Pietro Millossovich
City University
H-index: 16
Asia-Lebanon
Top articles of Pietro Millossovich
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Two-Population Mortality Forecasting: An Approach Based on Model Averaging | Risks | Luca De Mori Pietro Millossovich Rui Zhu Steven Haberman | 2024/3/27 |
Differential Sensitivity in Discontinuous Models | arXiv preprint arXiv:2310.06151 | Silvana M Pesenti Pietro Millossovich Andreas Tsanakas | 2023/10/9 |
Package ‘StMoMo’ | Andres Villegas Pietro Millossovich Vladimir Kaishev Maintainer Andres Villegas | 2022/10/12 | |
A Regression Based Approach for Valuing Longevity Measures | Anna Rita Bacinello Pietro Millossovich Fabio Viviano | 2022/4/12 | |
On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk | Risks | Anna Rita Bacinello An Chen Thorsten Sehner Pietro Millossovich | 2021/1/11 |
Monte Carlo Valuation of Future Annuity Contracts | Anna Rita Bacinello Pietro Millossovich Fabio Viviano | 2021 | |
Cascade sensitivity measures | Risk Analysis | Silvana M Pesenti Pietro Millossovich Andreas Tsanakas | 2021/12 |
An efficient Monte Carlo based approach for the simulation of future annuity values | DEAMS RESEARCH PAPER SERIES | ANNA Bacinello Pietro Millossovich Fabio Viviano | 2021 |
A theory of multivariate stress testing | Available at SSRN 3966204 | Pietro Millossovich Andreas Tsanakas Ruodu Wang | 2021/11/18 |
On the valuation of the initiation option in a GLWB variable annuity | Preface XIX 1 Plenary Sessions | Anna Rita Bacinello Pietro Millossovich | 2021 |
Sensitivity analysis with χ2-divergences | Insurance: Mathematics and Economics | Vaishno Devi Makam Pietro Millossovich Andreas Tsanakas | 2021/9/1 |
Scenario Weights for Importance Measurement (SWIM)–an R package for sensitivity analysis | Annals of Actuarial Science | Silvana M Pesenti Alberto Bettini Pietro Millossovich Andreas Tsanakas | 2021/7 |
On the optimal design of participating life insurance contracts | DEAMS RESEARCH PAPER SERIES | ANNA Bacinello Chiara Corsato Pietro Millossovich | 2020 |
SWIMming Lessons | Pietro Millossovich Silvana Pesenti Alberto Bettini Andreas Tsanakas | 2020 |
Co-Authors
