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Annamaria Olivieri
Annamaria Olivieri
Dirección de correo verificada de unipr.it
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Año
Variable annuities: A unifying valuation approach
AR Bacinello, P Millossovich, A Olivieri, E Pitacco
Insurance: Mathematics and Economics 49 (3), 285-297, 2011
2342011
Uncertainty in mortality projections: an actuarial perspective
A Olivieri
Insurance: mathematics and economics 29 (2), 231-245, 2001
1992001
Introduction to insurance mathematics: technical and financial features of risk transfers
A Olivieri, E Pitacco
Springer, 2015
1372015
Solvency requirements for pension annuities
A Olivieri, E Pitacco
Journal of Pension Economics & Finance 2 (2), 127-157, 2003
942003
Stochastic mortality: The impact on target capital
A Olivieri, E Pitacco
ASTIN Bulletin: The Journal of the IAA 39 (2), 541-563, 2009
742009
Heterogeneity in survival models-applications to pensions and life annuities
A Olivieri
Available at SSRN 913770, 2006
542006
Facing LTC risks
AM Olivieri, E Pitacco
Proceedings of the 32nd astin colloquium, Washington, 2001
522001
Assessing the cost of capital for longevity risk
A Olivieri, E Pitacco
Insurance: Mathematics and Economics 42 (3), 1013-1021, 2008
422008
Inference about mortality improvements in life annuity portfolios
A Olivieri, E Pitacco
XXVIIth International Congress of Actuaries, 2002
412002
Technical bases for LTC covers including mortality and disability projections
S Ferri, A Olivieri
Proceedings of the 31st astin colloquium, porto cervo, Italy, 2000
362000
Solvency requirements for life annuities: some comparisons
A Olivieri, E Pitacco
Available at SSRN 1266094, 2008
272008
Forecasting mortality for small populations by mixing mortality data
A Ahcan, D Medved, A Olivieri, E Pitacco
Insurance: Mathematics and Economics 54, 12-27, 2014
252014
Longevity risk management and shareholder value for a life annuity business
C Blackburn, K Hanewald, A Olivieri, M Sherris
ASTIN Bulletin: The Journal of the IAA 47 (1), 43-77, 2017
222017
Stochastic mortality: experience-based modeling and application issues consistent with Solvency 2
A Olivieri
European Actuarial Journal 1, 101-125, 2011
212011
La valutazione nelle assicurazioni vita. Profili attuariali
A Olivieri, E Pitacco
Egea, 2005
212005
Designing longevity risk transfers: the point of view of the cedant
A Olivieri
Available at SSRN 741604, 2005
182005
Funding sickness benefits for the elderly
A Olivieri, E Pitacco
Proceedings of the 30th ASTIN Colloquium, Tokyo, 135-155, 1999
161999
Risk classification/life
S Haberman, A Olivieri
Wiley StatsRef: Statistics Reference Online, 2014
152014
Solvency requirements for life annuities
A Olivieri, E Pitacco
Proceedings of the AFIR 2000 Colloquium, Tromso, Norway, 547-571, 2000
152000
Introduzione alla teoria attuariale delle assicurazioni di persone
E Pitacco, A Olivieri
UMI-Pitagora Editore, 1997
141997
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Artículos 1–20