Annamaria Olivieri's Books

Introduction to Insurance Mathematics

Technical and Financial Features of Risk Transfers

By: Annamaria Olivieri,Ermanno Pitacco

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Introduction to Insurance Mathematics

Technical and Financial Features of Risk Transfers

By: Annamaria Olivieri,Ermanno Pitacco

This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers a better understanding of the risk management process and the relevant quantitative phases. In the following chapters the book examines life insurance, non-life insurance and pension plans, presenting the technical and financial aspects of risk transfers and insurance without the use of complex mathematical tools. The book is written in a comprehensible style making it easily accessible to advanced undergraduate and graduate students in Economics, Business and Finance, as well as undergraduate students in Mathematics who intend starting on an actuarial qualification path. With the systematic inclusion of practical topics, professionals will find this text useful when working in insurance and pension related areas, where investments, risk analysis and financial reporting play a major role.

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Page Count

521

Publisher

Springer

Published Date

ISBN 10

3319213776

ISBN 13

9783319213774

Modelling Longevity Dynamics for Pensions and Annuity Business

By: Ermanno Pitacco,Michel Denuit,Steven Haberman,Annamaria Olivieri

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Modelling Longevity Dynamics for Pensions and Annuity Business

By: Ermanno Pitacco,Michel Denuit,Steven Haberman,Annamaria Olivieri

Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life sickness covers) are based on survival probabilities which necessarily extend over a long time horizon. In order to avoid underestimation of the related liabilities, the insurance company (or the pension plan) must adopt an appropriate forecast of future mortality. Great attention is currently being devoted to the management of life annuity portfolios, both from a theoretical and a practical point of view, because of the growing importance of annuity benefits paid by private pension schemes. In particular, the progressive shift from defined benefit to defined contribution pension schemes has increased the interest in life annuities with a guaranteed annual amount. This book provides a comprehensive and detailed description of methods for projecting mortality, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. It relies on research work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives. The following topics are dealt with: life annuities in the framework of post-retirement income strategies; the basic mortality model; recent mortality trends that have been experienced; general features of projection models; discussion of stochastic projection models, with numerical illustrations; measuring and managing longevity risk.

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Page Count

416

Publisher

OUP Oxford

Published Date

ISBN 10

0191609420

ISBN 13

9780191609428

Introduction to Insurance Mathematics

Technical and Financial Features of Risk Transfers

By: Annamaria Olivieri,Ermanno Pitacco

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Introduction to Insurance Mathematics

Technical and Financial Features of Risk Transfers

By: Annamaria Olivieri,Ermanno Pitacco

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

521

Publisher

Springer

Published Date

ISBN 10

3319213776

ISBN 13

9783319213774

Modelling Longevity Dynamics for Pensions and Annuity Business

By: Ermanno Pitacco,Michel Denuit,Steven Haberman,Annamaria Olivieri

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Modelling Longevity Dynamics for Pensions and Annuity Business

By: Ermanno Pitacco,Michel Denuit,Steven Haberman,Annamaria Olivieri

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

416

Publisher

OUP Oxford

Published Date

ISBN 10

0191609420

ISBN 13

9780191609428

Book's by Annamaria Olivieri

Introduction to Insurance Mathematics

Introduction to Insurance Mathematics

Modelling Longevity Dynamics for Pensions and Annuity Business

Modelling Longevity Dynamics for Pensions and Annuity Business

Introduction to Insurance Mathematics

Introduction to Insurance Mathematics

Modelling Longevity Dynamics for Pensions and Annuity Business

Modelling Longevity Dynamics for Pensions and Annuity Business

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