A. Olivieri

Finance · 2009–2011

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom A. Olivieri trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Enrico Biffis
  2. M. Dahl
  3. Andrew J. G. Cairns

Who trusts A. Olivieri overall

  1. Andrew J. G. Cairns
  2. Guojun Gan

Papers from A. Olivieri's perspective

Ordered by how strongly the researchers A. Olivieri trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Affine Processes for Dynamic Mortality and Actuarial Valuations
  2. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
  3. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  4. Valuation and hedging of life insurance liabilities with systematic mortality risk
  5. Mortality derivatives and the option to annuitise
  6. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  7. The fair value of guaranteed annuity options
  8. Valuing American Options by Simulation: A Simple Least-Squares Approach
  9. Arbitrage Theory in Continuous Time
  10. Premium Calculation by Transforming the Layer Premium Density

Their papers