Modelling Longevity Dynamics for Pensions and Annuity Business
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 [...]

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Introduction to Insurance Mathematics

The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its "natural" target, namely - advanced undergraduate and graduate students in Economics, Business and Finance; - professionals and technicians operating in Insurance and pension areas, [...]

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La valutazione nelle assicurazioni vita. Profili attuariali
Annamaria Olivieri, Ermanno Pitacco

Espressioni quali "embedded value", "appraisal value", "fair value", "creazione di valore", "profilo di rischio", "risk capital" ecc. sono ormai entrate a far parte del linguaggio tecnicoassicurativo, affiancandosi a termini tradizionali, quali "valore attuariale", "utile tecnico" ecc. In questo volume i profili attuariali delle varie nozioni di "valore" sono analizzati con [...]

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Introduzione alla teoria attuariale delle assicurazioni di persone
Ermanno Pitacco, Annamaria Olivieri


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Matematica attuariale assicurazioni sulla vita


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Life Technical Provisions in Solvency II

Solvency II has been introducing new ways for calculating the technical provisions. The book deals with life insurance. These new techniques are shared within EU and nevertheless they are destined to influence the insurance market worldwide during the next years because there are plenty of new ideas. Technical provisions are [...]

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