Items where Author is "Luciano, E."
Article
Luciano, E., Spreeuw, J. & Vigna, E. (2016). Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities. Risks, 4(2), article number 16. doi: 10.3390/risks4020016
Luciano, E., Spreeuw, J. & Vigna, E. (2008). Modelling stochastic mortality for dependent lives. Insurance: Mathematics and Economics, 43(2), pp. 234-244. doi: 10.1016/j.insmatheco.2008.06.005
Working Paper
Luciano, E., Spreeuw, J. & Vigna, E. (2012). Evolution of coupled lives' dependency across generations and pricing impact (Actuarial Research Paper No. 199). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Luciano, E., Spreeuw, J. & Vigna, E. (2006). Modelling stochastic bivariate mortality (Actuarial Research Paper No. 170). London, UK: Faculty of Actuarial Science & Insurance, City University London.