6
H index
5
i10 index
122
Citations
Università degli Studi di Torino | 6 H index 5 i10 index 122 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 |
|---|---|
| Insurance: Mathematics and Economics | 5 |
| Year | Title of citing document |
|---|---|
| 2024 | A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388. Full description at Econpapers || Download paper |
| 2025 | A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment. (2025). Gabric, Lydia J ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2510.18721. Full description at Econpapers || Download paper |
| 2025 | The Equilibrium Effects of Mortality Risk. (2025). Rizzini, Giorgio ; Regis, Luca ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709. Full description at Econpapers || Download paper |
| 2025 | Portfolio optimization in DC pension scheme with unhedgeable stochastic wage. (2025). Menoncin, Francesco ; Vigna, Elena. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:740. Full description at Econpapers || Download paper |
| 2025 | Financial incentives for delaying the public pension claiming age. (2025). Nakashima, Kunio ; Kitamura, Tomoki. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001242. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Pension funds with longevity risk: an optimal portfolio insurance approach. (2024). Mancinelli, Daniele ; di Giacinto, Marina ; Oliva, Immacolata ; Marino, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:268-297. Full description at Econpapers || Download paper |
| 2024 | Stochastic mortality model with respect to mixed fractional Poisson process: Calibration and empirical analysis of long-range dependence in actuarial valuation. (2024). Jiang, Haoran ; Zhu, Xiaojun ; Zhang, Zhehao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:64-92. Full description at Econpapers || Download paper |
| 2025 | Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:207-235. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2024 | The Influence of Ownership Concentration on Sustainable Merger and Acquisition Performance: Navigating Principal Conflicts in the Korean Market. (2024). Cho, Sung-Woo ; Kim, Seonhyeon ; Jung, Jin-Young. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:12:p:4985-:d:1412729. Full description at Econpapers || Download paper |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209. Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 17 |
| 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: 17 | 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: 17 | 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 | 3 |
| 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 | 26 |
| 2015 | Assessing the solvency of insurance portfolios via a continuous-time cohort model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | paper | |
| 2017 | Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
| 2019 | A continuous-time stochastic model for the mortality surface of multiple populations In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 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: 9 | 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 | 2 |
| 2019 | A trade-off theory of ownership and capital structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 11 |
| 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: 11 | paper | |
| 2014 | Demographic uncertainty, the financing mix and the sustainability of welfare systems In: Working Papers SWITCH. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws In: Mathematics. [Full Text][Citation analysis] | article | 1 |
| 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 | 14 |
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