5
H index
3
i10 index
87
Citations
Università degli Studi di Torino | 5 H index 3 i10 index 87 Citations RESEARCH PRODUCTION: 11 Articles 24 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Regis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 5 |
Year | Title of citing document |
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2022 | Pricing and hedging of longevity basis risk through securitization. (2022). Devolder, Pierre ; Zeddouk, Fadoua. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022038. Full description at Econpapers || Download paper |
2022 | Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Papers. RePEc:arx:papers:2109.13796. Full description at Econpapers || Download paper |
2022 | Voluntary support and ring-fencing in cross-border banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyoengyi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1373_22. Full description at Econpapers || Download paper |
2022 | Voluntary Support and Ring-Fencing in Cross-border Banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyongyi. In: Working Paper Series. RePEc:ecb:ecbwps:20222688. Full description at Econpapers || Download paper |
2022 | Optimal 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. Full description at Econpapers || Download paper |
2022 | Stochastic mortality dynamics driven by mixed fractional Brownian motion. (2022). Li, Xianping ; Zhou, Kenneth Q. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:218-238. Full description at Econpapers || Download paper |
2023 | Robust 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 |
2022 | Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. (2022). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-03327710. Full description at Econpapers || Download paper |
2022 | Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-03327710. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2022 | Test power properties of within-firm estimators of ownership and board-related explanatory variables with low time variation. (2022). Gonzalez, Angelica ; Cueto, Diego ; Boutchkova, Maria. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:3:d:10.1007_s11156-022-01074-8. Full description at Econpapers || Download paper |
2023 | Hedging 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 |
2023 | Repercussion 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 |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Risk Premium Impact in the Perturbative Black Scholes Model In: Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 15 |
2012 | Single 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: 15 | paper | |
2012 | Single and cross-generation natural hedging of longevity and financial risk.(2012) In: ICER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2011 | A Bayesian copula model for stochastic claims reserving In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
2013 | Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 2 |
2014 | Efficient 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 another version. Agregated cites: 2 | article | |
2015 | Complex organizations, tax policy and financial stability In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
2015 | Static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
2015 | Basis risk in static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 2 |
2019 | Geographical diversification and longevity risk mitigation in annuity portfolios In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
2021 | GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS.(2021) In: ASTIN Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2021 | Optimal Firms Dividend and Capital Structure for Mean Reverting Profitability In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Delta–Gamma hedging of mortality and interest rate risk In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 24 |
2015 | Assessing the solvency of insurance portfolios via a continuous-time cohort model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
2014 | Assessing 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: 4 | paper | |
2017 | Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
2019 | A continuous-time stochastic model for the mortality surface of multiple populations In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
2016 | A continuous-time stochastic model for the mortality surface of multiple populations.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2019 | A trade-off theory of ownership and capital structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
2017 | A Trade-off Theory of Ownership and Capital Structure.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Demographic uncertainty, the financing mix and the sustainability of welfare systems In: Working Papers SWITCH. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2017 | Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance” In: Risks. [Full Text][Citation analysis] | article | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Precariedad y respuestas populares In: Post-Print. [Citation analysis] | paper | 0 |
2017 | The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Longevity assets and pre-retirement consumption/portfolio decisions In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Ownership, Taxes and Default In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Demographic risk transfer: is it worth for annuity providers? In: ICER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Delta and Gamma hedging of mortality and interest rate risk In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
2012 | Natural delta gamma hedging of longevity and interest rate risk In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
2007 | Bank Efficiency and Banking Sector Development: the Case of Italy In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 5 |
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