicator Research, 151: 1–31. doi: https://doi.org/10.1007/s11205-020-02362-3
Carannante, M., Davino, C., Vistocco, D. 2020. Modelling students’ performance in MOOCs: a multivariate approach. Studies in Higher Education, 1-16. doi: https://doi.org/10.1080/03075079.2020.1723526
Carannante, M., Morlicchio, E., Scepi, G. 2017. Il modello italiano di povertà nei quarant’anni di vita della rivista. Autonomie locali e servizi sociali 3: 581-591. doi: https://doi.org/10.1447/89543
Book chapters
Carannante, M., D’Amato, V., Menzietti, M. 2024. The cost of longevity risk transfer by capital solution de-risking strategy. In Corazza, M. et al. (Eds.): MAF 2024, Mathematical and Statistical Methods for Actuarial Sciences and Finance: 127–133, Springer Nature Switzerland AG. doi: https://doi.org/10.1007/978-3-031-64273-9_13, ISBN 9783030996383
Carannante, M., D’Amato V., Fersini, P., Forte, S., Melisi, G. 2024. Climate protection gap: methodological tool-box for the agribusiness. In D’Ambrosio, I. (Ed.), Prospects of sustainability: Yesterday, today and tomorrow: 54-61. Virtus Interpress. ISBN 9786177309276
Carannante, M., D’Amato, V., Haberman, S., Menzietti, M. 2023. How Health-Related Issues in ESG Insurance Industry Can Influence Adverse Selection. In Ortega Perals, P. (Ed.), Dynamics of Socio- Economic Systems Dyses 2023: 48. Edual. ISBN 9788413512648
Carannante, M., D’Amato, V., Fersini, P., Forte, S. 2022. Innovative Parametric Weather Insurance on Satellite Data in Agribusiness. In Corazza, M. et al. (Eds.): MAF 2022, Mathematical and Statistical Methods for Actuarial Sciences and Finance: 127–133, Springer Nature Switzerland AG. doi: https://doi.org/10.1007/978-3-030-99638-3_21, ISBN 9783030996383
Carannante, M., D’Amato, V., Fersini, P., Forte, S. 2021. Gli effetti della pandemia da Covid-19 sulla popolazione italiana e sul pricing dei prodotti assicurativi di puro rischio. In D’Ambrosio I., Palumbo P. (Eds.), Diritto Economia e società dopo la pandemia: 19-29. Napoli: Edizione Scientifica. ISBN 1259761584
Carannante, M., Cicchella, S., De Luca Picione, R., Martini, E. 2021. The intra/inter-subjective effort of sensemaking in dealing with the liminality of pandemic crisis in its early phase. XXII Natioanl Congress Italian Psychological Assosiation Clinical and Dynamic Section. Lecce, September 17-19 2021 - Symposium Session. Mediterranean Journal of Clinical Psychology, Vol 9, No 2 Suppl.: 146. doi: https://doi.org/10.13129/2282-1619/mjcp-3223
Carannante M., Mattera R., Misuraca M., Scepi G., Spano M. 2020. Nowcasting GDP using mixed frequency based composite confidence indicators. Book of Short Papers SIS 2020: 981-987. ISBN 9788891910776
Carannante M., Mattera R., Misuraca M., Scepi G., Spano M. 2019. Temporal sentiment analysis with distributed lag models. Smart Statistics for Smart Applications. Book of short papers SIS 2019: 149-156. ISBN 9788891915108
Carannante, M., Davino, C., Vistocco, D. 2019a. MOOCs learning assessment: conceptualisation, operativisation and measurement. Proceedings of INTED2019 Conference. Valencia: IATED academy: 6694-6700. doi: https://doi.org/10.21125/inted.2019.1629
Carannante, M., Davino, C., Vistocco, D. 2019b. Learning and engagement assessment in MOOCs using multivariate methods and models. EMOOCs-WIP 2019. CEUR Workshop Proceedings 2356: 27-32. http://ceur-ws.org/Vol-2356/research_short5.pdf
Work in progress
Carannante, M., D’Amato, V., Staffa M.S. Social dimension of climate change: how to quantify the impact on mortality projections.
Carannante, M., D’Amato, V., Fersini, P., Forte, S. How to transform Equity Release in a real social sustainable insurance product.
Carannante, M., D’Amato, V., Haberman, S., Menzietti, M. Managing Longevity Risk under Information Asymmetry: A Frailty-Enhanced Mortality Model and Optimal Hedging Framework.
Carannante, M., D’Amato, V., Haberman, S., Menzietti, M. Frailty-based unbiased mortality projections for an effective longevity risk transfer.
Carannante, M., D’Amato, V. Designing Sustainable Products by Climate Conditional Value at Risk Benchmarking.
Carannante, M., D’Amato, V., Fersini, P., Forte, S. Temporal Dynamic Ensemble Models for Bioclimatic Indices Forecasting and Value-Based Weather Insurance Design.