Luca Regis : Citation Profile


Are you Luca Regis?

Università degli Studi di Torino

4

H index

2

i10 index

70

Citations

RESEARCH PRODUCTION:

11

Articles

24

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 5
   Journals where Luca Regis has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 15 (17.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre326
   Updated: 2022-05-14    RAS profile: 2022-01-10    
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Relations with other researchers


Works with:

luciano, elisa (3)

Liew, Chee (2)

Deev, Oleg (2)

Nicodano, Giovanna (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Bouri, Elie (2)

Reitz, Stefan (2)

PASCUAL, ROBERTO (2)

Vilkov, Grigory (2)

Patton, Andrew (2)

Caporin, Massimiliano (2)

Adrian, Tobias (2)

Ait-Sahalia, Yacine (2)

Dreber, Anna (2)

Jurkatis, Simon (2)

Dumitrescu, Ariadna (2)

Pelizzon, Loriana (2)

Wilhelmsson, Anders (2)

Sarno, Lucio (2)

Jalkh, Naji (2)

Ferrara, Gerardo (2)

Smales, Lee (2)

Putnins, Talis (2)

Abudy, Menachem (2)

CAPELLE-BLANCARD, Gunther (2)

Palan, Stefan (2)

Schwarz, Marco (2)

Kassner, Bernhard (2)

Stefanova, Denitsa (2)

Ranaldo, Angelo (2)

Pasquariello, Paolo (2)

Nielsson, Ulf (2)

Holzmeister, Felix (2)

Moinas, Sophie (2)

Menkveld, Albert (2)

Foucault, Thierry (2)

Davies, Ryan (2)

Lof, Matthijs (2)

Theissen, Erik (2)

Colliard, Jean-Edouard (2)

Scaillet, Olivier (2)

Hautsch, Nikolaus (2)

Frijns, Bart (2)

Walther, Thomas (2)

Wolff, Christian (2)

Alexeev, Vitali (2)

Zhou, Chen (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

Gerritsen, Dirk (2)

van Kervel, Vincent (2)

Dimpfl, Thomas (2)

Harris, Jeffrey (2)

Horenstein, Alex (2)

FERROUHI, EL MEHDI (2)

Johannesson, Magnus (2)

Park, Andreas (2)

Schenk-Hoppé, Klaus (2)

Xiu, Dacheng (2)

Talavera, Oleksandr (2)

Lopez-Lira, Alejandro (2)

Gehrig, Thomas (2)

Xia, Shuo (2)

Rakowski, David (2)

Rinne, Kalle (2)

Pastor, Lubos (2)

Bos, Charles (2)

Gorbenko, Arseny (2)

Verousis, Thanos (2)

Bohorquez Correa, Santiago (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Regis.

Is cited by:

Dhaene, Jan (3)

Milevsky, Moshe (3)

Ewald, Christian-Oliver (3)

Mihaylova-Borisova, Gergana (2)

Nenovsky, Nikolay (2)

Blake, David (2)

Nguyen, Duc Khuong (2)

Vergalli, Sergio (2)

Bravo, Jorge (2)

Cooke, Roger (1)

Nicodano, Giovanna (1)

Cites to:

luciano, elisa (40)

Blake, David (22)

Laeven, Luc (22)

Nicodème, Gaëtan (22)

Huizinga, Harry (22)

Milevsky, Moshe (16)

Jarrow, Robert (11)

Duffie, Darrell (10)

Menoncin, Francesco (8)

Lee, Ronald (6)

Nicodano, Giovanna (6)

Main data


Where Luca Regis has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics5

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto7
Working Papers / IMT School for Advanced Studies Lucca5
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research3
ICER Working Papers / ICER - International Centre for Economic Research2

Recent works citing Luca Regis (2021 and 2020)


YearTitle of citing document
2020Hedging longevity risk in defined contribution pension schemes. (2019). Wang, Yongjie. In: Papers. RePEc:arx:papers:1904.10229.

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2020Sharing of longevity basis risk in pension schemes with income-drawdown guarantees. (2020). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Papers. RePEc:arx:papers:2002.05232.

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2020Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework. (2020). Hu, Wenlong. In: Papers. RePEc:arx:papers:2006.15483.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Papers. RePEc:arx:papers:2007.08804.

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2020Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572.

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2021Insurance valuation: A two-step generalised regression approach. (2020). Bignozzi, Valeria ; Barigou, Karim ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2012.04364.

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2022Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Papers. RePEc:arx:papers:2109.13796.

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2020Survival and Pricing Puzzles. (2020). Nicodano, Giovanna ; Altieri, Michela . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:604.

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2020Living Longer in High Longevity Risk. (2020). Jung, Hojin ; Kim, Jong-Min ; Wingenbach, Rachel. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:1:p:47-86.

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2020Separation of ownership and control for Chinese listed firms: Effect on the cost of debt and the moderating role of bank competition. (2020). Chang, Chun-Ping ; Wen, Jun ; Fu, Huan ; Li, Shuangyan. In: Journal of Asian Economics. RePEc:eee:asieco:v:67:y:2020:i:c:s1049007820300233.

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2022Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337.

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2020Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?. (2020). Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:147-161.

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2020Spatial patterns of mortality in the United States: A spatial filtering approach. (2020). Paez, Antonio ; Jevti, Petar ; Cupido, Kyran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:28-38.

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2021Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:1-14.

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2021Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97.

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2021Mortality options: The point of view of an insurer. (2021). Schmidli, Hanspeter ; Schmeck, Maren Diane. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:98-115.

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2021Fair dynamic valuation of insurance liabilities via convex hedging. (2021). Dhaene, Jan ; Chen, ZE ; Yang, Tianyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:1-13.

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2021Time-consistent longevity hedging with long-range dependence. (2021). Wong, Hoi Ying ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:25-41.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2020Enterprise risk management and solvency: The case of the listed EU insurers. (2020). Nguyen, Duc Khuong ; Vo, Dinh-Tri. In: Journal of Business Research. RePEc:eee:jbrese:v:113:y:2020:i:c:p:360-369.

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2021A revisit of capital structure puzzle: Global evidence and analysis. (2021). Hossain, Mohammed Sawkat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:657-678.

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2021Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge M ; Oliveira, Luis ; Simes, Claudia . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060.

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2020Sharing of longevity basis risk in pension schemes with income-drawdown guarantees. (2020). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Working Papers. RePEc:gla:glaewp:2020_18.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2021). Delong, Lukasz ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-02896141.

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2021Insurance valuation: A two-step generalised regression approach. (2021). Tsanakas, Andreas ; Bignozzi, Valeria ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-03043244.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-02896141.

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2021Insurance valuation: A two-step generalised regression approach. (2020). Barigou, Karim ; Tsanakas, Andreas ; Bignozzi, Valeria. In: Working Papers. RePEc:hal:wpaper:hal-03043244.

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2022Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-03327710.

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2021Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers. (2021). Nguyen, Duc Khuong ; Vo, Dinh-Tri. In: Working Papers. RePEc:ipg:wpaper:2021-010.

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2021Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme. (2021). Vergalli, Sergio ; Menoncin, Francesco. In: Journal of Economics. RePEc:kap:jeczfn:v:132:y:2021:i:1:d:10.1007_s00712-020-00710-y.

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2021Capital structure revisited. Do crisis and competition matter in a Keiretsu corporate structure?. (2021). Adegbite, Emmanuel ; Ntim, Collins G ; Owusuagyei, Samuel ; Fosu, Samuel ; Danso, Albert. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5073-5092.

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Works by Luca Regis:


YearTitleTypeCited
2008Risk Premium Impact in the Perturbative Black Scholes Model In: Papers.
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paper1
2017Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk In: Journal of Risk & Insurance.
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article13
2012Single and cross-generation natural hedging of longevity and financial risk.(2012) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2012Single and cross-generation natural hedging of longevity and financial risk.(2012) In: ICER Working Papers.
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This paper has another version. Agregated cites: 13
paper
2011A Bayesian copula model for stochastic claims reserving In: Carlo Alberto Notebooks.
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paper1
2013Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk In: Carlo Alberto Notebooks.
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paper2
2014Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk.(2014) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 2
article
2015Complex organizations, tax policy and financial stability In: Carlo Alberto Notebooks.
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paper0
2015Static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks.
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paper0
2015Basis risk in static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks.
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paper2
2019Geographical diversification and longevity risk mitigation in annuity portfolios In: Carlo Alberto Notebooks.
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paper0
2021GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS.(2021) In: ASTIN Bulletin.
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This paper has another version. Agregated cites: 0
article
2021Optimal Firms Dividend and Capital Structure for Mean Reverting Profitability In: CESifo Working Paper Series.
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paper0
2012Delta–Gamma hedging of mortality and interest rate risk In: Insurance: Mathematics and Economics.
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article22
2015Assessing the solvency of insurance portfolios via a continuous-time cohort model In: Insurance: Mathematics and Economics.
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article3
2014Assessing the solvency of insurance portfolios via a continuous time cohort model.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics.
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article9
2019A continuous-time stochastic model for the mortality surface of multiple populations In: Insurance: Mathematics and Economics.
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article4
2016A continuous-time stochastic model for the mortality surface of multiple populations.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2020Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets In: Journal of Banking & Finance.
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article0
2019A trade-off theory of ownership and capital structure In: Journal of Financial Economics.
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article4
2017A Trade-off Theory of Ownership and Capital Structure.(2017) In: Working papers.
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This paper has another version. Agregated cites: 4
paper
2014Demographic uncertainty, the financing mix and the sustainability of welfare systems In: Working Papers SWITCH.
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paper0
In: .
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article0
2017Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance” In: Risks.
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article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper0
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2010Precariedad y respuestas populares In: Post-Print.
[Citation analysis]
paper0
2017The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data In: Working Papers.
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paper1
2015Longevity assets and pre-retirement consumption/portfolio decisions In: Working Papers.
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paper3
2015Ownership, Taxes and Default In: Working Papers.
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paper0
2012Demographic risk transfer: is it worth for annuity providers? In: ICER Working Papers.
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paper0
2011Delta and Gamma hedging of mortality and interest rate risk In: ICER Working Papers - Applied Mathematics Series.
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paper0
2012Natural delta gamma hedging of longevity and interest rate risk In: ICER Working Papers - Applied Mathematics Series.
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paper1
2007Bank Efficiency and Banking Sector Development: the Case of Italy In: ICER Working Papers - Applied Mathematics Series.
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paper4

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