Riccardo Casalini

UnipolSai Assicurazioni SpA

Risk Manager

Via Stalingrado 45

Bologna, 40128

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

449

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

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
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 213 (144,068)

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
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 169 (178,952)

Abstract:

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

3.

Benchmarking Interest Rate Models

Number of pages: 46 Posted: 25 Jun 2019
Mario Bonino and Riccardo Casalini
UnipolSai Assicurazioni SpA and UnipolSai Assicurazioni SpA
Downloads 67 (342,213)

Abstract:

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Interest Rates, Affine Term Structure Model, Risk Management, Financial Risks, Diebold-Li, Kalman Filter, Vasicek, multi-variate Vasicek, Gaussian, CIR, Nelson-Siegel, Insurance