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Assessing the cost of capital for longevity risk
Olivieri, Annamaria; Pitacco, Ermanno - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1013-1021
Persistent link: https://www.econbiz.de/10008057651
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Stochastic models for disability : approximations and applications to sickness and personal accident insurance
Olivieri, Annamaria; Pitacco, Ermanno - In: The ICFAI university journal of risk & insurance 6 (2009) 2, pp. 19-43
Persistent link: https://www.econbiz.de/10009050886
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Capital allocation to meet mortality risks for life annuities
Olivieri, Annamaria; Pitacco, Ermanno - In: The ICFAI university journal of financial risk … 6 (2009) 1, pp. 36-54
Persistent link: https://www.econbiz.de/10009051137
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Assessing the cost of capital for longevity risk
Olivieri, Annamaria; Pitacco, Ermanno - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1013-1022
Persistent link: https://www.econbiz.de/10008893128
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Variable annuities: A unifying valuation approach
Bacinello, Anna Rita; Millossovich, Pietro; Olivieri, … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 285-298
Persistent link: https://www.econbiz.de/10009807356
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Uncertainty in mortality projections: an actuarial perspective
Olivieri, Annamaria - In: Insurance / Mathematics & economics 29 (2001) 2, pp. 231-246
Persistent link: https://www.econbiz.de/10006899719
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Survival models in a dynamic context: a survey
Pitacco, Ermanno - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 279-298
Persistent link: https://www.econbiz.de/10006879175