Prof. Annamaria
Olivieri
Department
of Economics and Management
University
of Parma, Italy
Professor
Email: [email protected]
Qualifications
1997
Ph.D., Finance, Mathematics for the analysis of financial markets, University
of Brescia, Italy
2003
M.Sc., Statistical and actuarial sciences, University of Florence, Italy
1992
M.Sc., Business economics, University of Parma, Italy
Research Interests
Longevity Risk, Post-Retirement Benefits, Life Insurance Actuarial Management
Selected Publications
-
Maggistro
R., Marino M., Olivieri A. A Markov ageing-based multi-state group
self-annuitisation. ASTIN Bulletin. Published online 2026:1-27.
Doi:10.1017/asb.2026.10095
-
Olivieri,
A., Tabakova, D. Stochastic assessment of special-rate life annuities. Decisions
in Economics and Finance (2025), 48:913-932. Doi:10.1007/s10203-024-00476-8.
-
Olivieri
A., S. Thirurajah, J. Ziveyi (2022) Target volatility strategies for group
self-annuity portfolios. ASTIN Bulletin, vol. 52, issue 2, pp. 591-617.
Doi:10.1017/asb.2022.7
-
Olivieri
A. (2021) Designing Annuities with Flexibility Opportunities in an Uncertain
Mortality Scenario. Risks 9(11): 189. Doi:.3390/risks9110189.
-
Olivieri,
A., & Pitacco, E. (2020). Linking annuity benefits to the longevity
experience: Alternative solutions. Annals of Actuarial Science, 14(2), 316-337.
Doi:10.1017/S1748499519000137
-
Blackburn
C., K. Hanewald, A. Olivieri, M. Sherris (2016) Longevity risk management and
shareholder value for a life annuity business. ASTIN Bulletin, vol. 47, Issue
1, pp. 43-77. Doi: 10.1017/asb.2016.32
-
Olivieri,
A., E. Pitacco (2016) Frailty and risk classification for a life annuity
portfolio. Risks, 4(4), article number 39. Doi: 10.3390/risks4040039
-
A.
Olivieri, E. Pitacco (2015) Introduction to insurance mathematics. Technical
and financial features of risk transfers. 2nd edition. EAA Series. Springer.
ISBN: 978-3-319-21376-7
-
Ahcan,
A., D. Medved, A. Olivieri, E. Pitacco (2014) Forecasting mortality for small
populations by mixing mortality data. Insurance: Mathematics & Economics,
vol. 54, pp. 12-27. Doi: 10.1016/j.insmatheco.2013.10.013.
-
Bacinello
A.R., P. Millossovich, A. Olivieri, E. Pitacco (2011), Variable annuities: a
unifying valuation approach, Insurance: Mathematics & Economics, Elsevier,
vol. 49, pp. 285-297. Doi: 10.1016/j.insmatheco.2011.05.003
-
Olivieri
A., E. Pitacco (2009), Stochastic mortality: the impact on target capital,
Astin Bulletin, Peeters, vol. 39(2), pp. 541-563. Doi: 10.2143/AST.39.2.2044647
-
Pitacco
E., M. Denuit, S. Haberman, A. Olivieri (2009), Modelling longevity dynamics
for pensions and annuity business, Oxford University Press. ISBN:
978-0-19-954727-2.
Profile Details
WoS
ResearcherID: AAJ-2613-2021
ORCID:
0000-0002-8461-3634
Scopus
Author ID: 7101815506
Google Scholar
Profile: https://scholar.google.com/citations?user=J14RZSIAAAAJ&hl=it
ResearchGate Profile:
https://www.researchgate.net/profile/Annamaria-Olivieri