Anna Rita Bacinello

Available identifiers

zbMath Open bacinello.anna-ritaMaRDI QIDQ201410

List of research outcomes

Publication	Date of Publication	Type
Risk-neutral valuation of GLWB riders in variable annuities	2024-02-13	Paper
Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis	2019-10-23	Paper
The impact of longevity and investment risk on a portfolio of life insurance liabilities	2019-09-03	Paper
A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option	2018-12-13	Paper
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours	2018-07-11	Paper
Regression-based algorithms for life insurance contracts with surrender guarantees	2011-04-29	Paper
Pricing life insurance contracts with early exercise features	2009-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q5448377	2008-03-20	Paper
Endogenous model of surrender conditions in equity-linked life insurance	2006-01-10	Paper
Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option	2006-01-05	Paper
Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed	2005-03-30	Paper
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates	2002-09-05	Paper
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks∗Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged.	2002-09-04	Paper
Valuation of contingent-claims characterising particular pension schemes	2001-09-09	Paper
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results	1999-02-22	Paper
Pricing equity-linked life insurance with endogenous minimum guarantees	1994-01-09	Paper
A stochastic simulation procedure for pension schemes	1988-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

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