Sfoglia per Autore
Tail optimality and preferences consistency for intertemporal optimization problems
2022-01-01 Elena Vigna
Mean-variance dynamic optimality for DC pension schemes
2020-01-01 Menoncin, Francesco; Vigna, Elena
On time consistency for mean-variance portfolio selection
2020-01-01 Elena Vigna
Principles of Mathematics for Economics: Exercises
2018-01-01 Gabriella Chiomio, Massimo Marinacci, Claudio Mattalia, Elena Vigna
The Italian pension gap: A stochastic optimal control approach
2018-01-01 Milazzo A.; Vigna E.
Solvency requirement in a unisex mortality model
2018-01-01 Chen A.; Guillen M.; Vigna E.
A unisex stochastic mortality model to comply with EU Gender Directive
2017-01-01 An Chen; Elena Vigna
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
2017-01-01 Menoncin, Francesco; Vigna, Elena
Principi di Matematica per l’Economia: Esercizi svolti
2017-01-01 Gabriella Chiomio, Massimo Marinacci, Claudio Mattalia, Elena Vigna
Principi di matematica per economia, Seconda Edizione
2017-01-01 Castagnoli, Erio; Marinacci, Massimo; Vigna, Elena
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk
2017-01-01 Luciano, Elisa; Regis, Luca; Vigna, Elena
Spouses’ dependence across generations and pricing impact on reversionary annuities
2016-01-01 Luciano, Elisa, Vigna, Elena, Spreew, Jaap,
Income drawdown option with minimum guarantee
2014-01-01 M. Di Giacinto; S. Federico; F. Gozzi; E. Vigna
On efficiency of mean-variance based portfolio selection in defined contribution pension schemes
2014-01-01 E. Vigna
Mortality Surface by Means of Continuous Time Cohort Models
2013-01-01 P. Jevtić; E. Luciano; E. Vigna
On the sub-optimality cost of immediate annuitization in DC pension funds
2012-01-01 Marina Di Giacinto; Elena Vigna
Choosing the optimal annuitization time post retirement
2012-01-01 R. Gerrard; B. Højgaard; E. Vigna
Delta-Gamma hedging of mortality and interest rate risk
2012-01-01 E. Luciano; L. Regis; E. Vigna
Cross generational comparison of stochastic mortality of coupled lives
2010-01-01 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Modelling stochastic mortality for dependent lives
2008-01-01 Elisa Luciano; Jaap Spreeuw; Elena Vigna
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