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Millossovich, Pietro

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Author ID: millossovich.pietro Recent zbMATH articles by "Millossovich, Pietro"
Published as: Millossovich, Pietro; Millossovich, P.
Documents Indexed: 15 Publications since 1997
Co-Authors: 14 Co-Authors with 15 Joint Publications
177 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 148 times in 126 Documents Cited by Year
The fair value of guaranteed annuity options. Zbl 1142.91036
Biffis, Enrico; Millossovich, Pietro
30
2006
A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro
25
2017
Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2010
Pricing life insurance contracts with early exercise features. Zbl 1179.91098
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2009
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Zbl 1401.91095
Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro
16
2016
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro
16
2015
A bidimensional approach to mortality risk. Zbl 1160.91366
Biffis, Enrico; Millossovich, Pietro
12
2006
Sex-specific mortality forecasting for UK countries: a coherent approach. Zbl 1416.91163
Chen, Ree Yongqing; Millossovich, Pietro
5
2018
Reverse sensitivity testing: what does it take to break the model? Zbl 1406.91203
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas
2
2019
The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325
Bacinello, Anna Rita; Millossovich, Pietro; Chen, An
2
2018
Robustness regions for measures of risk aggregation. Zbl 1356.91106
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas
1
2016
A notion of coherent revision for arbitrary random quantities. Zbl 1454.60002
Crisma, L.; Gigante, P.; Millossovich, P.
1
1997
Reverse sensitivity testing: what does it take to break the model? Zbl 1406.91203
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas
2
2019
Sex-specific mortality forecasting for UK countries: a coherent approach. Zbl 1416.91163
Chen, Ree Yongqing; Millossovich, Pietro
5
2018
The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325
Bacinello, Anna Rita; Millossovich, Pietro; Chen, An
2
2018
A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro
25
2017
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Zbl 1401.91095
Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro
16
2016
Robustness regions for measures of risk aggregation. Zbl 1356.91106
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas
1
2016
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro
16
2015
Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2010
Pricing life insurance contracts with early exercise features. Zbl 1179.91098
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
19
2009
The fair value of guaranteed annuity options. Zbl 1142.91036
Biffis, Enrico; Millossovich, Pietro
30
2006
A bidimensional approach to mortality risk. Zbl 1160.91366
Biffis, Enrico; Millossovich, Pietro
12
2006
A notion of coherent revision for arbitrary random quantities. Zbl 1454.60002
Crisma, L.; Gigante, P.; Millossovich, P.
1
1997
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Cited by 234 Authors

6 Cairns, Andrew J. G.
6 Haberman, Steven
5 Blake, David
5 Millossovich, Pietro
4 Bacinello, Anna Rita
3 Ballotta, Laura
3 Biagini, Francesca
3 Biffis, Enrico
3 Jarner, Søren Fiig
3 Jevtić, Petar
3 Li, Jackie Ji
3 Li, Jing
3 Mamon, Rogemar S.
3 Olivieri, Annamaria
3 Pelsser, Antoon A. J.
3 Pitacco, Ermanno
3 Shi, Yanlin
3 Widenmann, Jan Maximilian
3 Ziveyi, Jonathan
2 Boyle, Phelim P.
2 Bravo, Jorge Miguel
2 Chang, Le
2 De Angelis, Paolo
2 Dowd, Kevin
2 Eberlein, Ernst W.
2 Freimann, Arne
2 Gan, Guojun
2 Ignatieva, Katja
2 Jallbjørn, Snorre
2 Kleinow, Torsten
2 Kwok, Yue-Kuen
2 Levantesi, Susanna
2 Liu, Xiaoming
2 Luciano, Elisa
2 MacMinn, Richard D.
2 Martire, Antonio Luciano
2 Piscopo, Gabriella
2 Regis, Luca
2 Ruß, Jochen
2 Russo, Emilio
2 Schmidt, Thorsten
2 Song, Andrew
2 Szimayer, Alexander
2 Tian, Weidong
2 Zeineddine, Raghid
2 Zhou, Kenneth Q.
1 Ahmad, Jamaal
1 Alonso-García, Jennifer
1 Amato, Valeria D.
1 Antonio, Katrien
1 Ayuso, Mercedes
1 Baran, Sándor
1 Bardoutsos, Anastasios G.
1 Bayraktar, Erhan
1 Ben Zineb, Tarik
1 Bernard, Carole L.
1 Blanchet-Scalliet, Christophette
1 Börger, Matthias
1 Borgonovo, Emanuele
1 Bozikas, Apostolos
1 Bozzo, Giuseppina
1 Brunner, Bernhard
1 Buchardt, Kristian
1 Chan, Leunglung
1 Chen, An
1 Chen, Bingzheng
1 Chen, Ree Yongqing
1 Cheng, Chunli
1 Cheng, Hung-Wen
1 Chevalier, Etienne
1 Chiarolla, Maria B.
1 Chiu, Mei Choi
1 Christiansen, Marcus Christian
1 Costabile, Massimo
1 Cox, Samuel H. jun.
1 Cupido, Kyran
1 Dahl, Mikkel
1 De Angelis, Tiziano
1 De Marchis, Roberto
1 de Melo, Eduardo Fraga L.
1 De Rosa, Clemente
1 Deelstra, Griselda
1 Diao, Liqun
1 Djehiche, Boualem
1 Dong, Bing
1 Dong, Yumo
1 Dutang, Christophe
1 El Boukfaoui, Ghali
1 El Karoui, Nicole
1 Enchev, Vasil
1 Feng, Runhuan
1 Floryszczak, Anthony
1 Furrer, Christian
1 Gaillardetz, Patrice
1 Gao, Huan
1 Gaudenzi, Marcellino
1 Gerhold, Stefan
1 Giordano, Giuseppe
1 Gobet, Emmanuel
1 Groll, Andreas
...and 134 more Authors

Citations by Year