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 64 0 1 6 187
Bank Efficiency and Banking Sector Development: the Case of Italy 0 1 5 81 0 2 9 199
Delta and Gamma hedging of mortality and interest rate risk 0 0 0 39 0 0 2 213
Demographic risk transfer: is it worth for annuity providers? 0 0 0 4 0 1 5 35
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 1 1 31 1 4 11 105
Natural delta gamma hedging of longevity and interest rate risk 0 0 3 65 0 0 9 175
Risk Premium Impact in the Perturbative Black Scholes Model 0 0 0 14 0 0 1 130
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 37 2 5 8 136
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 9 1 3 10 41
Total Working Papers 0 2 10 344 4 16 61 1,221


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Delta–Gamma hedging of mortality and interest rate risk 0 0 0 14 0 2 4 84
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 4 0 0 3 31
Total Journal Articles 0 0 0 18 0 2 7 115


Statistics updated 2021-01-03