{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T19:11:21Z","timestamp":1725563481714},"publisher-location":"Berlin, Heidelberg","reference-count":15,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642159756"},{"type":"electronic","value":"9783642159763"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2010]]},"DOI":"10.1007\/978-3-642-15976-3_8","type":"book-chapter","created":{"date-parts":[[2010,8,28]],"date-time":"2010-08-28T03:36:42Z","timestamp":1282966602000},"page":"123-138","source":"Crossref","is-referenced-by-count":1,"title":["On a Decision Model for a Life Insurance Company Rating"],"prefix":"10.1007","author":[{"given":"Fabio","family":"Baione","sequence":"first","affiliation":[]},{"given":"Paolo","family":"De Angelis","sequence":"additional","affiliation":[]},{"given":"Riccardo","family":"Ottaviani","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"8_CR1","unstructured":"Andreatta, G., Corradin, S.: Valuing the Surrender Options Embedded in a Portfolio of Italian Life Guaranteed Participating Policies: a Least Squares Monte Carlo Approach. In: Real option theory meets practice. 8th Annual International Conference, Montr\u00e8al Canada, June 17-19 (2004)"},{"key":"8_CR2","doi-asserted-by":"publisher","first-page":"203","DOI":"10.1111\/1467-9965.00068","volume":"3","author":"P.. Artzner","year":"1999","unstructured":"Artzner, P., Delbaen, F., Eber, J.M., Heath, D.: Coherent Measures of Risk. Math. Finance.\u00a03, 203\u2013228 (1999)","journal-title":"Math. Finance."},{"key":"8_CR3","unstructured":"Baione, F., De Angelis, P., Fortunati, A.: Actuarial Models for a Fair Evaluation of Life Insurance Policies. Meeting MTISD 2004. University of Sannio. In: Amenta, P., D\u2019Ambra, L., Squillante, M., Ventre-Metodi, A. (eds.) Modelli e Tecnologie dell\u2019informazione a supporto delle decisioni, pp. 31\u201355. Franco Angeli (2004) ISBN 88-464-7440-6"},{"key":"8_CR4","first-page":"105","volume":"2","author":"F. Baione","year":"2006","unstructured":"Baione, F., De Angelis, P., Fortunati, A.: On a Fair Value Model for Partecipating Life Insurance Policies. Investment Management and Financial Innovations\u00a02, 105\u2013115 (2006)","journal-title":"Investment Management and Financial Innovations"},{"key":"8_CR5","doi-asserted-by":"crossref","unstructured":"Ballotta, L., Haberman, S.: Guaranteed annuity conversion options and their valuation (2003), http:\/\/www.casact.org","DOI":"10.1016\/S0167-6687(03)00146-X"},{"key":"8_CR6","first-page":"1","volume":"4","author":"J.S.. Brown","year":"1986","unstructured":"Brown, J.S., Dybvig, P.H.: The empirical implications of the Cox. Ingersoll. Ross theory of the term structure of interest rates. Journal of Finance\u00a04, 1\u201332 (1986)","journal-title":"Journal of Finance"},{"key":"8_CR7","unstructured":"CEIOPS: EU Solvency II project \u2013 the first Quantitative Impact Study (2005), http:\/\/www.ceiops.org"},{"key":"8_CR8","unstructured":"CEIOPS: Quantitative Impact Study 2 (2006), http:\/\/www.ceiops.org"},{"key":"8_CR9","unstructured":"CEIOPS: Quantitative Impact Study 3 (2007), http:\/\/www.ceiops.org"},{"key":"8_CR10","unstructured":"CEIOPS: Quantitative Impact Study 4 (2008), http:\/\/www.ceiops.org"},{"key":"8_CR11","doi-asserted-by":"crossref","unstructured":"Cox, J.C., Ingersoll, J.E., Ross, S.A.: A theory of the term structure of interest rates. Econometrica, 53\u2013408 (1985)","DOI":"10.2307\/1911242"},{"key":"8_CR12","unstructured":"De Angelis, P.: Gli Standards Internazionali per la valutazione del Fair Value delle compagnie di Assicurazione: implicazioni attuariali. In: Seminar of Italian Institute of Actuary, Rome (2001)"},{"key":"8_CR13","unstructured":"De Felice, M., Moriconi, F.: Finanza dell\u2019assicurazione sulla vita. Research Group on: Modelli per la finanza matematica. Working paper\u00a040 (2001)"},{"key":"8_CR14","unstructured":"IASB: IFRS 4: Insurance Contracts (2004), http:\/\/www.iasb.org"},{"key":"8_CR15","unstructured":"Swiss Federal Office of Private Insurance: White Paper of the Swiss Solvency Test (2004)"}],"container-title":["Studies in Fuzziness and Soft Computing","Preferences and Decisions"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-15976-3_8","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,2]],"date-time":"2019-06-02T09:34:14Z","timestamp":1559468054000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-15976-3_8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010]]},"ISBN":["9783642159756","9783642159763"],"references-count":15,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-15976-3_8","relation":{},"ISSN":["1434-9922","1860-0808"],"issn-type":[{"type":"print","value":"1434-9922"},{"type":"electronic","value":"1860-0808"}],"subject":[],"published":{"date-parts":[[2010]]}}}