All Stories

  1. Special Issue “Actuarial Mathematics and Risk Management”

    Article • Risks, July 2023, MDPI AG

    Prof Annamaria Olivieri

  2. Managing the risk of mortality shocks

    Article • Annals of Actuarial Science, November 2022, Cambridge University Press

    Prof Annamaria Olivieri

  3. Time Restrictions on Life Annuity Benefits: Portfolio Risk Profiles

    Article • Risks, August 2022, MDPI AG

    Prof Annamaria Olivieri

  4. TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS

    Article • Astin Bulletin, April 2022, Cambridge University Press

    Prof Annamaria Olivieri

  5. Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario

    Article • Risks, October 2021, MDPI AG

    Prof Annamaria Olivieri

  6. Linking annuity benefits to the longevity experience: alternative solutions

    Article • Annals of Actuarial Science, January 2020, Cambridge University Press

    Prof Annamaria Olivieri

  7. Linking Annuity Benefits to the Longevity Experience: A General Framework

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Prof Annamaria Olivieri

  8. LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS

    Article • Astin Bulletin, November 2016, Cambridge University Press

    Michael Sherris, Prof Annamaria Olivieri

  9. Frailty and Risk Classification for Life Annuity Portfolios

    Article • Risks, October 2016, MDPI AG

    Prof Annamaria Olivieri

  10. Introduction to Insurance Mathematics

    Article • January 2015, Springer Science + Business Media

    Prof Annamaria Olivieri

  11. Forecasting mortality for small populations by mixing mortality data

    Article • Insurance Mathematics and Economics, January 2014, Elsevier

    Prof Annamaria Olivieri

  12. Life tables in actuarial models: from the deterministic setting to a Bayesian approach

    Article • AStA Advances in Statistical Analysis, November 2011, Springer Science + Business Media

    Prof Annamaria Olivieri

  13. Variable annuities: A unifying valuation approach

    Article • Insurance Mathematics and Economics, November 2011, Elsevier

    Prof Annamaria Olivieri

  14. Introduction to Insurance Mathematics

    Article • January 2011, Springer Science + Business Media

    Prof Annamaria Olivieri

  15. Stochastic Mortality: The Impact on Target Capital

    Article • Astin Bulletin, November 2009, Cambridge University Press

    Prof Annamaria Olivieri

  16. Assessing the cost of capital for longevity risk

    Article • Insurance Mathematics and Economics, June 2008, Elsevier

    Prof Annamaria Olivieri

  17. Solvency requirements for pension annuities

    Article • Journal of Pension Economics and Finance, July 2003, Cambridge University Press

    Prof Annamaria Olivieri

  18. Uncertainty in mortality projections: an actuarial perspective

    Article • Insurance Mathematics and Economics, October 2001, Elsevier

    Prof Annamaria Olivieri

  19. SAfe-side requirements in the framework of multistate models for the insurances of the person

    Article • Applied Stochastic Models in Business and Industry, October 1999, Wiley

    Prof Annamaria Olivieri

  20. Retrospective reserves for the insurances of the person in the framework of multistate models

    Article • Decisions in Economics and Finance, June 1997, Springer Science + Business Media

    Prof Annamaria Olivieri