Access Statistics for Luca Regis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian copula model for stochastic claims reserving 0 0 1 70 0 0 1 193
A Trade-off Theory of Ownership and Capital Structure 1 1 6 51 1 1 9 304
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 1 55 0 0 3 49
Assessing the solvency of insurance portfolios via a continuous time cohort model 0 0 0 47 0 1 1 61
Bank Efficiency and Banking Sector Development: the Case of Italy 0 0 0 87 1 1 3 213
Basis risk in static versus dynamic longevity-risk hedging 0 0 0 14 0 0 3 41
Complex organizations, tax policy and financial stability 0 0 0 39 1 1 2 198
Delta and Gamma hedging of mortality and interest rate risk 0 0 1 43 0 0 1 226
Demographic risk transfer: is it worth for annuity providers? 0 0 0 4 0 0 0 39
Demographic uncertainty, the financing mix and the sustainability of welfare systems 0 0 0 2 0 0 0 11
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 31 0 0 2 111
Geographical diversification and longevity risk mitigation in annuity portfolios 0 0 0 1 1 1 1 19
Longevity assets and pre-retirement consumption/portfolio decisions 0 0 0 36 1 1 1 85
Natural delta gamma hedging of longevity and interest rate risk 0 0 0 66 0 0 2 188
Non-Standard Errors 0 0 1 42 6 12 56 432
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability 0 0 1 9 0 0 3 12
Ownership, Taxes and Default 0 0 0 36 1 2 3 101
Precariedad y respuestas populares 0 0 0 0 0 0 0 14
Risk Premium Impact in the Perturbative Black Scholes Model 0 0 0 15 0 0 1 139
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 38 0 0 2 143
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 10 0 1 1 46
Static versus dynamic longevity-risk hedging 0 0 0 18 1 2 2 58
The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data 0 0 0 40 0 1 2 63
Total Working Papers 1 1 11 754 13 24 99 2,746
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws 0 0 0 0 0 0 0 2
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 3 0 0 2 20
A trade-off theory of ownership and capital structure 0 0 3 31 2 2 16 169
Assessing the solvency of insurance portfolios via a continuous-time cohort model 0 0 0 6 0 1 1 34
Delta–Gamma hedging of mortality and interest rate risk 0 0 1 24 0 0 2 120
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 4 0 0 1 37
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 0 0 0 0 0 0 0 10
Longevity-linked assets and pre-retirement consumption/portfolio decisions 0 1 1 9 0 1 2 54
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets 2 3 3 22 5 6 8 73
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 0 0 0 2 0 0 0 28
Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance” 0 0 1 4 0 0 1 41
Total Journal Articles 2 4 9 105 7 10 33 588


Statistics updated 2025-03-03