Anna Rita Bacinello

Finance · 2001–2011

A researcher in the Science corpus: 7 papers; trusts 15 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #1,177 of 10,518 by trust here, #2,835 by citations
• Demography — 32 citations into it; #176 of 4,236 by trust here, #670 by citations
• Economics and Econometrics — 32 citations into it; #2,371 of 23,481 by trust here, #7,096 by citations
• Management Science and Operations Research — 5 citations into it

Whom Anna Rita Bacinello trusts overall

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

1. Anders Grosen
2. Mogens Steffensen
3. P. L. Jørgensen
4. Francis A. Longstaff
5. Tomasz R. Bielecki
6. K. Miltersen
7. Serena Tiong
8. Mette Hansen
9. Enrico Biffis
10. Antti J. Tanskanen

Who trusts Anna Rita Bacinello overall

1. Laura Ballotta
2. Alexander Kling
3. Daniel Bauer
4. Thomas Gerstner
5. Thomas F. Coleman
6. J. Barbarin
7. Guojun Gan
8. Rüdiger Kiesel
9. Jochen Russ
10. Lukasz Delong

Papers from Anna Rita Bacinello's perspective

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

1. The Pricing of Options and Corporate Liabilities
2. Valuing American Options by Simulation: A Simple Least-Squares Approach
3. Credit Risk: Modeling, Valuation And Hedging
4. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
5. Valuing Equity-Indexed Annuities
6. Fair valuation of path-dependent participating life insurance contracts
7. Catastrophe Risk Bonds
8. Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates
9. Options, Futures, and Other Derivatives
10. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

Their papers

• Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (2001) — 166 citations
• Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option (2003) — 194 citations
• Variable Annuities: A Unifying Valuation Approach (2011) — 199 citations
• Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates (2001) — 75 citations
• Regression-based algorithms for life insurance contracts with surrender guarantees (2010) — 68 citations
• Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (2003) — 129 citations
• Endogenous model of surrender conditions in equity-linked life insurance (2005) — 75 citations