Sfoglia per Autore
A Notion Of Coherent Prevision For Arbitrary Random Quantities
1997-01-01 Crisma, L.; Gigante, Patrizia; Millossovich, Pietro
On the Valuation of Risky Zero Coupon Bonds
2000-01-01 Millossovich, Pietro
An Extension of the Jarrow-Lando-Turnbull Model to Random Recovery Rates
2003-01-01 Millossovich, Pietro
Annuities Under Stochastic Mortality and Interest Rates
2003-01-01 Biffis, E; Millossovich, Pietro
A Bidimensional Approach to Life Portfolio Valuations and to the Insurer's Future Business
2005-01-01 Biffis, E; Millossovich, Pietro
A Bidimensional Approach to Mortality Risk
2006-01-01 Biffis, Enrico; Millossovich, Pietro
The Fair Value of Guaranteed Annuity Options
2006-01-01 Biffis, Enrico; Millossovich, Pietro
Pricing Life Insurance Contracts with Early Exercise Features
2007-01-01 Bacinello, ANNA RITA; Biffis, E; Millossovich, Pietro
Pricing Life Insurance Contracts with Early Exercise Features
2007-01-01 Bacinello, ANNA RITA; Biffis, E; Millossovich, Pietro
Regression-Based Algorithms for Life Insurance Contracts with Surrender Guarantees
2008-01-01 Bacinello, ANNA RITA; Biffis, E; Millossovich, Pietro
Fair Value of Insurance Liabilities
2008-01-01 Biffis, Enrico; Millossovich, Pietro
Pricing Life Insurance Contracts with Early Exercise Features
2009-01-01 Bacinello, ANNA RITA; Biffis, E; Millossovich, Pietro
Variable Annuities: Risk Identification and Risk Assessment.
2010-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Olivieri, A.; Pitacco, Ermanno
Regression-based algorithms for life insurance contracts with surrender guarantees
2010-01-01 Bacinello, ANNA RITA; Biffis, E.; Millossovich, Pietro
Variable Annuities: A Unifying Valuation Approach
2011-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Olivieri, A.; Pitacco, Ermanno
Variable annuities as life insurance packages: a unifying approach to the valuation of guarantees
2012-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Olivieri, A.; Pitacco, Ermanno
A Dynamic Programming Algorithm for the Valuation of Guaranteed Minimum Withdrawal Benefits in Variable Annuities
2013-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; A., Montealegre
A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option
2013-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Montealegre, Alvaro
Longevity Basis Risk: A methodology for assessing basis risk
2014-01-01 Haberman, Steven; Kaishev, Vladimir; Millossovich, Pietro; Villegas, Andrés; Baxter, Steven; Gaches, Andrew; Gunnlaugsson, Sveinn; Sison, Mario
A methodology for assessing basis risk ‐ Abstract of the London Discussion
2015-01-01 D; Villegas, Bugg B. S. ; Baxter S.; Millossovich, Pietro; G; Rimmer, A. J.; ; Shaffer, S.; ; Lu, D. A D. A.; L; Fitzgibbon, J.; F;gaches, R. S.; G; Bajekal, A. T.; B; Sagoo, M.; P. J. K., S; Ashmore, ;; A;jeffery, M.; A. J., F
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile