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 2 73 0 2 18 212
A Trade-off Theory of Ownership and Capital Structure 0 0 2 54 0 2 40 348
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 55 0 1 7 56
Assessing the solvency of insurance portfolios via a continuous time cohort model 0 0 0 47 1 3 12 74
Bank Efficiency and Banking Sector Development: the Case of Italy 0 0 0 87 0 1 4 219
Basis risk in static versus dynamic longevity-risk hedging 0 0 0 14 0 0 7 48
Complex organizations, tax policy and financial stability 0 0 0 40 0 0 9 208
Delta and Gamma hedging of mortality and interest rate risk 0 0 0 44 0 0 6 233
Demographic risk transfer: is it worth for annuity providers? 0 0 0 4 1 2 9 48
Demographic uncertainty, the financing mix and the sustainability of welfare systems 0 0 0 2 0 0 2 13
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 31 0 1 18 131
Geographical diversification and longevity risk mitigation in annuity portfolios 0 0 0 1 0 0 7 27
Longevity assets and pre-retirement consumption/portfolio decisions 0 0 0 36 0 1 9 95
Natural delta gamma hedging of longevity and interest rate risk 0 0 1 67 0 0 10 198
Non-Standard Errors 0 0 0 44 1 8 44 484
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability 0 0 0 9 0 2 12 26
Ownership, Taxes and Default 0 0 0 36 0 0 12 113
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 0 4 144
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 38 0 1 10 153
Single and cross-generation natural hedging of longevity and financial risk 0 0 0 10 0 0 7 53
Static versus dynamic longevity-risk hedging 0 0 0 18 0 1 12 70
The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data 0 0 0 40 1 2 17 81
Total Working Papers 0 0 5 765 4 27 278 3,050
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 9 11
A continuous-time stochastic model for the mortality surface of multiple populations 0 0 0 3 0 0 6 27
A trade-off theory of ownership and capital structure 0 0 1 34 0 1 17 191
Assessing the solvency of insurance portfolios via a continuous-time cohort model 0 0 0 6 0 0 9 43
Delta–Gamma hedging of mortality and interest rate risk 0 0 0 24 0 1 6 126
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk 0 0 0 4 0 0 8 45
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 0 0 1 1 1 3 13 23
Longevity-linked assets and pre-retirement consumption/portfolio decisions 0 0 0 9 0 0 5 62
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets 0 0 4 27 0 2 14 89
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk 0 0 0 2 1 1 5 33
Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance” 0 0 0 4 0 0 7 49
Total Journal Articles 0 0 6 114 2 8 99 699

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Statistics updated 2026-08-07