6
H index
4
i10 index
102
Citations
Università degli Studi di Torino | 6 H index 4 i10 index 102 Citations RESEARCH PRODUCTION: 11 Articles 24 Papers RESEARCH ACTIVITY: 14 years (2007 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pre326 |
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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2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. 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 |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
2023 | Reproducibility 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 |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. 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 |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
2023 | Reproducibility 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 |
2024 | . Full description at Econpapers || Download paper |
2024 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 7 |
2016 | A 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: 7 | 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 | 10 |
2017 | A Trade-off Theory of Ownership and Capital Structure.(2017) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 5 |
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 |
2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
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