Two-Population Mortality Forecasting: An Approach Based on Model Averaging von De Mori, Luca, Millossovich, Pietro, Zhu, Rui, Haberman, Steven

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StMoMo : An R Package for Stochastic Mortality Modeling von Villegas, Andrés M., Kaishev, Vladimir K., Millossovich, Pietro

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On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk von Bacinello, Anna Rita, Chen, An, Sehner, Thorsten, Millossovich, Pietro

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Sensitivity Analysis Using Risk Measures von Tsanakas, Andreas, Millossovich, Pietro

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Differential quantile-based sensitivity in discontinuous models von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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A theory of multivariate stress testing von Millossovich, Pietro, Tsanakas, Andreas, Wang, Ruodu

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Robustness regions for measures of risk aggregation von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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Cascade Sensitivity Measures von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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Reverse sensitivity testing: What does it take to break the model? von Pesenti, Silvana M., Millossovich, Pietro, Tsanakas, Andreas

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Forecasting mortality in subpopulations using Lee–Carter type models: A comparison von Danesi, Ivan Luciano, Haberman, Steven, Millossovich, Pietro

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Sensitivity analysis with χ2-divergences von Makam, Vaishno Devi, Millossovich, Pietro, Tsanakas, Andreas

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An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices von Bacinello, Anna Rita, Millossovich, Pietro, Viviano, Fabio

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Sex-specific mortality forecasting for UK countries: a coherent approach von Chen, Ree Yongqing, Millossovich, Pietro

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Ermanno Pitacco, 1947–2022

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Variable annuities: A unifying valuation approach von Bacinello, Anna Rita, Millossovich, Pietro, Olivieri, Annamaria, Pitacco, Ermanno

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The fair value of guaranteed annuity options von Biffis, Enrico, Millossovich, Pietro

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The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours von Bacinello, Anna Rita, Millossovich, Pietro, Montealegre, Alvaro

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A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES von Villegas, Andrés M., Haberman, Steven, Kaishev, Vladimir K., Millossovich, Pietro

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The impact of longevity and investment risk on a portfolio of life insurance liabilities von Bacinello, Anna Rita, Millossovich, Pietro, Chen, An

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Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018) von Pesenti, Silvana M., Tsanakas, Andreas, Millossovich, Pietro

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