MILLOSSOVICH, PIETRO

MILLOSSOVICH, PIETRO  

Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche  

Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie  

Docenti di ruolo di IIa fascia  

Mostra records
Risultati 1 - 20 di 41 (tempo di esecuzione: 0.027 secondi).
Titolo Data di pubblicazione Autori File
A Bidimensional Approach to Life Portfolio Valuations and to the Insurer's Future Business 1-gen-2005 MILLOSSOVICH, PIETRO +
A Bidimensional Approach to Mortality Risk 1-gen-2006 BIFFIS, ENRICOMILLOSSOVICH, PIETRO
A Dynamic Programming Algorithm for the Valuation of Guaranteed Minimum Withdrawal Benefits in Variable Annuities 1-gen-2013 BACINELLO, ANNA RITAMILLOSSOVICH, PIETRO +
A Notion Of Coherent Prevision For Arbitrary Random Quantities 1-gen-1997 GIGANTE, PATRIZIAMILLOSSOVICH, PIETRO +
An Extension of the Jarrow-Lando-Turnbull Model to Random Recovery Rates 1-gen-2003 MILLOSSOVICH, PIETRO
Annuities Under Stochastic Mortality and Interest Rates 1-gen-2003 MILLOSSOVICH, PIETRO +
Cascade Sensitivity Measures 1-gen-2021 Pietro Millossovich +
A comparative study of two-population models for the assessment of basis risk in longevity hedges 1-gen-2017 MILLOSSOVICH, PIETRO +
A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option 1-gen-2013 BACINELLO, ANNA RITAMILLOSSOVICH, PIETRO +
An Efficient Monte Carlo Based Approach for the Simulation of Future Annuity Values 1-gen-2021 Anna Rita BacinelloPietro MillossovichFabio Viviano
Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018) 1-gen-2018 Pietro Millossovich +
Fair Value of Insurance Liabilities 1-gen-2008 BIFFIS, ENRICOMILLOSSOVICH, PIETRO
Forecasting mortality in subpopulations using Lee-Carter type models: A comparison 1-gen-2015 MILLOSSOVICH, PIETRO +
The Impact of Longevity and Investment Risk on a Portfolio of Life Insurance Liabilities 1-gen-2018 Anna Rita BacinelloPietro Millossovich +
The Impact of Longevity and Investment Risk on a Portfolio of Life Insurance Liabilities 1-gen-2017 Anna Rita BacinelloPietro Millossovich +
Longevity Basis Risk: A methodology for assessing basis risk 1-gen-2014 MILLOSSOVICH, PIETRO +
Longevity Impact on Life Insurers in Low Interest Rate Environment 1-gen-2018 Anna Rita BacinelloPietro Millossovich +
Monte Carlo Valuation of Future Annuity Contracts 1-gen-2021 Bacinello A. R.Millossovich P.Viviano F.
On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk 1-gen-2021 Anna Rita BacinelloPietro Millossovich +
On the optimal design of participating life insurance contracts 1-gen-2020 Bacinello Anna RitaCorsato ChiaraMillossovich Pietro