Marilena Sibillo

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The paper focuses on the financial variable for the provision evaluation and analyses the sensitivity of the fair valuation to interest rate parameters. In a determinist scenario the evaluation risk is studied in a market value perspective and its impact is measured through the sensitivity of the net value of the intermediation portfolio to a modification(More)
The paper proposes a new contractual structure built within the critical illness policy model. The new product is represented by an accelerated critical illness with a special accelerated benefit in case of death for a specific cause. The inclusion of the benefit in case of a specific cause death does not involve additional cost to the life office beyond(More)
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