Author/Creator: Millossovich, Pietro - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Millossovich, Pietro

1. A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. Issue 3 (29th August 2017)

Authors:: Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro
Journal:: ASTIN bulletin
Issue:: Volume 47:Issue 3(2017)
Page Start:: 631
Record Type:: Journal Article
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2. Cascade Sensitivity Measures. Issue 12 (2nd June 2021)

Authors:: Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas
Journal:: Risk analysis
Issue:: Volume 41:Issue 12(2021)
Page Start:: 2392
Record Type:: Journal Article
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3. Sensitivity Analysis Using Risk Measures. Issue 1 (9th November 2015)

Authors:: Tsanakas, Andreas; Millossovich, Pietro
Journal:: Risk analysis
Issue:: Volume 36:Issue 1(2016)
Page Start:: 30
Record Type:: Journal Article
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4. The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Issue 5 (27th May 2016)

Authors:: Bacinello, Anna Rita; Millossovich, Pietro; Montealegre, Alvaro
Journal:: Scandinavian actuarial journal
Issue:: Volume 2016:Issue 5(2016)
Page Start:: 446
Record Type:: Journal Article
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