| StMoMo: An R package for stochastic mortality modeling AM Villegas, VK Kaishev, P Millossovich Journal of Statistical Software 84, 1-38, 2018 | 298 | 2018 |
| Variable annuities: A unifying valuation approach AR Bacinello, P Millossovich, A Olivieri, E Pitacco Insurance: Mathematics and Economics 49 (3), 285-297, 2011 | 257 | 2011 |
| The fair value of guaranteed annuity options E Biffis, P Millossovich Scandinavian Actuarial Journal 2006 (1), 23-41, 2006 | 113 | 2006 |
| Forecasting mortality in subpopulations using Lee–Carter type models: A comparison IL Danesi, S Haberman, P Millossovich Insurance: Mathematics and Economics 62, 151-161, 2015 | 106 | 2015 |
| Regression-based algorithms for life insurance contracts with surrender guarantees AR Bacinello, E Biffis, P Millossovich Quantitative Finance 10 (9), 1077-1090, 2010 | 100 | 2010 |
| A comparative study of two-population models for the assessment of basis risk in longevity hedges AM Villegas, S Haberman, VK Kaishev, P Millossovich ASTIN Bulletin: The Journal of the IAA 47 (3), 631-679, 2017 | 96 | 2017 |
| Pricing life insurance contracts with early exercise features AR Bacinello, E Biffis, P Millossovich Journal of computational and applied mathematics 233 (1), 27-35, 2009 | 94 | 2009 |
| Longevity Basis Risk: A methodology for assessing basis risk S Haberman, VK Kaishev, P Millossovich, AM Villegas, S Baxter, ... Institute and Faculty of Actuaries Sessional Research Paper. URL http://www …, 2014 | 70 | 2014 |
| Sensitivity analysis using risk measures A Tsanakas, P Millossovich Risk Analysis 36 (1), 30-48, 2016 | 68 | 2016 |
| The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours AR Bacinello, P Millossovich, A Montealegre Scandinavian Actuarial Journal 2016 (5), 446-465, 2016 | 55 | 2016 |
| A bidimensional approach to mortality risk E Biffis, P Millossovich Decisions in Economics and Finance 29 (2), 71-94, 2006 | 51 | 2006 |
| Reverse sensitivity testing: What does it take to break the model? SM Pesenti, P Millossovich, A Tsanakas European Journal of Operational Research 274 (2), 654-670, 2019 | 34 | 2019 |
| Sex-specific mortality forecasting for UK countries: a coherent approach RY Chen, P Millossovich European actuarial journal 8 (1), 69-95, 2018 | 31 | 2018 |
| Optimal insurance with counterparty default risk E Biffis, P Millossovich | 27 | 2011 |
| The impact of longevity and investment risk on a portfolio of life insurance liabilities AR Bacinello, P Millossovich, A Chen European Actuarial Journal 8 (2), 257-290, 2018 | 21 | 2018 |
| Cascade sensitivity measures SM Pesenti, P Millossovich, A Tsanakas Risk Analysis 41 (12), 2392-2414, 2021 | 19 | 2021 |
| A notion of coherent revision for arbitrary random quantities L Crisma, P Gigante, P Millossovich Journal of the Italian Statistical Society 6 (3), 233, 1997 | 19 | 1997 |
| Robustness regions for measures of risk aggregation SM Pesenti, P Millossovich, A Tsanakas Dependence Modeling 4 (1), 348-367, 2016 | 17 | 2016 |
| Scenario Weights for Importance Measurement (SWIM)–an R package for sensitivity analysis SM Pesenti, A Bettini, P Millossovich, A Tsanakas Annals of Actuarial Science 15 (2), 458-483, 2021 | 13 | 2021 |
| On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk AR Bacinello, A Chen, T Sehner, P Millossovich Risks 9 (1), 20, 2021 | 11 | 2021 |
Steven HabermanProfessor of Actuarial Science, Bayes Business School (formerly Cass), City, University of LondonVerified email at city.ac.uk
