Items where Author is "Bacinello, A. R."
Bacinello, A. R., Chen, A., Sehner, T. & Millossovich, P. 
ORCID: 0000-0001-8269-7507 (2021).
On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk.
Risks, 9(1),
article number 20.
doi: 10.3390/risks9010020
Bacinello, A. R., Millossovich, P. & Chen, A. (2018). Longevity impact on life insurers in low interest rate environment. The European Actuary, 18(2018), pp. 16-18.
Bacinello, A. R., Chen, A. & Millossovich, P. ORCID: 0000-0001-8269-7507 (2018).
The impact of longevity and investment risk on a portfolio of life insurance liabilities.
European Actuarial Journal, 8(2),
pp. 257-290.
doi: 10.1007/s13385-018-0175-5
Bacinello, A. R., Millossovich, P. & Montealegre, A. (2014). The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Scandiavian Actuarial Journal, 2016(5), pp. 446-465. doi: 10.1080/03461238.2014.954608