Elena Vigna

Available identifiers

zbMath Open vigna.elenaMaRDI QIDQ190740

List of research outcomes

Publication	Date of Publication	Type
Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems	2022-04-21	Paper
The Management of Decumulation Risks in a Defined Contribution Pension Plan	2021-12-22	Paper
ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION	2021-01-29	Paper
Mean-variance dynamic optimality for DC pension schemes	2020-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q4962323	2018-11-02	Paper
SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL	2018-10-19	Paper
A unisex stochastic mortality model to comply with EU Gender Directive	2017-11-23	Paper
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework	2017-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q2819188	2016-09-28	Paper
On the sub-optimality cost of immediate annuitization in DC pension funds	2016-06-29	Paper
Income drawdown option with minimum guarantee	2015-02-03	Paper
On efficiency of mean–variance based portfolio selection in defined contribution pension schemes	2014-09-05	Paper
Mortality surface by means of continuous time cohort models	2014-04-15	Paper
Choosing the optimal annuitization time post-retirement	2014-01-24	Paper
Delta-gamma hedging of mortality and interest rate risk	2012-05-11	Paper
Modelling stochastic mortality for dependent lives	2010-06-08	Paper
Optimal investment choices post-retirement in a defined contribution pension scheme	2005-01-13	Paper
Optimal investment strategies and risk measures in defined contribution pension schemes.	2003-06-25	Paper
Optimal investment strategy for defined contribution pension schemes	2001-07-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Elena Vigna