MILLOSSOVICH, PIETRO
MILLOSSOVICH, PIETRO
Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche
Docenti di ruolo di IIa fascia
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
A comparative study of two-population models for the assessment of basis risk in longevity hedges
2017-01-01 Andrés, M. Villegas; Steven, Haberman; Vladimir, K. Kaishev; Millossovich, Pietro
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
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 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
A Notion Of Coherent Prevision For Arbitrary Random Quantities
1997-01-01 Crisma, L.; Gigante, Patrizia; Millossovich, Pietro
A Regression Based Approach for Valuing Longevity Measures
2022-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Viviano, Fabio
A theory of multivariate stress testing
2024-01-01 Millossovich, Pietro; Tsanakas, Andreas; Wang, Ruodu
An Efficient Monte Carlo Based Approach for the Simulation of Future Annuity Values
2021-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Viviano, Fabio
An Extension of the Jarrow-Lando-Turnbull Model to Random Recovery Rates
2003-01-01 Millossovich, Pietro
An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices
2024-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Viviano, Fabio
Annuities Under Stochastic Mortality and Interest Rates
2003-01-01 Biffis, E; Millossovich, Pietro
Cascade Sensitivity Measures
2021-01-01 Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas
Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018)
2018-01-01 Pesenti, Silvana M.; Tsanakas, Andreas; Millossovich, Pietro
Fair Value of Insurance Liabilities
2008-01-01 Biffis, Enrico; Millossovich, Pietro
Forecasting mortality in subpopulations using Lee-Carter type models: A comparison
2015-01-01 Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro
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
Longevity Impact on Life Insurers in Low Interest Rate Environment
2018-01-01 Bacinello, ANNA RITA; Millossovich, Pietro; Chen, An
Monte Carlo Valuation of Future Annuity Contracts
2021-01-01 Bacinello, A. R.; Millossovich, P.; Viviano, F.