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Pietro Millossovich


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Personal Details

First Name: Pietro
Middle Name:
Last Name: Millossovich

RePEc Short-ID: pmi125

Postal Address:


(90%) Cass Business School
City University
Location: London, United Kingdom
Phone: +44 (0) 20 7040 8600
Postal: 106 Bunhill Row, London EC1Y 8TZ
Handle: RePEc:edi:bscituk (more details at EDIRC)
(10%) Dipartimento di Matematica Applicata alle Scienze Economiche, Statistiche e Attuariali "Bruno di Finetti"
Facoltà di Economia
Università degli Studi di Trieste
Location: Trieste, Italy
Phone: +39/0405587069
Fax: +39/04054209
Postal: Piazzale Europa 1 - 34127 TRIESTE
Handle: RePEc:edi:dmatsit (more details at EDIRC)


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  1. Bacinello, Anna Rita & Millossovich, Pietro & Olivieri, Annamaria & Pitacco, Ermanno, 2011. "Variable annuities: A unifying valuation approach," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 285-297.
  2. Anna Rita Bacinello & Enrico Biffis & Pietro Millossovich, 2010. "Regression-based algorithms for life insurance contracts with surrender guarantees," Quantitative Finance, Taylor & Francis Journals, vol. 10(9), pages 1077-1090.
  3. L. Crisma & P. Gigante & P. Millossovich, 1997. "A notion of coherent revision for arbitrary random quantities," Statistical Methods and Applications, Springer, vol. 6(3), pages 233-243, December.


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