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Delta–Gamma hedging of mortality and interest rate risk
Luciano, Elisa; Regis, Luca; Vigna, Elena - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 402-413
Persistent link: https://www.econbiz.de/10009846330
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Mortality surface by means of continuous time cohort models
Jevtić, Petar; Luciano, Elisa; Vigna, Elena - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 122-133
Persistent link: https://www.econbiz.de/10010148974
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Modelling stochastic mortality for dependent lives
Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - In: Insurance / Mathematics & economics 43 (2008) 2, pp. 234-244
Persistent link: https://www.econbiz.de/10008104611
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Modelling stochastic mortality for dependent lives
Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - In: Insurance / Mathematics & economics 43 (2008) 2, pp. 234-245
Persistent link: https://www.econbiz.de/10008880506
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Optimal investment choices post-retirement in a defined contribution pension scheme
Gerrard, Russell; Haberman, Steven; Vigna, Elena - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 321-342
Persistent link: https://www.econbiz.de/10006879173
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Optimal investment strategies and risk measures in defined contribution pension schemes
Haberman, Steven; Vigna, Elena - In: Insurance / Mathematics & economics 31 (2002) 1, pp. 35-70
Persistent link: https://www.econbiz.de/10006893486
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Optimal investment strategy for defined contribution pension schemes
Vigna, Elena; Haberman, Steven - In: Insurance / Mathematics & economics 28 (2001) 2, pp. 233-262
Persistent link: https://www.econbiz.de/10006902371
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On the sub-optimality cost of immediate annuitization in DC pension funds
Di Giacinto, Marina; Vigna, Elena - In: Central European journal of operations research : CEJOR … 20 (2012) 3, pp. 497-527
Persistent link: https://www.econbiz.de/10010016649
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Dynamic value at risk under optimal and suboptimal portfolio policies
Fusai, Gianluca; Luciano, Elisa - In: European journal of operational research : EJOR 135 (2001) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10006657855
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Some basic problems in inventory theory: The financial perspective
Luciano, Elisa; Peccati, Lorenzo - In: European journal of operational research : EJOR 114 (1999) 2, pp. 294-303
Persistent link: https://www.econbiz.de/10006668127