Concepedia

Pietro Millossovich

PM

23

Publications

1.2K

Citations

18

H-Index

1997

Active since

Affiliations

University of Trieste(Current)

City, University of London

University of Parma

Imperial College London

Pietro Millossovich is an author at University of Trieste specializing in engineering, risk management, and statistics.

Top concepts

EngineeringRisk ManagementFinanceStatisticsInsuranceManagementBusinessPublic HealthFinancial Risk ManagementLongevity

Publications per year

1997–2021

23

Publications

23

Variable annuities: A unifying valuation approach

Anna Rita Bacinello, Pietro Millossovich, Annamaria Olivieri et al. · Insurance Mathematics and Economics · 2011 · 186 citations

Finance, Financial Risk Management, Accounting +4

<b>StMoMo</b>: An <i>R</i> Package for Stochastic Mortality Modeling

Andrés M. Villegas, Vladimir K. Kaishev, Pietro Millossovich · Journal of Statistical Software · 2018 · 139 citations · Full text

Engineering, Mortality Rates, Computational Epidemiology +17

The fair value of guaranteed annuity options

Enrico Biffis, Pietro Millossovich · Scandinavian Actuarial Journal · 2005 · 91 citations

Economics, Option Pricing, Engineering +13

StMoMo: An R Package for Stochastic Mortality Modelling

Vladimir K. Kaishev, Pietro Millossovich · SSRN Electronic Journal · 2015 · 87 citations · Full text

Forecasting mortality in subpopulations using Lee–Carter type models: A comparison

Ivan Luciano Danesi, Steven Haberman, Pietro Millossovich · Insurance Mathematics and Economics · 2015 · 78 citations · Full text

Mortality Studies, Engineering, Population Science +11

Rows per page

1–5 of 23