Insegnamenti docente

 Insegnamenti a.a. 2024/25 su Esse3

Bio

Assegnista di ricerca nel settore Metodi Matematici per l’Economia e le Scienze Attuariali e Finanziarie (STAT-04), con incarichi di docenza nell’ambito della matematica generale e matematica finanziarie e attuariale. L’attività di ricerca riguardano prevalentemente la matematica attuariale.

Interessi di ricerca

I principali interessi di ricerca riguardano metodi di analisi in serie storiche finanziarie e gestione ed elaborazione di big data, algoritmi di machine learning applicati all’analisi dei dati longitudinali o con struttura di dipendenza, con applicazioni sulla gestione del rischio climatico, modelli stocastici di mortalità e analisi dinamica multidimensionale dei dati.

Recenti pubblicazioni

• Carannante, M., D’Amato V., Staffa, M.S. 2024. How ESG corporate reputation affects sustainabilitypremiums in insurance industry. Frontiers in Applied Mathematics and Statistics 10doi: 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 povert`a nei quarant’anni di vita della rivista. Autonomie locali e servizi sociali 3: 581-591. doi: https://doi.org/10.1447/89543
• 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 2024. 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 2022. 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 societ`a 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 mixedfrequency 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