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Mostrati risultati da 1 a 20 di 34
Titolo Data di pubblicazione Autore(i) File
Tail optimality and preferences consistency for intertemporal optimization problems 2022 Elena Vigna
On time consistency for mean-variance portfolio selection 2020 Elena Vigna
Mean-variance dynamic optimality for DC pension schemes 2020 Menoncin, Francesco; Vigna, Elena
Principles of Mathematics for Economics: Exercises 2018 Gabriella Chiomio, Massimo Marinacci, Claudio Mattalia, Elena Vigna
Solvency requirement in a unisex mortality model 2018 Chen A.; Guillen M.; Vigna E.
The Italian pension gap: A stochastic optimal control approach 2018 Milazzo A.; Vigna E.
Principi di Matematica per l’Economia: Esercizi svolti 2017 Gabriella Chiomio, Massimo Marinacci, Claudio Mattalia, Elena Vigna
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 2017 Luciano, Elisa; Regis, Luca; Vigna, Elena
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework 2017 Menoncin, Francesco; Vigna, Elena
A unisex stochastic mortality model to comply with EU Gender Directive 2017 An Chen; Elena Vigna
Principi di matematica per economia, Seconda Edizione 2017 Castagnoli, Erio; Marinacci, Massimo; Vigna, Elena
Spouses’ dependence across generations and pricing impact on reversionary annuities 2016 Luciano, Elisa, Vigna, Elena, Spreew, Jaap,
Income drawdown option with minimum guarantee 2014 M. Di Giacinto; S. Federico; F. Gozzi; E. Vigna
On efficiency of mean-variance based portfolio selection in defined contribution pension schemes 2014 E. Vigna
Mortality Surface by Means of Continuous Time Cohort Models 2013 P. Jevtić; E. Luciano; E. Vigna
Choosing the optimal annuitization time post retirement 2012 R. Gerrard; B. Højgaard; E. Vigna
On the sub-optimality cost of immediate annuitization in DC pension funds 2012 Marina Di Giacinto; Elena Vigna
Delta-Gamma hedging of mortality and interest rate risk 2012 E. Luciano; L. Regis; E. Vigna
Cross generational comparison of stochastic mortality of coupled lives 2010 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Mortality risk via affine stochastic intensities: calibration and empirical relevance 2008 Elisa Luciano; Elena Vigna
Mostrati risultati da 1 a 20 di 34
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