Access Statistics for Luca Regis

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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 1 2 72 0 1 2 195
A Trade-off Theory of Ownership and Capital Structure 0 0 2 52 2 4 10 313
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 55 1 1 1 50
Assessing the solvency of insurance portfolios via a continuous time cohort model 0 0 0 47 0 1 4 64
Bank Efficiency and Banking Sector Development: the Case of Italy 0 0 0 87 0 0 3 215
Basis risk in static versus dynamic longevity-risk hedging 0 0 0 14 2 3 4 45
Complex organizations, tax policy and financial stability 0 0 1 40 1 1 3 200
Delta and Gamma hedging of mortality and interest rate risk 0 0 1 44 0 2 3 229
Demographic risk transfer: is it worth for annuity providers? 0 0 0 4 1 1 2 41
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 3 3 6 117
Geographical diversification and longevity risk mitigation in annuity portfolios 0 0 0 1 1 1 3 21
Longevity assets and pre-retirement consumption/portfolio decisions 0 0 0 36 1 1 3 87
Natural delta gamma hedging of longevity and interest rate risk 0 0 0 66 0 0 0 188
Non-Standard Errors 0 0 2 44 6 8 32 452
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability 0 0 0 9 2 3 5 17
Ownership, Taxes and Default 0 0 0 36 0 1 3 102
Precariedad y respuestas populares 0 0 0 0 1 1 1 15
Risk Premium Impact in the Perturbative Black Scholes Model 0 0 0 15 1 1 2 141
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 38 3 4 4 147
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 10 1 1 3 48
Static versus dynamic longevity-risk hedging 0 0 0 18 0 0 2 58
The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data 0 0 0 40 0 1 3 65
Total Working Papers 0 1 8 761 26 39 99 2,821
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 2 2 4
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 3 0 0 1 21
A trade-off theory of ownership and capital structure 0 0 2 33 0 1 8 175
Assessing the solvency of insurance portfolios via a continuous-time cohort model 0 0 0 6 1 1 3 36
Delta–Gamma hedging of mortality and interest rate risk 0 0 0 24 1 1 2 122
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 4 1 1 1 38
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 0 0 0 0 1 1 1 11
Longevity-linked assets and pre-retirement consumption/portfolio decisions 0 0 1 9 0 0 4 57
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets 0 1 5 24 0 2 10 77
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 0 4 1 1 2 43
Total Journal Articles 0 1 8 109 5 10 34 612


Statistics updated 2025-12-06