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Luca Regis
Luca Regis
ESOMAS Department, University of Torino
Verified email at unito.it - Homepage
Title
Cited by
Cited by
Year
Delta–gamma hedging of mortality and interest rate risk
E Luciano, L Regis, E Vigna
Insurance: Mathematics and Economics 50 (3), 402-412, 2012
672012
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
492017
A trade-off theory of ownership and capital structure
G Nicodano, L Regis
Journal of Financial Economics 131 (3), 715-735, 2019
302019
Bank efficiency and banking sector development: the case of Italy
E Luciano, L Regis
Applied mathematics, working paper series, working paper, 2007, 2007
272007
Basis risk in static versus dynamic longevity-risk hedging
C De Rosa, E Luciano, L Regis
Scandinavian Actuarial Journal 2017 (4), 343-365, 2017
222017
Longevity-linked assets and pre-retirement consumption/portfolio decisions
F Menoncin, L Regis
Insurance: Mathematics and Economics 76, 75-86, 2017
162017
A continuous-time stochastic model for the mortality surface of multiple populations
P Jevtić, L Regis
Insurance: Mathematics and Economics 88, 181-195, 2019
142019
Communities and regularities in the behavior of investment fund managers
A Flori, F Pammolli, SV Buldyrev, L Regis, HE Stanley
Proceedings of the National Academy of Sciences 116 (14), 6569-6574, 2019
142019
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
E Luciano, L Regis
Insurance: Mathematics and Economics 55, 68-77, 2014
132014
Assessing the solvency of insurance portfolios via a continuous-time cohort model
P Jevtić, L Regis
Insurance: mathematics and economics 61, 36-47, 2015
112015
A Bayesian copula model for stochastic claims reserving
L Regis
Actuarial and financial mathematics conference, 113, 2011
102011
Natural delta gamma hedging of longevity and interest rate risk
E Luciano, L Regis, E Vigna
ICER Working Paper, 2011
72011
Geographical diversification and longevity risk mitigation in annuity portfolios
C De Rosa, E Luciano, L Regis
ASTIN Bulletin: The Journal of the IAA 51 (2), 375-410, 2021
42021
Optimal life-cycle labour supply, consumption, and investment: the role of longevity-linked assets
F Menoncin, L Regis
Journal of Banking & Finance 120, 105935, 2020
42020
Longevity assets and pre-retirement consumption/portfolio decisions
F Menoncin, L Regis
EIC Working Paper Series 2/2015, 2015
42015
Geographical diversification in annuity portfolios
C De Rosa, E Luciano, L Regis
Collegio Carlo Alberto Notebook 546, 2017
32017
Risk-return appraisal of longevity swaps
E Luciano, L Regis
Special Issues 2014 (1), 99-108, 2014
32014
Stochastic Mortality Models and Pandemic Shocks
L Regis, P Jevtić
Pandemics: Insurance and Social Protection, 61-74, 2022
22022
Complex organizations, tax policy and financial stability
G Nicodano, L Regis
Journal of Financial Economics, Forthcomming, 2018
22018
THREE ESSAYS IN FINANCE AND ACTUARIAL SCIENCE
L Regis
Ph D Thesis, University of Torino, 2010
22010
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Articles 1–20