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By Dr Francesco Ungolo

Preprints

Ungolo F, 2026, <p>Robust Estimation and Projection of Portfolio-Specific Mortality Rates Leveraging Larger Population Data</p>, http://dx.doi.org/10.2139/ssrn.7408898

Ungolo F; Macdonald AS; Kleinow T, 2026, <p>Survival Analysis and Continuous Covariates for Annuitant Data: A Mixture Modelling Approach</p>, http://dx.doi.org/10.2139/ssrn.6456039

Ungolo F, 2023, An Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetimes, http://dx.doi.org/10.2139/ssrn.4428250

Ungolo F; Sherris M; Zhou Y, 2021, affine_mortality: A Github repository for estimation, analysis, and projection of affine mortality models, http://dx.doi.org/10.2139/ssrn.3912983

Ungolo F; Sherris M; Zhou Y, 2021, Multi-factor, Age-Cohort, Affine Mortality Models: A Multi-Country Comparison, http://dx.doi.org/10.2139/ssrn.3912981

Cottrell P; Ungolo F, 2015, Utilizing Topographic Finance to Understand Volatility, http://dx.doi.org/10.2139/ssrn.2590405


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