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North American Actuarial Journal Volume 6, 2002 - Issue 4
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Discussions of Papers Already Published

“Authors’ Reply: Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000 - Discussion by Fabrizio Cacciafesta

Maria Giuseppina Bruno Dipartimento di Matematica, Università degli Studi di Roma “La Sapienza,”, Via del Castro Laurenziano, 9, Rome 00161, Italy
,
Emanuela Camerini The Ministero di Grazia e Giustizia, Rome, Italy
&
Alvaro Tomassetti The Università degli Studi Roma “La Sapienza,”
Pages 110-113 | Published online: 04 Jan 2013

References

  • Bruno , M. G. , Camerini , E. and Tomassetti , A. 2000 . Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications . North American Actuarial Journal , 47 ( 4 ) : 44 – 55 .
  • Cacciafesta , F. 2001 . Discussions of Papers Already Published . North American Acturial Journal , 5 ( 4 ) : 112 – 114 .
  • Parker , G. 1997 . Stochastic Analysis of the Interaction between Investment and Insurance Risks . North American Actuarial Journal , 1 ( 2 ) : 55 – 84 .

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