Cascade Sensitivity Measures.
- Published in:
- Risk Analysis: An International Journal, 2021, v. 41, n. 12, p. 2392, doi. 10.1111/risa.13758
- By:
- Publication type:
- Article
Works by Millossovich, Pietro
Results: 10
1
2
Sensitivity Analysis Using Risk Measures.
- Published in:
- Risk Analysis: An International Journal, 2016, v. 36, n. 1, p. 30, doi. 10.1111/risa.12434
- By:
- Publication type:
- Article
3
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours.
- Published in:
- Scandinavian Actuarial Journal, 2016, v. 2016, n. 5, p. 446, doi. 10.1080/03461238.2014.954608
- By:
- Publication type:
- Article
4
The fair value of guaranteed annuity options.
- Published in:
- Scandinavian Actuarial Journal, 2006, v. 2006, n. 1, p. 23, doi. 10.1080/03461230500462204
- By:
- Publication type:
- Article
5
Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis.
- Published in:
- Annals of Actuarial Science, 2021, v. 15, n. 2, p. 458, doi. 10.1017/S1748499521000130
- By:
- Publication type:
- Article
6
Two-Population Mortality Forecasting: An Approach Based on Model Averaging.
- Published in:
- Risks, 2024, v. 12, n. 4, p. 60, doi. 10.3390/risks12040060
- By:
- Publication type:
- Article
7
On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk.
- Published in:
- Risks, 2021, v. 9, n. 1, p. 20, doi. 10.3390/risks9010020
- By:
- Publication type:
- Article
8
Mortality forecasting via multi-task neural networks.
- Published in:
- Astin Bulletin, 2025, v. 55, n. 2, p. 313, doi. 10.1017/asb.2025.10
- By:
- Publication type:
- Article
9
A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES.
- Published in:
- Astin Bulletin, 2017, v. 47, n. 3, p. 631, doi. 10.1017/asb.2017.18
- By:
- Publication type:
- Article
10
Regression-based algorithms for life insurance contracts with surrender guarantees.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 9, p. 1077, doi. 10.1080/14697680902960242
- By:
- Publication type:
- Article