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Bacinello, Anna Rita

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Author ID: bacinello.anna-rita Recent zbMATH articles by "Bacinello, Anna Rita"
Published as: Bacinello, Anna Rita
Documents Indexed: 16 Publications since 1988
Co-Authors: 7 Co-Authors with 10 Joint Publications
82 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 202 times in 144 Documents Cited by Year
Fair pricing of life insurance participating policies with a minimum interest rate guaranteed. Zbl 1098.91537
Bacinello, Anna Rita
46
2001
Pricing equity-linked life insurance with endogenous minimum guarantees. Zbl 0778.62093
Bacinello, Anna Rita; Ortu, Fulvio
38
1993
Pricing guaranteed life insurance participating policies with annual premiums and surrender option. Zbl 1084.62519
Bacinello, Anna Rita
28
2003
Endogenous model of surrender conditions in equity-linked life insurance. Zbl 1118.91054
Bacinello, Anna Rita
21
2005
Pricing life insurance contracts with early exercise features. Zbl 1179.91098
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2009
Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2010
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Zbl 1401.91095
Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro
14
2016
A stochastic simulation procedure for pension schemes. Zbl 0667.62073
Bacinello, Anna Rita
4
1988
Valuation of contingent-claims characterising particular pension schemes. Zbl 0994.91029
Bacinello, Anna Rita
4
2000
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results. Zbl 0924.90050
Bacinello, Anna Rita; Ortu, Fulvio
3
1996
The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325
Bacinello, Anna Rita; Millossovich, Pietro; Chen, An
2
2018
Valuation of sinking-fund bonds in the Vasiček and CIR frameworks. Zbl 1097.91515
Bacinello, Anna Rita; Ortu, Fulvio; Stucchi, Patrizia
2
1996
Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. Zbl 1426.91203
Bacinello, Anna Rita; Zoccolan, Ivan
1
2019
A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts. Zbl 1138.91488
Bacinello, Anna Rita
1
2008
Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. Zbl 1426.91203
Bacinello, Anna Rita; Zoccolan, Ivan
1
2019
The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325
Bacinello, Anna Rita; Millossovich, Pietro; Chen, An
2
2018
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Zbl 1401.91095
Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro
14
2016
Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2010
Pricing life insurance contracts with early exercise features. Zbl 1179.91098
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2009
A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts. Zbl 1138.91488
Bacinello, Anna Rita
1
2008
Endogenous model of surrender conditions in equity-linked life insurance. Zbl 1118.91054
Bacinello, Anna Rita
21
2005
Pricing guaranteed life insurance participating policies with annual premiums and surrender option. Zbl 1084.62519
Bacinello, Anna Rita
28
2003
Fair pricing of life insurance participating policies with a minimum interest rate guaranteed. Zbl 1098.91537
Bacinello, Anna Rita
46
2001
Valuation of contingent-claims characterising particular pension schemes. Zbl 0994.91029
Bacinello, Anna Rita
4
2000
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results. Zbl 0924.90050
Bacinello, Anna Rita; Ortu, Fulvio
3
1996
Valuation of sinking-fund bonds in the Vasiček and CIR frameworks. Zbl 1097.91515
Bacinello, Anna Rita; Ortu, Fulvio; Stucchi, Patrizia
2
1996
Pricing equity-linked life insurance with endogenous minimum guarantees. Zbl 0778.62093
Bacinello, Anna Rita; Ortu, Fulvio
38
1993
A stochastic simulation procedure for pension schemes. Zbl 0667.62073
Bacinello, Anna Rita
4
1988
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Cited by 228 Authors

8 Bacinello, Anna Rita
5 Ballotta, Laura
4 Bernard, Carole L.
4 Costabile, Massimo
4 Hardy, Mary Rosalyn
4 le Courtois, Olivier
4 Massabó, Ivar
4 Russo, Emilio
4 Siu, Tak Kuen
4 Ziveyi, Jonathan
3 Bauer, Daniel J.
3 Chen, An
3 Kwok, Yue-Kuen
3 Mahayni, Antje
3 Melnikov, Aleksander Viktorovich
3 Millossovich, Pietro
3 Pelsser, Antoon A. J.
3 Quittard-Pinon, François M.
3 Schmeiser, Hato
3 Yang, Hailiang
2 Biffis, Enrico
2 Chang, Shih-Chieh
2 Chen, Kan
2 Devolder, Pierre
2 Eberlein, Ernst W.
2 Gan, Guojun
2 Gerstner, Thomas
2 Griebel, Michael
2 Holtz, Markus
2 Kiesel, Rüdiger
2 Kling, Alexander
2 Kwak, Minsuk
2 Lau, John Wei
2 Li, Jing
2 Lin, X. Sheldon
2 Løchte Jørgensen, Peter
2 Mamon, Rogemar S.
2 Mao, Xuerong
2 Milhaud, Xavier
2 Moenig, Thorsten
2 Nielsen, Jørgen Aase
2 Ortu, Fulvio
2 Ruß, Jochen
2 Sandmann, Klaus
2 Schmidt, Thorsten
2 Schneider, Judith C.
2 Schrager, David F.
2 Steblovskaya, Victoria R.
2 Szimayer, Alexander
2 Wu, Fuke
2 Young, Virginia R.
2 Zeineddine, Raghid
2 Zemp, Alexandra
1 Aase, Knut Kristian
1 Ahmad, Jamaal
1 Albeverio, Sergio A.
1 Alfonsi, Aurélien
1 Alonso-García, Jennifer
1 Bae, Taehan
1 Bai, Manying
1 Barbarin, Jérome
1 Biagini, Francesca
1 Bilodeau, Claire
1 Blanchet-Scalliet, Christophette
1 Borgonovo, Emanuele
1 Boyle, Phelim P.
1 Branger, Nicole
1 Brunner, Bernhard
1 Buchardt, Kristian
1 Casalini, Riccardo
1 Cheng, Chunli
1 Cherchali, Adel
1 Chevalier, Etienne
1 Chiarolla, Maria B.
1 Chong, Wing Fung
1 Chu, Chi Chiu
1 Cocco, Flavio
1 Coleman, Thomas F.
1 Consiglio, Andrea
1 De Angelis, Paolo
1 De Angelis, Tiziano
1 De Felice, Massimo
1 De Giovanni, Domenico
1 Detering, Nils
1 Dias, José Carlos
1 Domínguez-Fabián, Immaculada
1 Dong, Bing
1 Dutang, Christophe
1 Eling, Martin
1 Esposito, Giorgia
1 Fabozzi, Frank J.
1 Fard, Farzad Alavi
1 Faust, Roger
1 Feng, Runhuan
1 Fersini, Paola
1 Floryszczak, Anthony
1 Forsyth, Peter A.
1 Furrer, Christian
1 Fusai, Gianluca
1 Gaillardetz, Patrice
...and 128 more Authors

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