Items where Author is "Vigna, Elena"

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Number of items: 3.

Article

Luciano, Elisa and Regis, Luca and Vigna, Elena Single and cross-generation natural hedging of longevity and financial risk. Journal of Risk and Insurance. ISSN 1539-6975 (In Press) (2015)

Luciano, Elisa and Regis, Luca and Vigna, Elena Delta–Gamma hedging of mortality and interest rate risk. Insurance: Mathematics and Economics, 50 (3). 402 - 412. ISSN 0167-6687 (2012)

Working Paper

Luciano, Elisa and Regis, Luca and Vigna, Elena Natural Delta Gamma Hedging of Longevity and Interest Rate Risk. ICER Working Paper. Working Paper #21/2011

This list was generated on Wed Dec 18 10:23:23 2024 CET.

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