VIGNA, Elena
VIGNA, Elena
SCIENZE ECONOMICO-SOCIALI E MATEMATICO-STATISTICHE
A note on stochastic survival probabilities and their calibration
2005-01-01 E. LUCIANO; E. VIGNA
A switch criterion for defined contribution pension schemes
2003-01-01 B. ARTS; E. VIGNA
A unisex stochastic mortality model to comply with EU Gender Directive
2017-01-01 An Chen; Elena Vigna
Choosing the optimal annuitization time post retirement
2012-01-01 R. Gerrard; B. Højgaard; E. Vigna
Constrained portfolio choices in the de-cumulation phase of a pension plan
2007-01-01 M. DI GIACINTO; S. FEDERICO; F. GOZZI; E. VIGNA
Convenienza finanziaria dei fondi pensione: confronto tra lavoratore aderente e lavoratore non aderente a un fondo aziendale
1998-01-01 E. Vigna
Cross generational comparison of stochastic mortality of coupled lives
2010-01-01 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Delta-Gamma hedging of mortality and interest rate risk
2012-01-01 E. Luciano; L. Regis; E. Vigna
Income drawdown option with minimum guarantee
2014-01-01 M. Di Giacinto; S. Federico; F. Gozzi; E. Vigna
Mean-variance dynamic optimality for DC pension schemes
2020-01-01 Menoncin, Francesco; Vigna, Elena
Mean-variance portfolio selection and efficient frontier for defined contribution pension schemes
2007-01-01 B. HOEJGAARD; E. VIGNA
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
2017-01-01 Menoncin, Francesco; Vigna, Elena
Modelling stochastic mortality for dependent lives
2008-01-01 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Mortality risk via affine stochastic intensities: calibration and empirical relevance
2008-01-01 Elisa Luciano; Elena Vigna
Mortality Surface by Means of Continuous Time Cohort Models
2013-01-01 P. Jevtić; E. Luciano; E. Vigna
Non mean reverting affine processes for stochastic mortality
2005-01-01 E. LUCIANO; E. VIGNA
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products)
2005-01-01 E. LUCIANO; E. VIGNA
On efficiency of mean-variance based portfolio selection in defined contribution pension schemes
2014-01-01 E. Vigna
On the sub-optimality cost of immediate annuitization in DC pension funds
2012-01-01 Marina Di Giacinto; Elena Vigna
On time consistency for mean-variance portfolio selection
2020-01-01 Elena Vigna