E-LIB Suche - Ergebnisse für: Anna Rita Bacinello

1

An iterative least-squares Monte Carlo approach for the sim..:

Bacinello, Anna Rita ; Millossovich, Pietro ; Viviano, Fabio
European Actuarial Journal. , 2024

2

Risk-neutral valuation of GLWB riders in variable annuities:

Bacinello, Anna Rita ; Maggistro, Rosario ; Zoccolan, Ivan
Insurance: Mathematics and Economics. 114 (2024) - p. 1-14 , 2024

Link: https://doi.org/10.1016/..

3

The interaction between variable annuity providers and thei..:

Bacinello, Anna Rita ; Maggistro, Rosario ; Zoccolan, Ivan
Decisions in Economics and Finance. , 2024

Link: https://doi.org/10.1007/..

4

A Regression Based Approach for Valuing Longevity Measures:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Bacinello, Anna Rita ; Millossovich, Pietro ; Viviano, Fabio - p. 44-49 , 2022

Link: https://doi.org/10.1007/..

5

Dynamic Withdrawals and Stochastic Mortality in GLWB Variab..:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Bacinello, Anna Rita ; Maggistro, Rosario ; Zoccolan, Ivan - p. 38-43 , 2022

Link: https://doi.org/10.1007/..

6

Special Issue "Quantitative Risk Assessment in Life, Health..:

Bacinello, Anna Rita
Risks. 10 (2022) 4 - p. 72 , 2022

Link: https://doi.org/10.3390/..

7

Monte Carlo Valuation of Future Annuity Contracts:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

Bacinello, Anna Rita ; Millossovich, Pietro ; Viviano, Fabio - p. 57-62 , 2021

Link: https://doi.org/10.1007/..

8

On the Market-Consistent Valuation of Participating Life In..:

Bacinello, Anna Rita ; Chen, An ; Sehner, Thorsten.
Risks. 9 (2021) 1 - p. 20 , 2021

Link: https://doi.org/10.3390/..

9

On the Market-Consistent Valuation of Participating Life In..:

Bacinello, Anna Rita ; Chen, An ; Sehner, Thorsten.
Risks 9, no. 1: 20. https://doi.org/10.3390/risks9010020. , 2020

Link: https://ssrn.com/abstrac..

10

Variable annuities with a threshold fee: valuation, numeric..:

Bacinello, Anna Rita ; Zoccolan, Ivan
Decisions in Economics and Finance. 42 (2019) 1 - p. 21-49 , 2019

Link: https://doi.org/10.1007/..

11

The impact of longevity and investment risk on a portfolio ..:

Bacinello, Anna Rita ; Millossovich, Pietro ; Chen, An
European Actuarial Journal. 8 (2018) 2 - p. 257-290 , 2018

Link: https://doi.org/10.1007/..

12

The valuation of GMWB variable annuities under alternative ..:

Bacinello, Anna Rita ; Millossovich, Pietro ; Montealegre, Alvaro
Scandinavian Actuarial Journal. 2016 (2014) 5 - p. 446-465 , 2014

Link: https://doi.org/10.1080/..

13

Variable annuities: A unifying valuation approach:

Bacinello, Anna Rita ; Millossovich, Pietro ; Olivieri, Annamaria.
Insurance: Mathematics and Economics. 49 (2011) 3 - p. 285-297 , 2011

Link: https://doi.org/10.1016/..

14

Regression-based algorithms for life insurance contracts wi..:

Bacinello, Anna Rita ; Biffis, Enrico ; Millossovich, Pietro
Quantitative Finance. 10 (2010) 9 - p. 1077-1090 , 2010

Link: https://doi.org/10.1080/..

15

Pricing life insurance contracts with early exercise featur..:

Bacinello, Anna Rita ; Biffis, Enrico ; Millossovich, Pietro
Journal of Computational and Applied Mathematics. 233 (2009) 1 - p. 27-35 , 2009

Link: https://doi.org/10.1016/..