Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance” von Bacinello, Anna Rita

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On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk von Bacinello, Anna Rita, Chen, An, Sehner, Thorsten, Millossovich, Pietro

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Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option von Bacinello, Anna Rita

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Risk-neutral valuation of GLWB riders in variable annuities von Bacinello, Anna Rita, Maggistro, Rosario, Zoccolan, Ivan

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An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices von Bacinello, Anna Rita, Millossovich, Pietro, Viviano, Fabio

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The interaction between variable annuity providers and their customers under a dynamic approach von Bacinello, Anna Rita, Maggistro, Rosario, Zoccolan, Ivan

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Ermanno Pitacco, 1947–2022

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Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis von Bacinello, Anna Rita, Zoccolan, Ivan

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The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours von Bacinello, Anna Rita, Millossovich, Pietro, Montealegre, Alvaro

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Variable annuities: A unifying valuation approach von Bacinello, Anna Rita, Millossovich, Pietro, Olivieri, Annamaria, Pitacco, Ermanno

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The impact of longevity and investment risk on a portfolio of life insurance liabilities von Bacinello, Anna Rita, Millossovich, Pietro, Chen, An

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Regression-based algorithms for life insurance contracts with surrender guarantees von Bacinello, Anna Rita, Biffis, Enrico, Millossovich, Pietro

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Pricing life insurance contracts with early exercise features von Bacinello, Anna Rita, Biffis, Enrico, Millossovich, Pietro

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Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed von Bacinello, Anna Rita

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Design and Pricing of Equity-Linked Life Insurance under Stochastic Interest Rates von RITA BACINELLO, ANNA, PERSSON, SVEIN-ARNE

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Endogenous model of surrender conditions in equity-linked life insurance von Bacinello, Anna Rita

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Pricing life insurance contracts with early exercise features: Risk Measures and Solvency von BACINELLO, Anna Rita, BIFFIS, Enrico, MILLOSSOVICH, Pietro

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On a New Perspective in Longevity Risk Management: The Lifetime Shifting von Bacinello, Anna Rita, Maggistro, Rosario, Marino, Mario

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Dynamic Withdrawals and Stochastic Mortality in GLWB Variable Annuities von Bacinello, Anna Rita, Maggistro, Rosario, Zoccolan, Ivan

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A Regression Based Approach for Valuing Longevity Measures von Bacinello, Anna Rita, Millossovich, Pietro, Viviano, Fabio

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