Pietro Millossovich

1.2k total citations
42 papers, 836 citations indexed

About

Pietro Millossovich is a scholar working on Demography, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Pietro Millossovich has authored 42 papers receiving a total of 836 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Demography, 18 papers in Management Science and Operations Research and 16 papers in Economics and Econometrics. Recurrent topics in Pietro Millossovich's work include Insurance, Mortality, Demography, Risk Management (29 papers), Global Health Care Issues (13 papers) and Insurance and Financial Risk Management (12 papers). Pietro Millossovich is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (29 papers), Global Health Care Issues (13 papers) and Insurance and Financial Risk Management (12 papers). Pietro Millossovich collaborates with scholars based in Italy, United Kingdom and Canada. Pietro Millossovich's co-authors include Enrico Biffis, Anna Rita Bacinello, Vladimir K. Kaishev, Andrés M. Villegas, Ermanno Pitacco, Annamaria Olivieri, Steven Haberman, Andreas Tsanakas, An Chen and Suzanne Domel Baxter and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Statistical Software.

In The Last Decade

Pietro Millossovich

37 papers receiving 783 citations

Peers

Pietro Millossovich

DEMOG

GHP

FINAN

MSOR

Samuel H. Cox United States

Mary R. Hardy Canada

Annamaria Olivieri Italy

Ermanno Pitacco Italy

Howard R. Waters United Kingdom

Md. Shahid Ullah Bangladesh

Pauline Barrieu United Kingdom

Johnny Siu‐Hang Li Canada

Donatien Hainaut Belgium

Michael Sherris Australia

Samuel H. Cox United States

Pietro Millossovich

819 ×1.2

DEMOG

454 ×1.2

GHP

694 ×2.3

296 ×1.0

FINAN

255 ×1.0

MSOR

Citations per year, relative to Pietro Millossovich Pietro Millossovich (= 1×) peers Samuel H. Cox

Countries citing papers authored by Pietro Millossovich

Since Specialization

Citations

This map shows the geographic impact of Pietro Millossovich's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Pietro Millossovich with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pietro Millossovich more than expected).

Fields of papers citing papers by Pietro Millossovich

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pietro Millossovich. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Pietro Millossovich. The network helps show where Pietro Millossovich may publish in the future.

Co-authorship network of co-authors of Pietro Millossovich

This figure shows the co-authorship network connecting the top 25 collaborators of Pietro Millossovich. A scholar is included among the top collaborators of Pietro Millossovich based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Pietro Millossovich. Pietro Millossovich is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Haberman, Steven, et al.. (2025). Mortality forecasting via multi-task neural networks. Astin Bulletin. 55(2). 313–331. 1 indexed citations

Millossovich, Pietro, et al.. (2024). Two-Population Mortality Forecasting: An Approach Based on Model Averaging. Risks. 12(4). 60–60. 1 indexed citations

Millossovich, Pietro, et al.. (2024). Differential quantile-based sensitivity in discontinuous models. European Journal of Operational Research. 322(2). 554–572.

Bacinello, Anna Rita, et al.. (2024). An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices. European Actuarial Journal. 15(2). 581–606. 1 indexed citations

Haberman, Steven, et al.. (2024). Solvency analysis of deferred annuities. Decisions in Economics and Finance. 48(2). 853–871. 1 indexed citations

Millossovich, Pietro, Andreas Tsanakas, & Ruodu Wang. (2024). A theory of multivariate stress testing. European Journal of Operational Research. 318(3). 851–866. 1 indexed citations

Millossovich, Pietro, et al.. (2021). Sensitivity analysis with χ2-divergences. Insurance Mathematics and Economics. 100. 372–383.

Bacinello, Anna Rita, et al.. (2021). An Efficient Monte Carlo Based Approach for the Simulation of Future Annuity Values. ArTS Archivio della ricerca di Trieste (University of Trieste https://www.units.it/).

Millossovich, Pietro, et al.. (2018). Sex-specific mortality forecasting for UK countries: a coherent approach. European Actuarial Journal. 8(1). 69–95. 20 indexed citations

10.

Villegas, Andrés M., Steven Haberman, Vladimir K. Kaishev, & Pietro Millossovich. (2017). A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. Astin Bulletin. 47(3). 631–679. 57 indexed citations

11.

Millossovich, Pietro, et al.. (2016). Robustness regions for measures of riskaggregation. SHILAP Revista de lepidopterología. 4(1). 7 indexed citations

12.

Bacinello, Anna Rita, et al.. (2013). A Dynamic Programming Algorithm for the Valuation of Guaranteed Minimum Withdrawal Benefits in Variable Annuities. OpenstarTs (Univeristy of Trieste https://www.units.it/).

13.

Millossovich, Pietro & Andreas Tsanakas. (2013). Sensitivity Analysis of Internal Risk Models. SSRN Electronic Journal.

14.

Bacinello, Anna Rita, Pietro Millossovich, Annamaria Olivieri, & Ermanno Pitacco. (2012). Variable annuities as life insurance packages: a unifying approach to the valuation of guarantees. ArTS Archivio della ricerca di Trieste (University of Trieste https://www.units.it/). 3–15. 3 indexed citations

15.

Bacinello, Anna Rita, Annamaria Olivieri, Pietro Millossovich, & Ermanno Pitacco. (2010). Variable Annuities: Risk Identification and Risk Assessment. City Research Online (City University London). 1–48. 1 indexed citations

16.

Bacinello, Anna Rita, Enrico Biffis, & Pietro Millossovich. (2008). Pricing life insurance contracts with early exercise features. Journal of Computational and Applied Mathematics. 233(1). 27–35. 41 indexed citations

17.

Bacinello, Anna Rita, Enrico Biffis, & Pietro Millossovich. (2008). Pricing Life Insurance Contracts with Early Exercise Features. SSRN Electronic Journal. 16 indexed citations

18.

Biffis, Enrico & Pietro Millossovich. (2006). A Bidimensional Approach to Mortality Risk. SSRN Electronic Journal. 2 indexed citations

19.

Biffis, Enrico & Pietro Millossovich. (2004). The Fair Value of Guaranteed Annuity Options. SSRN Electronic Journal. 10 indexed citations

20.

Millossovich, Pietro, et al.. (1997). A notion of coherent revision for arbitrary random quantities. Statistical Methods & Applications. 6(3). 233–243. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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