OLIVIERI Annamaria

Professore di I fascia
Settore scientifico disciplinare
Metodi matematici dell'economia e delle scienze attuariali e finanziarie
  • Curriculum Vitae
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Professor of Mathematical methods for economy and actuarial and financial sciences, School of Business, Department of Economcis, University of Parma, since November 2000.
Degree in Business Economics (University of Parma) and in Statistics and Actuarial Science (University of Florence); PhD in Mathematics for the analysis of financial markets (University of Brescia); actuary (Italian Professional Association).
Member of the Scientific Committee of the PhD programme in Management and actuarial sciences, University of Udine, since 2013. Previously, Member of the Scientific Committee of the PhD programme in Economics, University of Parma, from 2008 to 2010, and of the PhD programme of the School of Finance, University of Trieste, from 2006 to 2008.
Assistant professor of Financial mathematics and actuarial science, School of Business, University of Trieste, from 1995 to 2000.
Professorial Visiting Fellow, School of Actuarial Studies at the Australian School of Business, University of New South Wales, Sydney, July 2011. Professorial Visiting Fellow, CEPAR, University of New South Wales, Sydney, July 2012. Distinguished Visitor, CEPAR, University of New South Wales, Sydney, April 2014 and August 2015. Since October 2012, Associate Investigator of CEPAR, UNSW, Sydney.
On top of the institutional teaching activity, she is involved in teaching activity for continuous professional development courses and MBA courses.
Her research interests concern the field of actuarial mathematics for life insurance and pension funds. Specific research areas: valuation and hedging of mortality/longevity risks; valuation of the life business; solvency and capital requirements for life insurance and pension funds; policy design for individual pension products in view of the sharing of risks between the provider and the policyholder; optimal choices of the post-retirement benefit for the individual; multistate models for the insurances of the person; pricing of health, life insurance and individual pension products. The main research results have been published in: Insurance: Mathematics & Economics, ASTIN Bulletin, Journal of Pension Economics and Finance, Journal of Actuarial Practice, Applied Stochastic Models in Business and Industry, AStA Advances in Statistical Analysis.
She has been invited speaker in seminars and short courses at several universities, both in Italy and abroad.
She has contributed to the activities of several research projects partially funded by the Italian MUR.
Awarded in 2011 with the Bob Alting von Gesau Prize 2010 (joint with Ermanno Pitacco - University of Trieste), by AFIR (section of the International Actuarial Association) for the paper “Stochastic mortality: the impact on target capital” (published on the ASTIN Bulletin, vol. 39(2), pp. 541-563).
Member of AMASES, Italian Institute of Actuaries, International Actuarial Association (ASTIN, Life and Health sections).
Associate Editor of the European Actuarial Journal.
She has been referee for: Asia-Pacific Journal of Risk and Insurance, ASTIN Bulletin, Blaetter der DGVFM, Decisions in Economics and Finance, Economic and Business Review, European Actuarial Journal, Insurance: Mathematics & Economics, Journal of Pension Economics and Finance, Journal of Risk and Insurance, Managerial Finance, Metron, Risk Analysis, The Geneva Risk and Insurance Review, Scandinavian Actuarial Journal.

Office hours are, in principle, on Thursday, between 11:00 and 15:00. It is required to set an appointment. Depending on yours and mine committments, we can arrange different times or days.

To ask for an appointment, please email me few days in advance, shortly describing why you are asking an appointment. This will allow me to arrange efficiently the various appointments. 

Office hours are face-to-face or online, on the Teams platform.

Anno accademico di erogazione: 2024/2025

Anno accademico di erogazione: 2023/2024

Anno accademico di erogazione: 2022/2023

Anno accademico di erogazione: 2021/2022

Anno accademico di erogazione: 2020/2021

Anno accademico di erogazione: 2019/2020

Anno accademico di erogazione: 2018/2019

Anno accademico di erogazione: 2017/2018

Anno accademico di erogazione: 2016/2017

Anno accademico di erogazione: 2015/2016

Anno accademico di erogazione: 2014/2015

Anno accademico di erogazione: 2013/2014


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Phone number
Office location
Polo Kennedy - Plesso Centrale di Economia
Via John Fitzgerald Kennedy, 6
43125 PARMA