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Details about Pietro Millossovich

Workplace:Bayes Business School, City University, (more information at EDIRC)
Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche (Department of Economics, Management, Mathematics and Statistics), Università degli Studi di Trieste (University of Trieste), (more information at EDIRC)

Access statistics for papers by Pietro Millossovich.

Last updated 2017-07-20. Update your information in the RePEc Author Service.

Short-id: pmi125

Jump to Journal Articles

Journal Articles

2016

  1. Robustness regions for measures of risk aggregation
    Dependence Modeling, 2016, 4, (1), 20 Downloads View citations (1)

2015

  1. Forecasting mortality in subpopulations using Lee–Carter type models: A comparison
    Insurance: Mathematics and Economics, 2015, 62, (C), 151-161 Downloads View citations (15)

2011

  1. Variable annuities: A unifying valuation approach
    Insurance: Mathematics and Economics, 2011, 49, (3), 285-297 Downloads View citations (85)

2010

  1. Regression-based algorithms for life insurance contracts with surrender guarantees
    Quantitative Finance, 2010, 10, (9), 1077-1090 Downloads View citations (26)

1997

  1. A notion of coherent revision for arbitrary random quantities
    Statistical Methods & Applications, 1997, 6, (3), 233-243 Downloads View citations (1)
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