Pietro Millossovich

Finance · 2006–2011

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 39 citations into it; #5,649 of 10,518 by trust here, #6,162 by citations
• Demography — 26 citations into it; #1,759 of 4,236 by trust here, #2,065 by citations
• Economics and Econometrics — 22 citations into it; #12,199 of 23,481 by trust here, #14,996 by citations
• General Health Professions — 8 citations into it

Whom Pietro Millossovich trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Enrico Biffis
2. Francis A. Longstaff
3. Anna Rita Bacinello
4. Tomasz R. Bielecki

Who trusts Pietro Millossovich overall

1. Guojun Gan
2. M. Dahl

Papers from Pietro Millossovich's perspective

Ordered by how strongly the researchers Pietro Millossovich trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. Credit Risk: Modeling, Valuation And Hedging
3. Affine Processes for Dynamic Mortality and Actuarial Valuations
4. The Pricing of Options and Corporate Liabilities
5. Spanning and Derivative-Security Valuation
6. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
7. Specification Analysis of Affine Term Structure Models
8. Martingale Methods in Financial Modelling
9. Post-'87 crash fears in the S&P 500 futures option market
10. Market liquidity and funding liquidity

Their papers

• Variable Annuities: A Unifying Valuation Approach (2011) — 199 citations
• The fair value of guaranteed annuity options (2006) — 87 citations
• Regression-based algorithms for life insurance contracts with surrender guarantees (2010) — 68 citations