Elena Vigna

zbMath Openvigna.elenaMaRDI QIDQ190740

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 6630621 (Why is no real title available?)	2024-01-01	Paper
Tail optimality and preferences consistency for intertemporal optimization problems SIAM Journal on Financial Mathematics	2022-04-21	Paper
The Management of Decumulation Risks in a Defined Contribution Pension Plan North American Actuarial Journal	2021-12-22	Paper
On time consistency for mean-variance portfolio selection International Journal of Theoretical and Applied Finance	2021-01-29	Paper
Mean-variance dynamic optimality for DC pension schemes European Actuarial Journal	2020-11-04	Paper
scientific article; zbMATH DE number 6971094 (Why is no real title available?)	2018-11-02	Paper
Solvency requirement in a unisex mortality model ASTIN Bulletin	2018-10-19	Paper
A unisex stochastic mortality model to comply with EU Gender Directive Insurance Mathematics \& Economics	2017-11-23	Paper
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework Insurance Mathematics \& Economics	2017-09-19	Paper
On the sub-optimality cost of immediate annuitization in DC pension funds CEJOR. Central European Journal of Operations Research	2016-06-29	Paper
Income drawdown option with minimum guarantee European Journal of Operational Research	2015-02-03	Paper
On efficiency of mean-variance based portfolio selection in defined contribution pension schemes Quantitative Finance	2014-09-05	Paper
Mortality surface by means of continuous time cohort models Insurance Mathematics \& Economics	2014-04-15	Paper
Choosing the optimal annuitization time post-retirement Quantitative Finance	2014-01-24	Paper
Delta-gamma hedging of mortality and interest rate risk Insurance Mathematics \& Economics	2012-05-11	Paper
Modelling stochastic mortality for dependent lives Insurance Mathematics \& Economics	2010-06-08	Paper
Optimal investment choices post-retirement in a defined contribution pension scheme Insurance Mathematics \& Economics	2005-01-13	Paper
Optimal investment strategies and risk measures in defined contribution pension schemes. Insurance Mathematics \& Economics	2003-06-25	Paper
Optimal investment strategy for defined contribution pension schemes Insurance Mathematics \& Economics	2001-07-18	Paper

Research outcomes over time

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