Handbook of Asset and Liability Management, Vol. 2, No. suppl (C) • 2007

ISSN: 1872-0978

doi: 10.1016/S1872-0978(06)02015-1

Chapter 15 The Prometeia Model for Managing Insurance Policies with Guarantees

Andrea Consiglio

University of Palermo, Italy

E-mail address:consiglio@unipa.it,

Flavio Cocco

Prometeia, Bologna, Italy

E-mail address:flavio.cocco@prometeia.it,

Stavros A. Zenios

Department of Public and Business Administration, University of Cyprus, 1678 Nicosia, Cyprus and Senior Fellow, The Wharton School, University of Pennsylvania, USA

E-mail address:zenioss@ucy.ac.cy,

Abstract

Insurance products become increasingly more innovative in order to face competitive pressures. Insurance policies today come with guarantees on the minimum ...

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