The following pages link to Pietro Millossovich (Q727666):
Displaying 15 items.
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Pricing life insurance contracts with early exercise features (Q732096) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
- The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison (Q2347067) (← links)
- Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977) (← links)
- A notion of coherent revision for arbitrary random quantities (Q5123738) (← links)
