Alessandro Ghilarducci

Deloitte Consulting Srl

Equity Partner

Via Tortona 25

Milano, 20144

Italy

  • Deloitte Consulting Srl

SCHOLARLY PAPERS

2

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700

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2

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Scholarly Papers (2)

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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, Anna Gambaro, Riccardo Casalini, Gianluca Fusai and Alessandro Ghilarducci
University of Piemonte OrientaleUniversità del Piemonte Orientale, UnipolSai Assicurazioni SpA, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and Deloitte Consulting Srl
Downloads 471 (112,656)
Citation 3

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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, Anna Gambaro, Riccardo Casalini, Gianluca Fusai and Alessandro Ghilarducci
University of Piemonte OrientaleUniversità del Piemonte Orientale, UnipolSai Assicurazioni SpA, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and Deloitte Consulting Srl
Downloads 229 (244,125)
Citation 2

Abstract:

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