| Optimal investment strategies and risk measures in defined contribution pension schemes S Haberman, E Vigna Insurance: Mathematics and Economics 31 (1), 35-69, 2002 | 226 | 2002 |
| Optimal investment strategy for defined contribution pension schemes E Vigna, S Haberman Insurance: Mathematics and Economics 28 (2), 233-262, 2001 | 218 | 2001 |
| Optimal investment choices post-retirement in a defined contribution pension scheme R Gerrard, S Haberman, E Vigna Insurance: Mathematics and Economics 35 (2), 321-342, 2004 | 187 | 2004 |
| On efficiency of mean–variance based portfolio selection in defined contribution pension schemes E Vigna Quantitative finance 14 (2), 237-258, 2014 | 139 | 2014 |
| Non mean reverting affine processes for stochastic mortality E Luciano, E Vigna ICER Applied Mathematics Working Paper, 2005 | 134 | 2005 |
| Mortality risk via affine stochastic intensities: calibration and empirical relevance E Luciano, E Vigna | 115 | 2008 |
| Modelling stochastic mortality for dependent lives E Luciano, J Spreeuw, E Vigna Insurance: Mathematics and Economics 43 (2), 234-244, 2008 | 110 | 2008 |
| Delta–gamma hedging of mortality and interest rate risk E Luciano, L Regis, E Vigna Insurance: Mathematics and Economics 50 (3), 402-412, 2012 | 71 | 2012 |
| The management of decumulation risks in a defined contribution pension plan R Gerrard, S Haberman, E Vigna North American Actuarial Journal 10 (1), 84-110, 2006 | 71 | 2006 |
| Mortality surface by means of continuous time cohort models P Jevtić, E Luciano, E Vigna Insurance: Mathematics and Economics 53 (1), 122-133, 2013 | 66 | 2013 |
| Choosing the optimal annuitization time post-retirement R Gerrard, B Højgaard, E Vigna Quantitative Finance 12 (7), 1143-1159, 2012 | 55 | 2012 |
| Single‐and Cross‐Generation Natural Hedging of Longevity and Financial Risk E Luciano, L Regis, E Vigna Journal of Risk and Insurance 84 (3), 961-986, 2017 | 50 | 2017 |
| Mean-variance portfolio selection and efficient frontier for defined contribution pension schemes B Højgaard, E Vigna Department of Mathematical Sciences, Aalborg University, 2007 | 50 | 2007 |
| Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework F Menoncin, E Vigna Insurance: Mathematics and Economics 76, 172-184, 2017 | 44 | 2017 |
| Income drawdown option with minimum guarantee M Di Giacinto, S Federico, F Gozzi, E Vigna European Journal of Operational Research 234 (3), 610-624, 2014 | 31 | 2014 |
| Spouses’ dependence across generations and pricing impact on reversionary annuities E Luciano, J Spreeuw, E Vigna Risks 4 (2), 16, 2016 | 22 | 2016 |
| On the sub-optimality cost of immediate annuitization in DC pension funds M Di Giacinto, E Vigna Central European Journal of Operations Research 20, 497-527, 2012 | 22 | 2012 |
| On time consistency for mean-variance portfolio selection E Vigna International Journal of Theoretical and Applied Finance 23 (06), 2050042, 2020 | 21 | 2020 |
| A unisex stochastic mortality model to comply with EU Gender Directive A Chen, E Vigna Insurance: Mathematics and Economics 73, 124-136, 2017 | 19 | 2017 |
| On efficiency of mean-variance based portfolio selection in DC pension schemes E Vigna Carlo Alberto Notebooks, 2010 | 19 | 2010 |
