Short Bio
FINANCE, ACCOUNTING and MANAGEMENT CONTROL
Pietro Millossovich is Associate Professor of Actuarial Science at DEAMS University of Trieste and a Senior Lecturer in the Faculty of Actuarial Science and Insurance at Cass Business School in London.
At MIB Trieste School of Management he holds the "Financial Risk Management" course in the Master in Insurance & Risk Management and other Masters programs.
He holds a PhD in Mathematics Applied to Decisions in Economics and Finance from the University of Trieste, an MSc in Applied Probability from the University of Paris VI and a BSc in Actuarial Science and Statistics from the University of Trieste.
He has been an active researcher in the past 10 years in the field of actuarial science and its interplay with finance theory. His current research interests include the fair valuation of guarantees in life insurance contracts, the study of optimal insurance contracts in markets with frictions and the forecast of mortality rates for related populations.
At MIB Trieste School of Management he holds the "Financial Risk Management" course in the Master in Insurance & Risk Management and other Masters programs.
He holds a PhD in Mathematics Applied to Decisions in Economics and Finance from the University of Trieste, an MSc in Applied Probability from the University of Paris VI and a BSc in Actuarial Science and Statistics from the University of Trieste.
He has been an active researcher in the past 10 years in the field of actuarial science and its interplay with finance theory. His current research interests include the fair valuation of guarantees in life insurance contracts, the study of optimal insurance contracts in markets with frictions and the forecast of mortality rates for related populations.
Selected Publications
- Pesenti, S. M., Millossovich, P., & Tsanakas, A. (2021). Cascade sensitivity measures. Risk Analysis, 41(12), 2392-2414.
DOI: https://doi.org/10.1111/risa.13758 - Millossovich, P., Tsanakas, A., & Wang, R. (2024). A theory of multivariate stress testing. European Journal of Operational Research, 318(3), 851-866.
DOI: https://doi.org/10.1016/j.ejor.2024.06.002 - Bacinello, A. R., Millossovich, P., & Viviano, F. (2024). An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices. European Actuarial Journal, 1-26.
DOI: https://doi.org/10.1007/s13385-024-00393-5 - Makam, V. D., Millossovich, P., & Tsanakas, A. (2021). Sensitivity analysis with χ²-divergences. Insurance: Mathematics and Economics, 100, 372-383.
DOI: https://doi.org/10.1016/j.insmatheco.2021.06.007 - De Mori, L., Millossovich, P., Zhu, R., & Haberman, S. (2024). Two-population mortality forecasting: an approach based on model averaging. Risks, 12(4), 60.
DOI: https://doi.org/10.3390/risks12040060
