Number of items: **10**.

## Article

Millossovich, P., Villegas, A.M. & Kaishev, V. K. (2017).
StMoMo: An R Package for Stochastic Mortality Modelling.
*Journal of Statistical Software*,

Villegas, A., Haberman, S., Kaishev, V. K. & 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. & Tsanakas, A. (2016).
Robustness Regions for Measures of Risk Aggregation.
*Dependence Modeling*, 4(1),
pp. 348-367.
doi: 10.1515/demo-2016-0020

Tsanakas, A. & Millossovich, P. (2016).
Sensitivity analysis using risk measures.
*Risk Analysis: an international journal*, 36(1),
pp. 30-48.
doi: 10.1111/risa.12434

Danesi, I. L., Haberman, S. & 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. & Montealegre, A. (2014).
The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours.
*Scandiavian Actuarial Journal*, 2016(5),
pp. 446-465.
doi: 10.1080/03461238.2014.954608

## Monograph

Pesenti, S. M., Millossovich, P. & Tsanakas, A. (2018).
*Reverse sensitivity testing: What does it take to break the model?*.
.

Biffis, E. & Millossovich, P. (2011).
*Optimal Insurance with Counterparty Default Risk*.
SSRN.

## Report

Millossovich, P., Haberman, S., Kaishev, V. K., 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. & Pitacco, E. (2010).
*Variable Annuities: Risk Identification and Risk Assessment* (Report No. CAREFIN Research Paper No. 14/2010).
Milan, Italy: BAFFI CAREFIN, Bocconi University.

This list was generated on **Tue Feb 20 06:18:30 2018 UTC**.