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Centre for Insurance Research
Highlighted Publications

Highlighted Publications

Stochastic assessment of special-rate life annuities

September 2024 Annamaria Olivieri Daniela Tabakova
Paper investigating the longevity risk profile of an annuity pool consisting of several risk classes.
special-rate life annuities longevity risk annuity rates mortality dynamics

A Contrast-Tree-Based Approach to Two-Population Models

September 2024 Matteo Lizzi
Introducing a M-L-based approach for constructing mortality tables for small populations using a two-step two-population model.
demographics small-populations life tables mortality spread modeling

Long-term Care. Demographic factors and insurance demand

October 2021 Ermanno Pitacco Chiara Furlan
Aging of the population, growth of social welfare needs, insurance response.
long-term care demographic structure aging life insurance

Life annuities

july 2021 ermanno pitacco
A book by Ermanno Pitacco to answer to some fundamental questions regarding life annuities and post-retirement income.
life annuities post-retirement income longevity risk Annuities markets

Demographic impacts of Covid-19

April 2021 Federico Scamperle
The implications for life and health insurance and for the provision of public services.
covid-19 life insurance demografic impact health insurance

Special-rate annuities

November 2020 Ermanno Pitacco daniela tabakova
The variability of the results of a portfolio including standard and also Special-rate annuities.
special-rate annuities life insurance mortality data risk profile

Longevity Trends

october 2019 ermanno pitacco gaetano carmeci
The expected increase in life has in fact suffered a significant slowdown and the expectations of longer life today have stopped.
longevity trends life expectations mortality trends demografic research

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