The following pages link to Anna Rita Bacinello (Q201410):
Displaying 17 items.
- Pricing equity-linked life insurance with endogenous minimum guarantees (Q689564) (← links)
- Pricing life insurance contracts with early exercise features (Q732096) (← links)
- A stochastic simulation procedure for pension schemes (Q1117660) (← links)
- Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
- The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
- Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
- Endogenous model of surrender conditions in equity-linked life insurance (Q2581780) (← links)
- Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
- Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533) (← links)
- Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
- A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
- The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977) (← links)
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (Q4661641) (← links)
- (Q5448377) (← links)
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (Q5715916) (← links)
- Valuation of contingent-claims characterising particular pension schemes (Q5942776) (← links)
- Risk-neutral valuation of GLWB riders in variable annuities (Q6152701) (← links)
