Foto del docente

Sabrina Mulinacci

Professoressa associata confermata

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: STAT-04/A Metodi matematici dell’economia e delle scienze attuariali e finanziarie

Didattica

Ultime tesi seguite dal docente

Tesi di Laurea Magistrale

  • Analysis of Claims Reserving Methods: A Focus on Neural Network Applications
  • Estimating credit spreads: an empirical analysis of structural credit risk models
  • Implied volatility and liquidity: a Conic Finance based approach
  • Model averaging for forecasting mortality models
  • Neural Networks and the Lee-Carter model - mortality forecasting with deep learning techniques
  • Optimal Reinsurance Strategies to Minimize the Probability of Drawdown: A Comparison of Risky and Risk-Free Environments under the Mean-Variance Premium Principle

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