VIGNA, Elena

VIGNA, Elena  

SCIENZE ECONOMICO-SOCIALI E MATEMATICO-STATISTICHE  

Mostra records
Risultati 1 - 20 di 34 (tempo di esecuzione: 0.13 secondi).
Titolo Data di pubblicazione Autore(i) File
A note on stochastic survival probabilities and their calibration 2005 E. LUCIANO; E. VIGNA
A switch criterion for defined contribution pension schemes 2003 B. ARTS; E. VIGNA
A unisex stochastic mortality model to comply with EU Gender Directive 2017 An Chen; Elena Vigna
Choosing the optimal annuitization time post retirement 2012 R. Gerrard; B. Højgaard; E. Vigna
Constrained portfolio choices in the de-cumulation phase of a pension plan 2007 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 E. Vigna
Cross generational comparison of stochastic mortality of coupled lives 2010 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Delta-Gamma hedging of mortality and interest rate risk 2012 E. Luciano; L. Regis; E. Vigna
Income drawdown option with minimum guarantee 2014 M. Di Giacinto; S. Federico; F. Gozzi; E. Vigna
Mean-variance dynamic optimality for DC pension schemes 2020 Menoncin, Francesco; Vigna, Elena
Mean-variance portfolio selection and efficient frontier for defined contribution pension schemes 2007 B. HOEJGAARD; E. VIGNA
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework 2017 Menoncin, Francesco; Vigna, Elena
Modelling stochastic mortality for dependent lives 2008 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Mortality risk via affine stochastic intensities: calibration and empirical relevance 2008 Elisa Luciano; Elena Vigna
Mortality Surface by Means of Continuous Time Cohort Models 2013 P. Jevtić; E. Luciano; E. Vigna
Non mean reverting affine processes for stochastic mortality 2005 E. LUCIANO; E. VIGNA
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products) 2005 E. LUCIANO; E. VIGNA
On efficiency of mean-variance based portfolio selection in defined contribution pension schemes 2014 E. Vigna
On the sub-optimality cost of immediate annuitization in DC pension funds 2012 Marina Di Giacinto; Elena Vigna
On time consistency for mean-variance portfolio selection 2020 Elena Vigna