Argomenti di tesi proposti dal docente.
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