Alessandro Ghilarducci

Deloitte Consulting Srl

Equity Partner

Via Tortona 25

Milano, 20144

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

384

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Market Consistent Framework for the Fair Evaluation of Insurance Contracts Under Solvency II

Number of pages: 36 Posted: 02 Feb 2018 Last Revised: 29 Apr 2018
Anna Gambaro, Riccardo Casalini, Gianluca Fusai and Alessandro Ghilarducci
University of Piemonte Orientale, UnipolSai Assicurazioni SpA, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and Deloitte Consulting Srl
Downloads 214 (143,652)

Abstract:

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Solvency II, economic scenario generator, minimum guaranteed option, sensitivity analysis

2.

Quantitative Assessment of Common Practice Procedures in the Fair Evaluation of Embedded Options in Insurance Contracts

Number of pages: 28 Posted: 18 Nov 2016 Last Revised: 28 Sep 2017
Anna Gambaro, Riccardo Casalini, Gianluca Fusai and Alessandro Ghilarducci
University of Piemonte Orientale, UnipolSai Assicurazioni SpA, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and Deloitte Consulting Srl
Downloads 170 (177,372)

Abstract:

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Minimum Guaranteed Fund, Segregated Insurance Fund, Embedded Options, Credit Risk, Liquidity Risk