Pietro Millossovich

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 2

Top Topics

Theoretical Foundation

Computational Model

Statistical Tests

Top Venues

Eur. J. Oper. Res.

Publications

Pietro Millossovich, Andreas Tsanakas, Ruodu Wang
A theory of multivariate stress testing. Eur. J. Oper. Res. 318 (3) (2024)
Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas
Reverse sensitivity testing: What does it take to break the model? Eur. J. Oper. Res. 274 (2) (2019)
Anna Rita Bacinello, Enrico Biffis, Pietro Millossovich
Pricing life insurance contracts with early exercise features. J. Comput. Appl. Math. 233 (1) (2009)