| Survival analysis of pension scheme mortality when data are missing F Ungolo, MC Christiansen, T Kleinow, AS Macdonald Scandinavian Actuarial Journal 2019 (6), 1-25, 2019 | 7 | 2019 |
| Estimation, Comparison and Projection of Multi-factor Age-Cohort Affine Mortality Models F Ungolo, LP Garces, M Sherris, Y Zhou North American Actuarial Journal, 1-23, 2023 | 5* | 2023 |
| A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates F Ungolo, T Kleinow, AS Macdonald Insurance: Mathematics and Economics 91, 68-84, 2020 | 5 | 2020 |
| Inference on latent factor models for informative censoring F Ungolo, ER van den Heuvel Statistical Methods in Medical Research 31 (5), 801-820, 2022 | 3 | 2022 |
| Survival analysis of actuarial data with missing observations F Ungolo Heriot-Watt University, 2019 | 2 | 2019 |
| A Dirichlet Process Mixture Regression Model for the Analysis of Competing Risk Events F Ungolo, ER van den Heuvel Insurance: Mathematics and Economics 116, 95-113, 2024 | 1 | 2024 |
| A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population M Euthum, M Scherer, F Ungolo European Actuarial Journal, 2024 | | 2024 |
| An Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetimes F Ungolo https://ssrn.com/abstract=4428250, 2023 | | 2023 |
| Affine Mortality Models with Jumps: Parameter Estimation and Forecasting LP Garces, J Kolar, M Sherris, F Ungolo UNSW Business School Research Paper Forthcoming, 2022 | | 2022 |
| AffineMortality: An R Package for Estimation, Analysis and Projection of Affine Mortality Models F Ungolo, LP Garces, M Sherris, Y Zhou UNSW Business School Research Paper Forthcoming, 2021 | | 2021 |
| Parametric bootstrap estimation of standard errors in survival models when covariates are missing F Ungolo, T Kleinow, AS Macdonald Mathematical and Statistical Methods for Actuarial Sciences and Finance …, 2021 | | 2021 |
| Utilizing Topographic Finance to Understand Volatility P Cottrell, F Ungolo Available at SSRN 2590405, 2015 | | 2015 |
| ΠΑΝΕΠΙΣΤΗΜΙΟ ΠΕΙΡΑΙΩΣ ΣΧΟΛΗ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ ΚΑΙ ΣΤΑΤΙΣΤΙΚΗΣ ΤΜΗΜΑ ΣΤΑΤΙΣΤΙΚΗΣ ΚΑΙ ΑΣΦΑΛΙΣΤΙΚΗΣ ΕΠΙΣΤΗΜΗΣ F Ungolo | | |
Michael SherrisProfessor Actuarial Studies University of New South WalesVerified email at unsw.edu.au
