Introduction to insurance mathematics. Technical and financial features of risk transfers

DOI10.1007/978-3-319-21377-4MaRDI QIDQ495647zbMATH OpenOpenAlexFDO

Authors Annamaria Olivieri, Ermanno Pitacco

Publication date 14 September 2015

Published in EAA Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-21377-4

Mathematics Subject Classification ID

Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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(14)

• Joint life care annuities to help retired couples to finance the cost of long-term care
• Heterogeneity and uncertainty in a multistate framework
• Construction of rating systems using global sensitivity analysis: a numerical investigation
• Pricing and hedging contingent claims by entropy segmentation and Fenchel duality
• Risk and insurance. A graduate text
• Introduction to Insurance Mathematics
• Mortality modeling and regression with matrix distributions
• An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
• scientific article; zbMATH DE number 2153234 (Why is no real title available?)
• Dating death: an empirical comparison of medical underwriters in the U.S. life settlements market
• On technical bases and surplus in life insurance
• Heterogeneity in mortality: a survey with an actuarial focus
• Life insurance risk management essentials
• Valuation of general GMWB annuities in a low interest rate environment

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