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Annamaria Olivieri · Study

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Annamaria Olivieri

12 works· latest 2020· 1 institutionscluster: provisionalORCID 0000-0002-8461-3634

h-index12

i1012

Citations871

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Most cited in this library

Modelling Longevity Dynamics for Pensions and Annuity Business2009 · 285 citations
Variable annuities: A unifying valuation approach2011 · 176 citations
Uncertainty in mortality projections: an actuarial perspective2001 · 130 citations
Introduction to Insurance Mathematics2015 · 56 citations
Stochastic Mortality: The Impact on Target Capital2009 · 50 citations

Works

12 shown

Linking annuity benefits to the longevity experience: alternative solutions

Annals of Actuarial Science·2020·2 authors

14citations

Frailty and Risk Classification for Life Annuity Portfolios

Risks·2016·2 authors·Open access

14citations

Introduction to Insurance Mathematics

EAA series·2015·2 authors·book·Open access

56citations

Forecasting Mortality for Small Populations by Mixing Mortality Data

Insurance Mathematics and Economics·2013·4 authors·Open access

19citations

Variable annuities: A unifying valuation approach

Insurance Mathematics and Economics·2011·4 authors

176citations

Variable Annuities: A Unifying Valuation Approach

SSRN Electronic Journal·2011·4 authors·preprint·Open access

40citations

Stochastic Mortality: The Impact on Target Capital

Astin Bulletin·2009·2 authors·Open access

50citations

Modelling Longevity Dynamics for Pensions and Annuity Business

·2009·4 authors·book

285citations

Assessing the cost of capital for longevity risk

Insurance Mathematics and Economics·2008·2 authors

30citations

Heterogeneity in Survival Models - Applications to Pensions and Life Annuities

SSRN Electronic Journal·2006·1 author·preprint·Open access

32citations

Uncertainty in mortality projections: an actuarial perspective

Insurance Mathematics and Economics·2001·1 author

130citations

Inference about mortality improvements in life annuity portfolios

·2001·2 authors

25citations