A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts

von Bacinello, Anna Rita
Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

Fair valuation of a guaranteed life insurance participating contract embedding a surrender option

von Bacinello, Anna Rita
Veröffentlicht in The journal of risk and insurance (2003)

A stochastic simulation procedure for pension schemes

von Bacinello, Anna Rita
Veröffentlicht in Insurance / Mathematics & economics (1988)

Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk : the "lognormal + Vasicek" case

von Bacinello, Anna Rita
Veröffentlicht in Financial modelling (1994)

Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates

von Bacinello, Anna Rita
Veröffentlicht in Applied mathematical finance (1999)

Variable annuities with a threshold fee : valuation, numerical implementation and comparative static analysis

von Bacinello, Anna Rita
Veröffentlicht in Decisions in economics and finance (2019)

Valuation of sinking-fund bonds in the Vasicek and CIR frameworks

von Bacinello, Anna Rita
Veröffentlicht in Applied mathematical finance (1996)

Variable annuities : a unifying valuation approach

Veröffentlicht in Insurance / Mathematics & economics (2011)