Zobrazeno 1 - 10
of 79
pro vyhledávání: '"Ermanno Pitacco"'
Autor:
Annamaria Olivieri, Ermanno Pitacco
Publikováno v:
Risks, Vol 10, Iss 8, p 164 (2022)
Due to the increasing interest in several markets in life annuity products with a guaranteed periodic benefit, the back-side effects of some features that may prove to be critical either for the provider or the customer should be better understood. I
Externí odkaz:
https://doaj.org/article/a526d626791b46ac88ca1ff2d04cf8d0
Autor:
Ermanno Pitacco, Daniela Y. Tabakova
Publikováno v:
Risks, Vol 10, Iss 3, p 65 (2022)
Special-rate life annuities are life annuity products whose single premium is based on a mortality assumption driven (at least to some extent) by the health status of the applicant. The health status is ascertained via an appropriate underwriting ste
Externí odkaz:
https://doaj.org/article/4d73d09a11054e02b06070f7e172523d
Publikováno v:
Economic and Business Review, Vol 13, Iss 4, Pp 251-272 (2015)
With the introduction of Solvency II a consistent market approach to the valuation of insurance assets and liabilities is required. For the best estimate of life annuity provisions one should estimate the longevity risk of the insured population in S
Externí odkaz:
https://doaj.org/article/0b8809f3a59d4d2a806fb278909391ad
Autor:
Annamaria Olivieri, Ermanno Pitacco
Publikováno v:
Risks, Vol 4, Iss 4, p 39 (2016)
Life annuities are attractive mainly for healthy people. In order to expand their business, in recent years, some insurers have started offering higher annuity rates to those whose health conditions are critical. Life annuity portfolios are then supp
Externí odkaz:
https://doaj.org/article/d5c09c62dd6740f19f72f47999dc28f1
Autor:
Ermanno Pitacco
Publikováno v:
Risks, Vol 4, Iss 1, p 3 (2016)
Long-term care insurance (LTCI) covers are rather recent products, in the framework of health insurance. It follows that specific biometric data are scanty; pricing and reserving problems then arise because of difficulties in the choice of appropriat
Externí odkaz:
https://doaj.org/article/9689968e21a64c85bc5f369f18c58b49
Autor:
Annamaria Olivieri, Ermanno Pitacco
Publikováno v:
Annals of Actuarial Science. 14:316-337
The uncertainty regarding financial returns and the life expectancy, joint to the reduced social security benefits, increasingly expose individuals to the risk of outliving their post-retirement assets. However, the demand for longevity guarantees re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48085982921ecc9b3e2495bdee2ff756
https://doi.org/10.1017/s1748499519000137
https://doi.org/10.1017/s1748499519000137
Autor:
Daniela Tabakova, Ermanno Pitacco
Publikováno v:
SSRN Electronic Journal.
The aim of these Lecture Notes is to complement the material, concerning Life Insurance, presented in the textbook by A. Olivieri and E. Pitacco, “Introduction to Insurance Mathematics. Technical and Financial Features of Risk Tansfers”, by provi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b72d749df54e6dd99a71cce402bff1e6
https://doi.org/10.2139/ssrn.3939389
https://doi.org/10.2139/ssrn.3939389
Autor:
Ermanno Pitacco
Publikováno v:
Springer Actuarial ISBN: 9783030498511
To provide a more complete picture of ERM in the insurance field, encompassing all the phases of the RM process, we propose a simple case study: the development and the launch of special-rate life annuity products.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76a5fd0250a765face2b66d8ba1322d9
https://doi.org/10.1007/978-3-030-49852-8_9
https://doi.org/10.1007/978-3-030-49852-8_9
Autor:
Ermanno Pitacco
Publikováno v:
Springer Actuarial ISBN: 9783030498511
A number of definitions of Enterprise Risk Management (ERM) have been proposed. We recall some of them, cited in the report IAA (2009).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1abcfd3bcf2c7c3ff148d7534146f28f
https://doi.org/10.1007/978-3-030-49852-8_2
https://doi.org/10.1007/978-3-030-49852-8_2
Autor:
Ermanno Pitacco
Publikováno v:
Springer Actuarial ISBN: 9783030498511
Following the structure adopted in Sect. 6.1, we define all the quantities needed to construct a specific model for a life annuity portfolio, in the framework proposed in Sect. 4.4.3. We then illustrate various implementations of the model, aiming at
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0d9f6db1ae29abc44b4bc6c8e38a6e32
https://doi.org/10.1007/978-3-030-49852-8_7
https://doi.org/10.1007/978-3-030-49852-8_7