Items where Author is "Vigna, 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
Gerrard, R. J. G., Haberman, S. & Vigna, E. (2006). The Management of Decumulation Risks in a Defined Contribution Pension Plan. North American Actuarial Journal, 10(1), pp. 84-110. doi: 10.1080/10920277.2006.10596241
Gerrard, R. J. G., Haberman, S. & Vigna, E. (2004). Optimal investment choices post-retirement in a defined contribution pension scheme. Insurance: Mathematics and Economics, 35(2), pp. 321-342. doi: 10.1016/j.insmatheco.2004.06.002
Haberman, S. & Vigna, E. (2002). Optimal investment strategies and risk measures in defined contribution pension schemes. Insurance: Mathematics and Economics, 31(1), pp. 35-69. doi: 10.1016/s0167-6687(02)00128-2
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.
Gerrard, R. J. G., Haberman, S. & Vigna, E. (2005). The management of de-cumulation risks in a defined contribution environment (Actuarial Research Paper No. 161). London, UK: Faculty of Actuarial Science & Insurance, City University London.