Luca Regis : Citation Profile


Are you Luca Regis?

Università degli Studi di Torino

5

H index

3

i10 index

89

Citations

RESEARCH PRODUCTION:

11

Articles

24

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 6
   Journals where Luca Regis has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 15 (14.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre326
   Updated: 2024-01-16    RAS profile: 2022-01-10    
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Relations with other researchers


Works with:

LINTON, OLIVER (2)

Patton, Andrew (2)

Smales, Lee (2)

Roy, Saurabh (2)

Lajaunie, Quentin (2)

Horenstein, Alex (2)

CAPELLE-BLANCARD, Gunther (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Taylor, Nick (2)

Bos, Charles (2)

Schwarz, Marco (2)

Gorbenko, Arseny (2)

Chow, Nikolai Sheung-Chi (2)

Colliard, Jean-Edouard (2)

Dreber, Anna (2)

Schenk-Hoppé, Klaus (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

Füllbrunn, Sascha (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Schuerhoff, Norman (2)

Wong, Wing-Keung (2)

luciano, elisa (2)

Gehrig, Thomas (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Pasquariello, Paolo (2)

Dimpfl, Thomas (2)

Alexeev, Vitali (2)

Sarno, Lucio (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Moinas, Sophie (2)

Johannesson, Magnus (2)

Pastor, Lubos (2)

Adrian, Tobias (2)

Wolff, Christian (2)

Zhou, Chen (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Ferrara, Gerardo (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Talavera, Oleksandr (2)

Abudy, Menachem (2)

Harris, Jeffrey (2)

Frijns, Bart (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

FERROUHI, EL MEHDI (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Foucault, Thierry (2)

Hurlin, Christophe (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

He, Xuezhong (Tony) (2)

Holzmeister, Felix (2)

Jurkatis, Simon (2)

Frömmel, Michael (2)

van Kervel, Vincent (2)

Deev, Oleg (2)

Park, Andreas (2)

Kassner, Bernhard (2)

Wilhelmsson, Anders (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Ait-Sahalia, Yacine (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Hjalmarsson, Erik (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Walther, Thomas (2)

Theissen, Erik (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:

Ewald, Christian-Oliver (5)

Dhaene, Jan (3)

Huber, Christoph (3)

Milevsky, Moshe (3)

Blake, David (2)

Bravo, Jorge (2)

Nenovsky, Nikolay (2)

Mihaylova-Borisova, Gergana (2)

Fišar, Miloš (2)

Ozkes, Ali (2)

Nguyen, Duc Khuong (2)

Cites to:

luciano, elisa (40)

Blake, David (26)

Laeven, Luc (25)

Huizinga, Harry (25)

Nicodème, Gaëtan (25)

Milevsky, Moshe (16)

Jarrow, Robert (11)

Duffie, Darrell (10)

Menoncin, Francesco (10)

De Waegenaere, Anja (7)

Singleton, Kenneth (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 (2024 and 2023)


YearTitle of citing document
2023Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30.

Full description at Econpapers || Download paper

2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

Full description at Econpapers || Download paper

2023Hedging longevity risk in defined contribution pension schemes. (2023). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00440-8.

Full description at Econpapers || Download paper

2023Repercussion of financial distress and corporate disclosure on the valuation of non-financial firms in India. (2023). Rawal, Aashi ; Kanoujiya, Jagjeevan ; Rastogi, Shailesh ; Bhimavarapu, Venkata Mrudula. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00248-7.

Full description at Econpapers || Download paper

2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

Full description at Econpapers || Download paper

Works by Luca Regis:


YearTitleTypeCited
2008Risk Premium Impact in the Perturbative Black Scholes Model In: Papers.
[Full Text][Citation analysis]
paper1
2017Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk In: Journal of Risk & Insurance.
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article15
2012Single and cross-generation natural hedging of longevity and financial risk.(2012) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2012Single and cross-generation natural hedging of longevity and financial risk.(2012) In: ICER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2011A Bayesian copula model for stochastic claims reserving In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper1
2013Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper2
2014Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk.(2014) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2015Complex organizations, tax policy and financial stability In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper0
2015Static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper0
2015Basis risk in static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Optimal Firms Dividend and Capital Structure for Mean Reverting Profitability In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2012Delta–Gamma hedging of mortality and interest rate risk In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article24
2015Assessing the solvency of insurance portfolios via a continuous-time cohort model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article4
2014Assessing the solvency of insurance portfolios via a continuous time cohort model.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article11
2019A continuous-time stochastic model for the mortality surface of multiple populations In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article6
2016A continuous-time stochastic model for the mortality surface of multiple populations.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2020Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2019A trade-off theory of ownership and capital structure In: Journal of Financial Economics.
[Full Text][Citation analysis]
article8
2017A Trade-off Theory of Ownership and Capital Structure.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
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.
[Full Text][Citation analysis]
paper4
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper1
2012Natural delta gamma hedging of longevity and interest rate risk In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper1
2007Bank Efficiency and Banking Sector Development: the Case of Italy In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team