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 3 73 0 9 12 205
A Trade-off Theory of Ownership and Capital Structure 2 2 3 54 5 22 35 339
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 55 0 3 5 54
Assessing the solvency of insurance portfolios via a continuous time cohort model 0 0 0 47 0 4 9 70
Bank Efficiency and Banking Sector Development: the Case of Italy 0 0 0 87 0 3 4 218
Basis risk in static versus dynamic longevity-risk hedging 0 0 0 14 0 2 6 47
Complex organizations, tax policy and financial stability 0 0 0 40 0 2 4 203
Delta and Gamma hedging of mortality and interest rate risk 0 0 1 44 1 4 7 233
Demographic risk transfer: is it worth for annuity providers? 0 0 0 4 1 5 7 46
Demographic uncertainty, the financing mix and the sustainability of welfare systems 0 0 0 2 0 1 2 13
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 31 0 6 13 124
Geographical diversification and longevity risk mitigation in annuity portfolios 0 0 0 1 0 4 6 26
Longevity assets and pre-retirement consumption/portfolio decisions 0 0 0 36 1 6 9 94
Natural delta gamma hedging of longevity and interest rate risk 0 1 1 67 0 7 8 196
Non-Standard Errors 0 0 2 44 1 13 38 471
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability 0 0 0 9 0 4 12 24
Ownership, Taxes and Default 0 0 0 36 0 5 9 110
Precariedad y respuestas populares 0 0 0 0 0 0 2 16
Risk Premium Impact in the Perturbative Black Scholes Model 0 0 0 15 0 2 3 143
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 38 1 3 9 152
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 10 0 3 6 52
Static versus dynamic longevity-risk hedging 0 0 0 18 0 8 9 67
The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data 0 0 0 40 0 8 11 75
Total Working Papers 2 4 10 765 10 124 226 2,978
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 4 6 8
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 3 2 5 7 27
A trade-off theory of ownership and capital structure 0 0 1 33 4 7 16 186
Assessing the solvency of insurance portfolios via a continuous-time cohort model 0 0 0 6 1 1 5 39
Delta–Gamma hedging of mortality and interest rate risk 0 0 0 24 0 2 4 124
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 4 0 4 8 45
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 0 0 0 0 1 5 6 16
Longevity-linked assets and pre-retirement consumption/portfolio decisions 0 0 0 9 0 1 5 59
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets 1 1 4 26 2 5 10 83
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 0 0 0 2 0 2 3 31
Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance” 0 0 0 4 0 5 7 48
Total Journal Articles 1 1 5 111 10 41 77 666

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Statistics updated 2026-04-09