Variable annuities: A unifying valuation approach AR Bacinello, P Millossovich, A Olivieri, E Pitacco Insurance: Mathematics and Economics 49 (3), 285-297, 2011 | 233 | 2011 |
Uncertainty in mortality projections: an actuarial perspective A Olivieri Insurance: mathematics and economics 29 (2), 231-245, 2001 | 199 | 2001 |
Introduction to insurance mathematics: technical and financial features of risk transfers A Olivieri, E Pitacco Springer, 2015 | 138 | 2015 |
Solvency requirements for pension annuities A Olivieri, E Pitacco Journal of Pension Economics & Finance 2 (2), 127-157, 2003 | 94 | 2003 |
Stochastic mortality: The impact on target capital A Olivieri, E Pitacco ASTIN Bulletin: The Journal of the IAA 39 (2), 541-563, 2009 | 74 | 2009 |
Heterogeneity in survival models-applications to pensions and life annuities A Olivieri Available at SSRN 913770, 2006 | 54 | 2006 |
Facing LTC risks AM Olivieri, E Pitacco Proceedings of the 32nd astin colloquium, Washington, 2001 | 52 | 2001 |
Assessing the cost of capital for longevity risk A Olivieri, E Pitacco Insurance: Mathematics and Economics 42 (3), 1013-1021, 2008 | 42 | 2008 |
Inference about mortality improvements in life annuity portfolios A Olivieri, E Pitacco XXVIIth International Congress of Actuaries, 2002 | 41 | 2002 |
Technical bases for LTC covers including mortality and disability projections S Ferri, A Olivieri Proceedings of the 31st astin colloquium, porto cervo, Italy, 2000 | 36 | 2000 |
Solvency requirements for life annuities: some comparisons A Olivieri, E Pitacco Available at SSRN 1266094, 2008 | 27 | 2008 |
Forecasting mortality for small populations by mixing mortality data A Ahcan, D Medved, A Olivieri, E Pitacco Insurance: Mathematics and Economics 54, 12-27, 2014 | 25 | 2014 |
Longevity risk management and shareholder value for a life annuity business C Blackburn, K Hanewald, A Olivieri, M Sherris ASTIN Bulletin: The Journal of the IAA 47 (1), 43-77, 2017 | 22 | 2017 |
Stochastic mortality: experience-based modeling and application issues consistent with Solvency 2 A Olivieri European Actuarial Journal 1, 101-125, 2011 | 21 | 2011 |
La valutazione nelle assicurazioni vita. Profili attuariali A Olivieri, E Pitacco Egea, 2005 | 21 | 2005 |
Designing longevity risk transfers: the point of view of the cedant A Olivieri Available at SSRN 741604, 2005 | 18 | 2005 |
Funding sickness benefits for the elderly A Olivieri, E Pitacco Proceedings of the 30th ASTIN Colloquium, Tokyo, 135-155, 1999 | 16 | 1999 |
Risk classification/life S Haberman, A Olivieri Wiley StatsRef: Statistics Reference Online, 2014 | 15 | 2014 |
Solvency requirements for life annuities A Olivieri, E Pitacco Proceedings of the AFIR 2000 Colloquium, Tromso, Norway, 547-571, 2000 | 15 | 2000 |
Introduzione alla teoria attuariale delle assicurazioni di persone E Pitacco, A Olivieri UMI-Pitagora Editore, 1997 | 14 | 1997 |