Elena Vigna

Carlo Alberto Affiliate

EDUCATION

PhD in Applied Mathematics, Università di Trieste, 2000

RESEARCH INTERESTS

Actuarial Science, Portfolio Selection

AFFILIATIONS

Assistant Professor of Applied Mathematics, Università di Torino

SELECTED WORKS

  • Choosing the optimal annuitization time post retirement, with R. Gerrard and B. Højgaard, to appear in Quantitative Finance, 2011
  • Modelling stochastic mortality for dependent lives, with E. Luciano and J. Spreeuw, Insurance: Mathematics and Economics 43, 234-244, 2008
  • Optimal Investment Strategies and Risk Measures in Defined Contribution Pension Schemes, with S. Haberman, Insurance: Mathematics and Economics 31, 35-69, 2002.