Pricing life insurance contracts with early exercise features. - Anna Rita Bacinello; Enrico Biffis; Pietro Millossovich (J. Comput. Appl. Math., 2009)

Reverse sensitivity testing: What does it take to break the model? - Silvana M. Pesenti; Pietro Millossovich; Andreas Tsanakas (Eur. J. Oper. Res., 2019)

A theory of multivariate stress testing. - Pietro Millossovich; Andreas Tsanakas; Ruodu Wang (Eur. J. Oper. Res., 2024)

Differential quantile-based sensitivity in discontinuous models. - Silvana M. Pesenti; Pietro Millossovich; Andreas Tsanakas (Eur. J. Oper. Res., 2025)