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 0 70 0 0 0 193
A Trade-off Theory of Ownership and Capital Structure 0 1 6 51 0 1 8 304
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 0 1 61
Bank Efficiency and Banking Sector Development: the Case of Italy 0 0 0 87 0 2 4 214
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 1 1 40 0 2 3 199
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 1 1 3 112
Geographical diversification and longevity risk mitigation in annuity portfolios 0 0 0 1 0 2 2 20
Longevity assets and pre-retirement consumption/portfolio decisions 0 0 0 36 0 1 1 85
Natural delta gamma hedging of longevity and interest rate risk 0 0 0 66 0 0 2 188
Non-Standard Errors 2 2 3 44 5 12 52 438
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability 0 0 1 9 0 0 2 12
Ownership, Taxes and Default 0 0 0 36 0 1 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 1 2 140
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 38 0 0 1 143
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 10 0 0 1 46
Static versus dynamic longevity-risk hedging 0 0 0 18 0 1 2 58
The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data 0 0 0 40 0 1 3 64
Total Working Papers 2 4 13 757 6 25 97 2,758
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 1 4 32 1 4 16 171
Assessing the solvency of insurance portfolios via a continuous-time cohort model 0 0 0 6 0 0 1 34
Delta–Gamma hedging of mortality and interest rate risk 0 0 0 24 0 0 1 120
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 0 1 9 0 0 2 54
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets 0 2 3 22 0 5 7 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 1 1 2 42
Total Journal Articles 0 3 9 106 2 10 32 591


Statistics updated 2025-05-12