
Dr Pietro Millossovich
Reader in Actuarial Finance
Bayes Business School, Faculty of Actuarial Science and Insurance
Contact
- +44 (0)20 7040 0972
- pietro.millossovich.1@city.ac.uk
Postal address
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
Pietro Millossovich is a Senior Lecturer in Actuarial Science at the Faculty of Actuarial Science and Insurance, Bayes Business School (formerly Cass), City University, London since January 2012. Previously, he has been a Lecturer at the University of Trieste, Italy. Pietro Millossovich holds a B.Sc. in Statistics and Actuarial Science from the University of Trieste, a D.E.A. (Master) in Probability and Finance from the University of Paris VI and a Ph.D. in Mathematics Applied to Decisions in Economics and Finance from the University of Trieste. Pietro also currently holds a position at the University of Trieste.
Qualifications
- PhD, University of Trieste, Trieste, Italy, Oct 1999 – Sep 2003
- DEA, Pierre and Marie Curie University, Paris, France, Oct 1997 – Sep 1998
- BSc, Statistics and Actuarial Science, University of Trieste, Trieste, Italy, Oct 1990 – Sep 1996
Employment
- Senior Lecturer, Bayes Business School, Jan 2012 – present
- Lecturer, Universita di Trieste, Sep 2001 – present
Memberships of professional organisations
- Fellow, AMASES, Sep 2004 – present
Awards
- Institute and Faculty of Actuaries. (2020) Peter Clark Prize for Best Paper
Awarded for paper: Pesenti, S. M., Millossovich, P., & Tsanakas, A. (2019). Reverse sensitivity testing: What does it take to break the model?. European Journal of Operational Research, 274(2), 654-670. - International Congress of Actuaries (2018) ICA 2018 BEST PAPER AWARDS - section: Aspects of Long-Term Savings: Uncertainty in Low Real Returns, Longevity and Inflation
Languages
French and Italian.
Research
Research topics
Mortality Forecasting
Sensitivity of Risk Measures
Optimal Insurance
Guarantees in Life Insurance Products
Research students
Luca De Mori
Attendance: Oct 2020 – present, full-time
Thesis title: Mortality Modelling
Role: 1st Supervisor
Fabio Viviano
Attendance: Nov 2018 – Mar 2022
Thesis title: Some Life Insurance Applications of Regression and Simulation Methods
Role: 1st Supervisor
Vaishno Devi Makam
Attendance: Oct 2018 – present
Role: 2nd Supervisor
Khadija Gasimova
Attendance: Jun 2018 – present
Role: 2nd Supervisor
Silvana Manuela Pesenti
Attendance: Nov 2015 – present
Thesis title: Sensitivity analysis and its application to solvency insurance
Role: 2nd Supervisor
Ivan Danesi
Attendance: Jan 2011 – Mar 2014
Thesis title: Forecasting Mortality in Subpopulations using Lee-Carter Type Models: A Comparison
Role: 2nd Supervisor
Alvaro Montealegre
Attendance: 2009 – 2014, full-time
Thesis title: Numerical Methods for Pricing Complex Derivatives
Role: 2nd Supervisor
Massimiliano Kaucic
Attendance: Jan 2006 – Apr 2009, full-time
Thesis title: Evolutionary Computations for Trading Systems
Role: 1st Supervisor
Publications
Chapters (3)
- Bacinello, A.R., Millossovich, P. and Montealegre, A. (2014). A Comparison between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option. In Corazza, M. and Pizzi, C. (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance (pp. 27–40). Springer. ISBN 978-3-319-02499-8.
- Bacinello, A.R., Millossovich, P., Olivieri, A. and Pitacco, E. (2012). Actuarial and financial mathematics conference. Interplay between Finance and Insurance. In Vanmaele, M., Deelstra, G., De Schepper, A., Dhaene, J., Schoutens, W., Vanduffel, S. … Vyncke, D. (Eds.), Proceedings of the Actuarial and financial mathematics conference. Interplay between Finance and Insurance 2012 (pp. 3–15). CONTACTFORUM.
- Biffis, E. and Millossovich, P. (2008). Fair Value of Insurance Liabilities. In Melnick, E. and Everitt, B. (Eds.), Encyclopedia of Quantitative Risk Assessment London: John Wiley & Sons.
Conference papers and proceedings (19)
- Millossovich, P. (2018). Monte Carlo Valuation of the Initiation Option in a GLWB Variable Annuity. 4th European Actuarial Journal Conference 9-11 September, Leuven.
- Haberman, S., Kaishev, V., Millossovich, P. and Villegas, A. (2014). A methodology for assessing basis risk. Institute and Faculty of Actuaries' (IFoA's) 2014 Pensions Conference 18-20 June, London, UK.
- Millossovich, P., Bacinello, A.R. and Montealegre, A. (2012). A Dynamic Programming Algorithm for the Valuation of GMWB Variable Annuities. Montreal Seminar of Actuarial and Financial Mathematics Montreal, Canada.
- Bacinello, A.R., Millossovich, P. and Montealegre, A. (2012). A Dynamic Programming Algorithm for the Valuation of GMWB Variable Annuities. Montreal Seminar of Actuarial and Financial Mathematics Montreal.
- Bacinello, A.R., Millossovich, P. and Montealegre, A. (2012). A Comparison between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option. Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2012) Venice.
- Millossovich, P., Bacinello, A.R. and Montealegre, A. (2012). A comparison between different numerical schemes for the valuation of unit-linked contracts embedding a surrender option. MAF 2012 - Mathematical and Statistical Methods for Actuarial Sciences and Finance Venice.
- Millossovich, P. and Biffis, E. (2011). Optimal insurance with counterparty default risk. XII Iberian-Italian Congress in Financial and Actuarial Mathematics Lisbon.
- Millossovich, P. (2011). Swap: funzionamento del mercato e metodi di valutazione. Workshop Swap su Tassi di Interesse e su Valute Rome.
- Millossovich, P. (2010). Derivati su Tassi d�Interesse: Utilizzo e Valutazione. Strumenti Finanziari degli Enti Locali � Il Caso del Friuli Venezia Giulia Trieste.
- Millossovich, P. and Biffis, E. (2010). Optimal Insurance with Counterparty Default Risk. XIV Conference on Insurance: Mathematics and Economics Toronto.
- Millossovich, P. and Biffis, E. (2010). Optimal insurance with counterparty default risk. XXXIV Congresso Amases Macerata.
- Millossovich, P., Bacinello, A.R., Olivieri, A. and Pitacco, E. (2010). Variable Annuities: Risk Identification and Risk Assessment. MAF 2010 - Mathematical and Statistical Methods for Actuarial Sciences and Finance Ravello.
- Millossovich, P., Bacinello, A.R. and Chen, A. (2009). Fair Valuation of Life Insurance Liabilities: Integrating Demographic and Market Risk. XIII Congress on Insurance: Mathematics & Economics Istanbul.
- Millossovich, P., Bacinello, A.R. and Chen, A. (2008). Fair Valuation of Life Insurance Liabilities: Integrating Demographic and Market Risk. 5th Conference in Actuarial Science and Finance 4-7 September, Samos.
- Millossovich, P., Bacinello, A.R. and Biffis, E. (2008). Regression-based algorithms for life insurance contracts with surrender guarantees. Cologne Workshop on Actuarial Mathematics Cologne.
- Millossovich, P., Bacinello, A.R. and Biffis, E. (2008). Regression-based algorithms for life insurance contracts with surrender guarantees. MAF 2008 - Mathematical and Statistical Methods for Actuarial Sciences and Finance Venice.
- Millossovich, P., Bacinello, A.R. and Biffis, E. (2008). Regression-based algorithms for life insurance contracts with surrender guarantees. Stochastic Methods in Finance Torino.
- Millossovich, P., Bacinello, A.R. and Biffis, E. (2007). Pricing Life Insurance Contracts with Early Exercise Features. XI Congress on Insurance: Mathematics & Economics Piraeus.
- Millossovich, P., Bacinello, A.R. and Biffis, E. (2007). Regression-based algorithms for life insurance contracts with surrender guarantees. XXXI Congresso AMASES Lecce.
Journal articles (20)
- Pesenti, S.M., Millossovich, P. and Tsanakas, A. (2021). Cascade Sensitivity Measures. Risk Analysis, 41(12), pp. 2392–2414. doi:10.1111/risa.13758.
- Makam, V.D., Millossovich, P. and Tsanakas, A. (2021). Sensitivity analysis with χ2-divergences. Insurance: Mathematics and Economics, 100, pp. 372–383. doi:10.1016/j.insmatheco.2021.06.007.
- Pesenti, S.M., Bettini, A., Millossovich, P. and Tsanakas, A. (2021). Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis. Annals of Actuarial Science, 15(2), pp. 458–483. doi:10.1017/s1748499521000130.
- Bacinello, A.R., Chen, A., Sehner, T. and Millossovich, P. (2021). On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. Risks, 9(1), pp. 20–20. doi:10.3390/risks9010020.
- Bacinello, A.R., Chen, A. and Millossovich, P. (2018). The impact of longevity and investment risk on a portfolio of life insurance liabilities. European Actuarial Journal, 8(2), pp. 257–290. doi:10.1007/s13385-018-0175-5.
- Pesenti, S.M., Millossovich, P. and Tsanakas, A. (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). Insurance: Mathematics and Economics, 83, pp. 29–31. doi:10.1016/j.insmatheco.2018.09.001.
- Chen, R.Y. and Millossovich, P. (2018). Sex-specific mortality forecasting for UK countries: a coherent approach. European Actuarial Journal, 8(1), pp. 69–95. doi:10.1007/s13385-017-0164-0.
- Villegas, A.M., Kaishev, V.K. and Millossovich, P. (2018). StMoMo: An R Package for Stochastic Mortality Modeling. Journal of Statistical Software, 84(3). doi:10.18637/jss.v084.i03.
- Villegas, A.M., Haberman, S., Kaishev, V.K. and Millossovich, P. (2017). A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. ASTIN Bulletin, 47(3), pp. 631–679. doi:10.1017/asb.2017.18.
- Pesenti, S.M., Millossovich, P. and Tsanakas, A. (2016). Robustness regions for measures of risk
aggregation. Dependence Modeling, 4(1). doi:10.1515/demo-2016-0020. - Bacinello, A.R., Millossovich, P. and Montealegre, A. (2016). The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Scandinavian Actuarial Journal, 2016(5), pp. 446–465. doi:10.1080/03461238.2014.954608.
- Tsanakas, A. and Millossovich, P. (2016). Sensitivity Analysis Using Risk Measures. Risk Analysis, 36(1), pp. 30–48. doi:10.1111/risa.12434.
- (2015). A methodology for assessing basis risk ‐ Abstract of the London Discussion. British Actuarial Journal, 20(3), pp. 461–490. doi:10.1017/s1357321715000197.
- Danesi, I.L., Haberman, S. and Millossovich, P. (2015). Forecasting mortality in subpopulations using Lee–Carter type models: A comparison. Insurance: Mathematics and Economics, 62, pp. 151–161. doi:10.1016/j.insmatheco.2015.03.010.
- Bacinello, A.R., Millossovich, P., Olivieri, A. and Pitacco, E. (2011). Variable annuities: A unifying valuation approach. Insurance: Mathematics and Economics, 49(3), pp. 285–297. doi:10.1016/j.insmatheco.2011.05.003.
- Bacinello, A.R., Biffis, E. and Millossovich, P. (2010). Regression-based algorithms for life insurance contracts with surrender guarantees. Quantitative Finance, 10(9), pp. 1077–1090. doi:10.1080/14697680902960242.
- Bacinello, A.R., Biffis, E. and Millossovich, P. (2009). Pricing life insurance contracts with early exercise features. Journal of Computational and Applied Mathematics, 233(1), pp. 27–35. doi:10.1016/j.cam.2008.05.036.
- Biffis, E. and Millossovich, P. (2006). A bidimensional approach to mortality risk. Decisions in Economics and Finance, 29(2), pp. 71–94. doi:10.1007/s10203-006-0061-5.
- Biffis, E. and Millossovich, P. (2006). The fair value of guaranteed annuity options. Scandinavian Actuarial Journal, 2006(1), pp. 23–41. doi:10.1080/03461230500462204.
- Crisma, L., Gigante, P. and Millossovich, P. (2000). A Notion of Coherent Prevision for Arbitrary Random Quantities. Journal of The Italian Statistical Society, 6, pp. 233–243.
Reports (2)
- Millossovich, P., Haberman, S., Kaishev, V., Baxter, S., Gaches, A., Gunnlaugsson, S. … Sison, M. (2014). Longevity Basis Risk A methodology for assessing basis risk. Institute and Faculty of Actuaries (IFA) , Life and Longevity Markets Association (LLMA).
- Bacinello, A.R., Olivieri, A., Millossovich, P. and Pitacco, E. (2010). Variable Annuities: Risk Identification and Risk Assessment. Milan: BAFFI CAREFIN, Bocconi University.
Software (2)
- Millossovich, P., Villegas, A. and Kaishev, V. (2016). StMoMo: Stochastic Mortality Modelling. CRAN.
- Pesenti, S.M., Bettini, A., Millossovich, P. and Tsanakas, A. Scenario Weights for Importance Measurement (SWIM) – An R Package for Sensitivity Analysis. Elsevier BV.
Working papers (7)
- Pesenti, S.M., Millossovich, P. and Tsanakas, A. (2021). Cascade Sensitivity Measures.
- Pesenti, S.M., Bettini, A., Millossovich, P. and Tsanakas, A. (2021). Scenario Weights for Importance Measurement (SWIM) - An R package for sensitivity analysis.
- Millossovich, P., Tsanakas, A. and Wang, R. (2021). A theory of multivariate stress testing.
- Biffis, E. and Millossovich, P. (2011). Optimal Insurance with Counterparty Default Risk. SSRN.
- Millossovich, P. and Millo, G. Interest rates and the demand for non-life insurance.
- Millossovich, P., Bacinello, A.R. and Corsato, C. On the Optimal Design of Participating Life Insurance Contracts.
- Millossovich, P. and Bacinello, A.R. On the Monte Carlo Valuation of the Initiation Option in a GLWB Variable Annuity.
Professional activities
Editorial activity (9)
- European Journal of Law and Economics, Referee, 2014.
- Journal of Risk and Insurance, Referee, 2013 – present.
- European Actuarial Journal, Referee, 2011 – present.
- Quantitative Finance, Referee, 2011 – present.
- Journal of Economic Dynamics and Control, Referee, 2008 – present.
- Insurance: Mathematics and Economics, Referee, 2007 – present.
- European Journal of Operational Research, Referee, 2006 – 2011.
- Decisions in Economics and Finance, Referee, 2005 – 2011.
- The Geneva Risk and Insurance Review, Referee, 2005 – 2007.
Events/conferences (42)
- 23rd International Congress on Insurance: Mathematics and Economics. (Conference) Munich, Germany (2019).
Paper: Monte Carlo valuation of the initiation option in a GLWB variable annuity - Actuarial Teachers’ & Researchers’ Conference 2019. (Conference) Liverpool, UK (2019).
Paper: Monte Carlo valuation of the initiation option in a GLWB variable annuity - Mathematics in longevity risk management, King's college london. (Workshop) London, UK (2019). Invited speaker.
Paper: StMoMo: An R Package for Stochastic Mortality Modelling - Universitá della Calabria Seminar. (Seminar) Arcavacata di Rende (2019). Invited speaker.
Paper: Monte Carlo Valuation of the Initiation option in GLWB Variable Annuities - ETH Talks in Financial and Insurance Mathematics. (Seminar) Zurich, Switzerland (2019). Invited speaker.
Paper: Cascade Sensitivity Measures - UPV Seminar. (Seminar) UPV, Valencia (2016). Invited speaker.
Paper: StMoMo: An R Package for Stochastic Mortality Modelling
Author: Millossovich P.
Co-authors: A. Villegas, V. Kaishev - EM Lyon seminar series. (Seminar) Lyon (2015).
Paper: Two Populations Stochastic Mortality Models and Longevity Basis Risk
Author: Millossovich P. - V EPGC - Evento GAMA de Previdência Complementar. (Workshop) Brasilia (2015). Invited speaker.
Paper: Longevity Risk and Longevity Transfer Solutions
Author: Millossovich P - The XIX International Congress on Insurance Mathematics and Economics. (Conference) Liverpool (2015).
Paper: A comparative study of two-population models for the assessment of basis risk in longevity hedges
Author: Villegas A.
Co-authors: S. Haberman, V. Kaishev, P. Millossovich - Eleventh International Longevity Risk and Capital Markets Solutions Conference. (Conference) Lyon (2015).
Paper: A Comparative Study of Two-Population Mortality Models for the Assessment of Basis risk in Longevity Hedges
Author: Millossovich P.
Co-authors: S. Haberman, V. Kaishev, A. Villegas - Sessional Research Event: Longevity Basis Risk Methodology. (Seminar) London (2014). Invited speaker.
Paper: Longevity Basis Risk A methodology for assessing basis risk
Author: Baxter S
Co-authors: A. Gaches, S. Gunnlaugsson, S. Haberman, V. Kaishev, P. Millossovich, A. Villegas - LUH-Kolloquium "Versicherungs- und Finanzmathematik". (Seminar) Hannover (Germany) (2014). Invited speaker.
Paper: Two Populations Stochastic Mortality Models and Longevity Basis Risk
Author: Millossovich P. - Economic Seminars series. (Seminar) Venice (Italy) (2014). Invited speaker.
Paper: Two Populations Stochastic Mortality Models and Longevity Basis Risk
Author: Millossovich P. - Department of Accounting, Finance and Insurance Seminar at KU Leuven. (Seminar) KU Leuven (Belgium) (2014). Invited speaker.
Paper: Modelling and Forecasting Mortality in Related Populations
Author: Danesi I.L.
Co-authors: S. Haberman, P. Millossovich - FISC 2014. (Conference) Flint, Michigan (U.S.A.) (2014).
Paper: Sensitivity Analysis of Internal Risk Models
Author: Millossovich P.
Co-authors: A. Tsanakas - 8th Conference in Actuarial Science & Finance on Samos. (Conference) Samos (Greece) (2014).
Paper: Forecasting Mortality in Related Populations Using Lee-Carter Type Models: A Comparison
Author: Danesi I.L.
Co-authors: S. Haberman, P. Millossovich - 6th International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance. (Conference) Salerno (Italy) (2014).
Paper: Sensitivity Analysis of Internal Risk Models
Author: Millossovich P
Co-authors: A. Tsanakas - The XVII International Congress on Insurance Mathematics and Economics. (Conference) Copenhagen (2013).
Paper: Coherent mortality forecasting for related populations using Lee-Carter type models
Author: Danesi I.L.
Co-authors: S. Haberman, P. Millossovich - Life Conference and Exhibition 2013. (Conference) Edinburgh (2013). Invited speaker.
Paper: Towards an Industry Standard to Assess Longevity Basis Risk
Author: Gaches A
Co-authors: S. Gunnlaugsson, P. Millossovich, A. Villegas - Montreal Seminar of Actuarial and Financial Mathematics. (Seminar) Montreal, Canada (2012). Invited speaker.
Paper: A Dynamic Programming Algorithm for the Valuation of GMWB Variable Annuities
Author: Millossovich P.
Co-authors: A.R. Bacinello, A. Montealegre - XVI Congress on Insurance: Mathematics & Economics, Hong Kong. (Conference) Hong Kong (2012).
Paper: A Dynamic Programming Algorithm for the Valuation of GMWB Variable Annuities
Author: Millossovich A.R. B.
Co-authors: A.R. Bacinello, A. Montealegre - MAF 2012 - Mathematical and Statistical Methods for Actuarial Sciences and Finance. (Conference) Venice (2012).
Paper: A comparison between different numerical schemes for the valuation of unit-linked contracts embedding a surrender option
Author: Millossovich P
Co-authors: A.R. Bacinello, A. Montealegre - Journée Scientifique en l'Honneur de François Quittard-Pinon – ISFA(Lyon). (Conference) Lyon (France) (2012). Invited speaker.
Paper: A Dynamic Programming Algorithm for the Valuation of GMWB Variable Annuities
Author: Millossovich A.R. B.
Co-authors: A.R. Bacinello, A. Montealegre - 25ieme Entretiens Jacques Cartier. (Conference) Lyon (France) (2012). Invited speaker.
Paper: A General Approach to the Valuation and Risk Management of Variable Annuities
Author: Millossovich P. M. - XV Conference on Insurance: Mathematics and Economics. (Conference) (2011). Organising Committee.
- (Seminar) Basque Center for Applied Mathematics - Bilbao (2011). Invited speaker.
Paper: Optimal insurance with counterparty default risk
Author: Millossovich P.
Co-authors: Biffis E - (Seminar) Dipartimento di Scienze Statistiche (university La Sapienza) - Rome (2011). Invited speaker.
Paper: Optimal insurance with counterparty default risk
Author: Millossovich P.
Co-authors: Biffis E. - Workshop Swap su Tassi di Interesse e su Valute. (Workshop) Rome (2011). Invited speaker.
Paper: Swap: funzionamento del mercato e metodi di valutazione
Author: Millossovich P - XII Iberian-Italian Congress in Financial and Actuarial Mathematics. (Conference) Lisbon (2011).
Paper: Optimal insurance with counterparty default risk
Author: Millossovich P.
Co-authors: Biffis E. - Strumenti finanziari derivati degli enti locali: il caso del Friuli Venezia Giulia. Trieste (2010). Organising Committee.
- XIV Conference on Insurance: Mathematics and Economics. (Conference) Toronto (2010).
Paper: Optimal Insurance with Counterparty Default Risk
Author: Millossovich P.
Co-authors: Biffis E. - Strumenti Finanziari degli Enti Locali — Il Caso del Friuli Venezia Giulia. (Workshop) Trieste (2010). Invited speaker.
Paper: Derivati su Tassi d’Interesse: Utilizzo e Valutazione
Author: Millossovich P. - XXXIV Congresso Amases. (Conference) Macerata (2010).
Paper: Optimal insurance with counterparty default risk
Author: Millossovich P.
Co-authors: Biffis E. - MAF 2010 - Mathematical and Statistical Methods for Actuarial Sciences and Finance. (Conference) Ravello (2010).
Paper: Variable Annuities: Risk Identification and Risk Assessment
Author: Millossovich P.
Co-authors: Bacinello A.R., Olivieri A., Pitacco E. - XIII Congress on Insurance: Mathematics & Economics. (Conference) (2009).
Paper: Fair Valuation of Life Insurance Liabilities: Integrating Demographic and Market Risk
Author: Millossovich P
Co-authors: Bacinello A.R., Chen A. - Stochastic Methods in Finance. (Workshop) Torino (2008).
Paper: Regression-based algorithms for life insurance contracts with surrender guarantees
Author: Millossovich P.
Co-authors: Bacinello A.R., Biffis E. - Cologne Workshop on Actuarial Mathematics. (Workshop) Cologne (2008).
Paper: Regression-based algorithms for life insurance contracts with surrender guarantees
Author: Millossovich P.
Co-authors: Bacinello A.R., Biffis E. - MAF 2008 - Mathematical and Statistical Methods for Actuarial Sciences and Finance. (Conference) Venice (2008).
Paper: Regression-based algorithms for life insurance contracts with surrender guarantees
Author: Millossovich P.
Co-authors: Bacinello A.R., Biffis E. - 5th Conference in Actuarial Science and Finance. (Conference) Samos (2008).
Paper: Fair Valuation of Life Insurance Liabilities: Integrating Demographic and Market Risk
Author: Millossovich P.
Co-authors: Bacinello A.R., Chen A. - XXXI Congresso AMASES. (Conference) Lecce (2007).
Paper: Regression-based algorithms for life insurance contracts with surrender guarantees
Author: Millossovich P.
Co-authors: Bacinello A.R., Biffis E. - XI Congress on Insurance: Mathematics & Economics. (Conference) Piraeus (2007).
Paper: Pricing Life Insurance Contracts with Early Exercise Features
Author: Millossovich P.
Co-authors: Bacinello A.R., Biffis E. - XXX Congresso Amases. Trieste (2006). Organising Committee.
Media appearances (2)
- Longevity 11 Conference - Lyon - September 2015. (2015) A Comparative Study of Two-Population Models for the Assessment of Basis Risk (website).
- Universities-Research Conference on Insurance Markets and Catastrophe Risk. (2012) www.nber.org (website).