Sfoglia per Autore
Una particolare forma di assicurazione mista rivalutabile
1991-01-01 Bacinello, ANNA RITA
Valutazione del premio di assicurazioni “equity-linked” con garanzie di minimo endogene
1992-01-01 Bacinello, ANNA RITA; Ortu, F.
Pricing guaranteed securities-linked life insurance under interest rate risk
1992-01-01 Bacinello, ANNA RITA; Ortu, F.
Pricing equity-linked life insurance with endogenous minimum guarantees
1992-01-01 Bacinello, ANNA RITA; Ortu, F.
Valutazione del premio di assicurazioni “equity-linked” con garanzie di minimo capitale e in presenza di rischio di tasso
1993-01-01 Bacinello, ANNA RITA; Ortu, F.
Pricing guaranteed securities-linked life insurance under interest rate risk”, Actuarial Approach for Financial Risks, 3rd AFIR International Colloquium, vol. 1, Roma, 1993, p. 35-55.
1993-01-01 Bacinello, ANNA RITA; Ortu, F.
Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk: the “lognormal + Vasicek” case
1993-01-01 Bacinello, ANNA RITA; Ortu, F.
Pricing Equity-Linked Life Insurance with Endogenous Minimum Guarantees
1993-01-01 Bacinello, ANNA RITA; Ortu, F.
Single and Periodic Premiums for Guaranteed Equity-Linked Life Insurance under Interest-Rate Risk: the "Lognormal+Vasicek" Case
1994-01-01 Bacinello, ANNA RITA; Ortu, F.
The valuation of sinking-fund bonds in the Vasicek and CIR frameworks
1995-01-01 Bacinello, ANNA RITA; Ortu, F; Stucchi, P.
Interest-rate risk and the valuation of sinking-fund bonds with multiple instalments
1995-01-01 Bacinello, ANNA RITA; Ortu, F.
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
1996-01-01 Bacinello, ANNA RITA; Ortu, F.
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
1996-01-01 Bacinello, ANNA RITA; Ortu, F.
Mercati assicurativi e contingent-claims
1996-01-01 Bacinello, ANNA RITA
Valuation of Sinking-Fund Bonds in the Vasicek and CIR Frameworks
1996-01-01 Bacinello, ANNA RITA; Ortu, F; Stucchi, P.
Fixed Income Linked Life Insurance Policies with Minimum Guarantees: Pricing Models and Numerical Results
1996-01-01 Bacinello, ANNA RITA; Ortu, F.
Pricing contingent-claims concerning the Italian Pension Plan
1997-01-01 Bacinello, ANNA RITA
Valutazione di particolari contingent-claims che intervengono nel sistema pensionistico italiano
1997-01-01 Bacinello, ANNA RITA
Valuation of contingent-claims characterizing particular pension schemes
1997-01-01 Bacinello, ANNA RITA
Design and pricing of equity-linked life insurance in a Heath-Jarrow-Morton framework
1998-01-01 Bacinello, ANNA RITA; Persson, S. A.
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