The following pages link to Elena Vigna (Q190740):
Displayed 19 items.
- On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Optimal investment strategies and risk measures in defined contribution pension schemes. (Q1394964) (← links)
- A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
- Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Mortality surface by means of continuous time cohort models (Q2445996) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- (Q2819188) (← links)
- Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
- (Q4962323) (← links)
- The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← links)
- Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
- ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
- Optimal investment strategy for defined contribution pension schemes (Q5938020) (← links)