Silvia Dellacqua
Silvia Dell’Acqua joined Eurovita S.p.A. as the head of Actuary Reserving in September 2018. Prior to that, she worked 4 years in Generali (Group Risk Management) dealing with the Internal model implementation and the cutting edge LSMC technique. Before that, she spent 6 years in Intesa San Paolo Vita, working in the Risk Management and Actuary office, mainly dealing with the ESG and actuarial calculations. Silvia cooperates with the Politecnico di Milano since 2010, as a lecturer and as an author and staff member of FinRiskAlert.
SII Standard Formula: lapse risk and DPHB in a context of increasing rates
a cura di Silvia Dell’Acqua
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EIOPA financial stability report highlights
a cura di Silvia Dell’Acqua
Posted in: Articolo
Lug
29
2022
This article is meant to recap the major topics highlighted in the Financial Stability Report published by EIOPA last 22nd June 2022. Russian invasion of Ukraine and Inflation The Russian invasion of Ukraine has increase pre-existing inflationary pressures triggered by the pandemic, planting doubts of ...more »
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Giu
03
2022
Following the overview provided in [3] “IFRS17 is coming soon”, this article focuses on a potential definition of Risk Adjustment (RA) that departs from the Risk Margin one under SII and provides a methodology for its release in the Income Statement (IS). The mathematical background ...more »
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Apr
09
2022
Following the overview provided in [5] “IFRS17 is coming soon”, this article focuses on a potential definition of Illiquidity Premium (IP) that appears to soften the so-called Bow Wave effect. Given a single value of IP, the author presents an alternative application to the risk-free ...more »
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Nov
26
2021
With the implementation deadline of the new International Financial Reporting Standards rapidly approaching, it is worth recalling the ensuing implications: this article provides an idea of what to expect and how to respond, covering an overview of the framework and introducing the actions required to ...more »
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