Short Bio
INSURANCE, RISK MANAGEMENT & DATA SCIENCE
Annamaria Olivieri is Professor of Mathematical Methods for Economics, Actuarial Science and Finance, Department of Economics, University of Parma (Italy). At MIB Trieste School of Management Annamaria is the Director of the new Centre for Insurance Research, she holds the "Financial Mathematics" and "Life Insurance Technique: applications" courses in the Master in Insurance & Risk Management, and coordinates two more courses for the Executive Master in Insurance & Finance ("Risk Transfer" and "Non Life Insurance").
With a PhD in Mathematics for Financial Markets, Annamaria is an Actuary (Italian professional body) and Associate Investigator of CEPAR, UNSW (Sydney).
Main research areas: valuation of the life insurance business, risk management for life insurance and pension funds (in particular, with reference to longevity risk), solvency for life portfolios and pension funds, actuarial perspectives of annuitisation and post-retirement choices in pension products, multistate models for the insurances of the person, pricing of life and health insurance products.
Lecturer in continuous professional development courses and Master programmes (in Italy and abroad) for both actuaries and non-actuaries, in the field of actuarial mathematics and risk management techniques.
Awarded in 2011 with the Bob Alting von Gesau Prize 2010 (joint with Ermanno Pitacco - University of Trieste), by AFIR (section of the International Actuarial Association) for the paper “Stochastic mortality: the impact on target capital” (published on the ASTIN Bulletin, vol. 39(2), pp. 541-563).
With a PhD in Mathematics for Financial Markets, Annamaria is an Actuary (Italian professional body) and Associate Investigator of CEPAR, UNSW (Sydney).
Main research areas: valuation of the life insurance business, risk management for life insurance and pension funds (in particular, with reference to longevity risk), solvency for life portfolios and pension funds, actuarial perspectives of annuitisation and post-retirement choices in pension products, multistate models for the insurances of the person, pricing of life and health insurance products.
Lecturer in continuous professional development courses and Master programmes (in Italy and abroad) for both actuaries and non-actuaries, in the field of actuarial mathematics and risk management techniques.
Awarded in 2011 with the Bob Alting von Gesau Prize 2010 (joint with Ermanno Pitacco - University of Trieste), by AFIR (section of the International Actuarial Association) for the paper “Stochastic mortality: the impact on target capital” (published on the ASTIN Bulletin, vol. 39(2), pp. 541-563).
Selected Publications
- Olivieri, A., & Pitacco, E. (2020). Linking annuity benefits to the longevity experience: Alternative solutions. Annals of Actuarial Science, 14(2), 316-337.
DOI: https://doi.org/10.1017/S1748499519000137 - Olivieri, A. (2021). Designing annuities with flexibility opportunities in an uncertain mortality scenario. Risks, 9(11), 189.
DOI: https://doi.org/10.3390/risks9110189 - Olivieri, A., & Pitacco, E. (2022). Time Restrictions on Life Annuity Benefits: Portfolio Risk Profiles. Risks, 10(8), 164.
DOI: https://doi.org/10.3390/risks10080164 - Olivieri, A., Thirurajah, S., & Ziveyi, J. (2022). Target volatility strategies for group self-annuity portfolios. ASTIN Bulletin: The Journal of the IAA, 52(2), 591-617.
DOI: https://doi.org/10.1017/asb.2022.7 - Olivieri, A., & Tabakova, D. (2024). Stochastic assessment of special-rate life annuities. Decisions in Economics and Finance, 1-20.
DOI: https://doi.org/10.1007/s10203-024-00476-8
