Edit Profile (opens in new tab) Bacinello, Anna Rita Compute Distance To: Compute Author ID: bacinello.anna-rita Published as: Bacinello, Anna Rita Documents Indexed: 16 Publications since 1988 1 Contribution as Editor Co-Authors: 8 Co-Authors with 11 Joint Publications 99 Co-Co-Authors all top 5 Co-Authors 6 single-authored 6 Millossovich, Pietro 4 Ortu, Fulvio 2 Biffis, Enrico 2 Montealegre, Alvaro 1 Chen, An 1 Olivieri, Annamaria 1 Stucchi, Patrizia 1 Zoccolan, Ivan all top 5 Serials 4 Insurance Mathematics & Economics 2 Applied Mathematical Finance 2 European Actuarial Journal 1 Journal of Computational and Applied Mathematics 1 European Journal of Operational Research 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 Decisions in Economics and Finance 1 ASTIN Bulletin 1 North American Actuarial Journal all top 5 Fields 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 4 Statistics (62-XX) 1 History and biography (01-XX) 1 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 14 Publications have been cited 211 times in 149 Documents Cited by ▼ Year ▼ Fair pricing of life insurance participating policies with a minimum interest rate guaranteed. Zbl 1098.91537Bacinello, Anna Rita 47 2001 Pricing equity-linked life insurance with endogenous minimum guarantees. Zbl 0778.62093Bacinello, Anna Rita; Ortu, Fulvio 40 1993 Pricing guaranteed life insurance participating policies with annual premiums and surrender option. Zbl 1084.62519Bacinello, Anna Rita 29 2003 Endogenous model of surrender conditions in equity-linked life insurance. Zbl 1118.91054Bacinello, Anna Rita 21 2005 Pricing life insurance contracts with early exercise features. Zbl 1179.91098Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro 20 2009 Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro 19 2010 The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Zbl 1401.91095Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro 16 2016 Valuation of contingent-claims characterising particular pension schemes. Zbl 0994.91029Bacinello, Anna Rita 4 2000 A stochastic simulation procedure for pension schemes. Zbl 0667.62073Bacinello, Anna Rita 4 1988 Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results. Zbl 0924.90050Bacinello, Anna Rita; Ortu, Fulvio 3 1996 A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts. Zbl 1138.91488Bacinello, Anna Rita 3 2008 Valuation of sinking-fund bonds in the Vasiček and CIR frameworks. Zbl 1097.91515Bacinello, Anna Rita; Ortu, Fulvio; Stucchi, Patrizia 2 1996 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 2 2018 Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. Zbl 1426.91203Bacinello, Anna Rita; Zoccolan, Ivan 1 2019 Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. Zbl 1426.91203Bacinello, Anna Rita; Zoccolan, Ivan 1 2019 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 2 2018 The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Zbl 1401.91095Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro 16 2016 Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro 19 2010 Pricing life insurance contracts with early exercise features. Zbl 1179.91098Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro 20 2009 A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts. Zbl 1138.91488Bacinello, Anna Rita 3 2008 Endogenous model of surrender conditions in equity-linked life insurance. Zbl 1118.91054Bacinello, Anna Rita 21 2005 Pricing guaranteed life insurance participating policies with annual premiums and surrender option. Zbl 1084.62519Bacinello, Anna Rita 29 2003 Fair pricing of life insurance participating policies with a minimum interest rate guaranteed. Zbl 1098.91537Bacinello, Anna Rita 47 2001 Valuation of contingent-claims characterising particular pension schemes. Zbl 0994.91029Bacinello, Anna Rita 4 2000 Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results. Zbl 0924.90050Bacinello, Anna Rita; Ortu, Fulvio 3 1996 Valuation of sinking-fund bonds in the Vasiček and CIR frameworks. Zbl 1097.91515Bacinello, Anna Rita; Ortu, Fulvio; Stucchi, Patrizia 2 1996 Pricing equity-linked life insurance with endogenous minimum guarantees. Zbl 0778.62093Bacinello, Anna Rita; Ortu, Fulvio 40 1993 A stochastic simulation procedure for pension schemes. Zbl 0667.62073Bacinello, Anna Rita 4 1988 all cited Publications top 5 cited Publications all top 5 Cited by 234 Authors 8 Bacinello, Anna Rita 5 Ballotta, Laura 5 Russo, Emilio 4 Bernard, Carole L. 4 Costabile, Massimo 4 Hardy, Mary Rosalyn 4 le Courtois, Olivier 4 Massabó, Ivar 4 Schmeiser, Hato 4 Siu, Tak Kuen 4 Ziveyi, Jonathan 3 Bauer, Daniel J. 3 Chen, An 3 Devolder, Pierre 3 Gan, Guojun 3 Kwok, Yue-Kuen 3 Mahayni, Antje 3 Melnikov, Aleksander Viktorovich 3 Millossovich, Pietro 3 Pelsser, Antoon A. J. 3 Quittard-Pinon, François M. 3 Yang, Hailiang 2 Biffis, Enrico 2 Chang, Shih-Chieh 2 Chen, Kan 2 De Angelis, Paolo 2 Eberlein, Ernst W. 2 Feng, Runhuan 2 Gerstner, Thomas 2 Griebel, Michael 2 Hieber, Peter 2 Holtz, Markus 2 Kiesel, Rüdiger 2 Kling, Alexander 2 Kwak, Minsuk 2 Lau, John Wei 2 Li, Jing 2 Lin, X. Sheldon 2 Løchte Jørgensen, Peter 2 Mamon, Rogemar S. 2 Mao, Xuerong 2 Martire, Antonio Luciano 2 Milhaud, Xavier 2 Moenig, Thorsten 2 Nielsen, Jørgen Aase 2 Ortu, Fulvio 2 Ruß, Jochen 2 Sandmann, Klaus 2 Schmidt, Thorsten 2 Schneider, Judith C. 2 Schrager, David F. 2 Steblovskaya, Victoria R. 2 Szimayer, Alexander 2 Wu, Fuke 2 Xu, Wei (David) 2 Young, Virginia R. 2 Zeineddine, Raghid 2 Zemp, Alexandra 1 Aase, Knut Kristian 1 Ahmad, Jamaal 1 Albeverio, Sergio A. 1 Alfonsi, Aurélien 1 Alonso-García, Jennifer 1 Bae, Taehan 1 Bai, Manying 1 Barbarin, Jérome 1 Biagini, Francesca 1 Bilodeau, Claire 1 Blanchet-Scalliet, Christophette 1 Borgonovo, Emanuele 1 Boyle, Phelim P. 1 Branger, Nicole 1 Brunner, Bernhard 1 Buchardt, Kristian 1 Casalini, Riccardo 1 Chang, Hsiaoyin 1 Cheng, Chunli 1 Cherchali, Adel 1 Chevalier, Etienne 1 Chiarolla, Maria B. 1 Chong, Wing Fung 1 Chu, Chi Chiu 1 Cocco, Flavio 1 Coleman, Thomas F. 1 Consiglio, Andrea 1 De Angelis, Tiziano 1 De Felice, Massimo 1 De Giovanni, Domenico 1 De Marchis, Roberto 1 Detering, Nils 1 Dias, José Carlos 1 Domínguez-Fabián, Immaculada 1 Dong, Bing 1 Dutang, Christophe 1 Eling, Martin 1 Esposito, Giorgia 1 Fabozzi, Frank J. 1 Fard, Farzad Alavi 1 Faust, Roger 1 Fersini, Paola ...and 134 more Authors all top 5 Cited in 29 Serials 62 Insurance Mathematics & Economics 12 Scandinavian Actuarial Journal 12 Quantitative Finance 9 ASTIN Bulletin 9 North American Actuarial Journal 6 European Actuarial Journal 5 Decisions in Economics and Finance 4 Journal of Computational and Applied Mathematics 4 European Journal of Operational Research 3 Scandinavian Actuarial Journal 3 International Journal of Theoretical and Applied Finance 2 Mathematical Finance 1 Applied Mathematics and Computation 1 Stochastic Analysis and Applications 1 Applied Numerical Mathematics 1 Journal of Economic Dynamics & Control 1 Journal of Applied Mathematics and Stochastic Analysis 1 The Annals of Applied Probability 1 Communications in Statistics. Simulation and Computation 1 Applied Mathematical Finance 1 Finance and Stochastics 1 Discrete Dynamics in Nature and Society 1 Lobachevskii Journal of Mathematics 1 Asia-Pacific Financial Markets 1 Review of Derivatives Research 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Journal of Probability and Statistics 1 Dependence Modeling 1 The Scientific World Journal. Probability and Statistics all top 5 Cited in 12 Fields 141 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Probability theory and stochastic processes (60-XX) 28 Statistics (62-XX) 17 Numerical analysis (65-XX) 3 Systems theory; control (93-XX) 2 Special functions (33-XX) 2 Computer science (68-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year