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 0 0 67 0 0 0 190
A Trade-off Theory of Ownership and Capital Structure 0 0 2 43 0 1 16 282
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 54 0 0 1 46
Assessing the solvency of insurance portfolios via a continuous time cohort model 0 0 0 47 0 0 1 59
Bank Efficiency and Banking Sector Development: the Case of Italy 0 0 1 87 0 0 2 209
Basis risk in static versus dynamic longevity-risk hedging 0 0 1 13 2 2 6 36
Complex organizations, tax policy and financial stability 0 0 1 39 1 8 21 149
Delta and Gamma hedging of mortality and interest rate risk 0 0 0 40 0 0 1 220
Demographic risk transfer: is it worth for annuity providers? 0 0 0 4 0 0 0 38
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 0 109
Geographical diversification and longevity risk mitigation in annuity portfolios 0 0 0 1 0 0 1 13
Longevity assets and pre-retirement consumption/portfolio decisions 0 0 1 35 0 0 3 83
Natural delta gamma hedging of longevity and interest rate risk 0 0 0 65 0 0 2 185
Non-Standard Errors 0 2 23 23 10 22 160 160
Non-Standard Errors 2 3 36 36 15 40 233 233
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability 0 1 8 8 0 1 8 8
Ownership, Taxes and Default 0 0 1 36 0 5 21 76
Precariedad y respuestas populares 0 0 0 0 0 0 0 13
Risk Premium Impact in the Perturbative Black Scholes Model 0 1 1 15 0 1 2 135
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 10 0 0 1 44
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 37 0 0 0 139
Static versus dynamic longevity-risk hedging 0 0 0 18 0 0 2 56
The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data 0 0 0 40 0 1 3 58
Total Working Papers 2 7 75 751 28 81 484 2,552


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 2 2
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 1 1 1 1 2 14
A trade-off theory of ownership and capital structure 0 0 5 21 1 1 15 136
Assessing the solvency of insurance portfolios via a continuous-time cohort model 0 0 0 6 0 1 1 31
Delta–Gamma hedging of mortality and interest rate risk 1 2 2 19 3 4 10 105
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 4 0 0 1 34
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 0 0 0 0 0 0 1 9
Longevity-linked assets and pre-retirement consumption/portfolio decisions 0 0 0 6 0 1 4 48
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets 2 3 8 15 2 5 15 58
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 0 0 0 2 0 0 1 27
Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance” 0 0 0 3 0 3 5 34
Total Journal Articles 3 5 16 77 7 16 57 498


Statistics updated 2022-11-05