Luca Regis : Citation Profile

Università degli Studi di Torino

6

H index

6

i10 index

139

Citations

RESEARCH PRODUCTION:

11

Articles

24

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 9
   Journals where Luca Regis has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 15 (9.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre326
   Updated: 2026-05-16    RAS profile: 2022-01-10    
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Relations with other researchers

Works with:

Voigt, Stefan (2)

Theissen, Erik (2)

Bos, Charles (2)

Harris, Jeffrey (2)

Roy, Saurabh (2)

Deev, Oleg (2)

Deku, Solomon (2)

Stefanova, Denitsa (2)

Wolff, Christian (2)

Wilhelmsson, Anders (2)

Dimpfl, Thomas (2)

Talavera, Oleksandr (2)

LINTON, OLIVER (2)

Johannesson, Magnus (2)

Davies, Ryan (2)

Xiu, Dacheng (2)

Smales, Lee (2)

Schenk-Hoppé, Klaus (2)

CAPELLE-BLANCARD, Gunther (2)

Caporin, Massimiliano (2)

Gehrig, Thomas (2)

Ferrara, Gerardo (2)

Reitz, Stefan (2)

Putnins, Talis (2)

Jalkh, Naji (2)

Nielsson, Ulf (2)

Lof, Matthijs (2)

Lajaunie, Quentin (2)

Gerritsen, Dirk (2)

Gorbenko, Arseny (2)

Foucault, Thierry (2)

Pasquariello, Paolo (2)

Kassner, Bernhard (2)

Patel, Vinay (2)

Hjalmarsson, Erik (2)

Moinas, Sophie (2)

Schuerhoff, Norman (2)

Dreber, Anna (2)

Sarno, Lucio (2)

Vogel, Sebastian (2)

Dumitrescu, Ariadna (2)

Renault, Thomas (2)

Prokopczuk, Marcel (2)

Holzmeister, Felix (2)

Bjønnes, Geir (2)

Brownlees, Christian (2)

Söderlind, Paul (2)

van Kervel, Vincent (2)

Walther, Thomas (2)

Korajczyk, Robert (2)

Kearney, Fearghal (2)

Colliard, Jean-Edouard (2)

Heath, Davidson (2)

Bohorquez Correa, Santiago (2)

Xia, Shuo (2)

Liew, Chee (2)

Hautsch, Nikolaus (2)

Bouri, Elie (2)

Zhou, Chen (2)

Zhang, S. Sarah (2)

Rakowski, David (2)

FERROUHI, EL MEHDI (2)

Roy, Saurabh (2)

Frijns, Bart (2)

Lopez-Lira, Alejandro (2)

Rinne, Kalle (2)

Scaillet, Olivier (2)

Park, Andreas (2)

Mihet, Roxana (2)

Pastor, Lubos (2)

Shachar, Or (2)

Horenstein, Alex (2)

Füllbrunn, Sascha (2)

Patton, Andrew (2)

Ait-Sahalia, Yacine (2)

Tonks, Ian (2)

Palan, Stefan (2)

Sojli, Elvira (2)

Vilkov, Grigory (2)

Ranaldo, Angelo (2)

Menkveld, Albert (2)

Degryse, Hans (2)

Jurkatis, Simon (2)

Wong, Wing-Keung (2)

Ødegaard, Bernt (2)

Alexeev, Vitali (2)

Frömmel, Michael (2)

Taylor, Nick (2)

Huang, Wenqian (2)

He, Xuezhong (Tony) (2)

Pelizzon, Loriana (2)

Adrian, Tobias (2)

Verousis, Thanos (2)

Abudy, Menachem (2)

Schwarz, Marco (2)

Chernov, Mikhail (2)

Hurlin, Christophe (2)

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

Is cited by:

Huber, Christoph (6)

Ewald, Christian-Oliver (5)

Dreber, Anna (5)

Holzmeister, Felix (4)

Ozkes, Ali (4)

Johannesson, Magnus (4)

Greiner, Ben (4)

Deer, Lachlan (3)

Milevsky, Moshe (3)

Huntington-Klein, Nick (3)

Dhaene, Jan (3)

Cites to:

luciano, elisa (40)

Blake, David (26)

Huizinga, Harry (25)

Nicodème, Gaëtan (25)

Laeven, Luc (25)

Milevsky, Moshe (16)

Jarrow, Robert (11)

Menoncin, Francesco (10)

Duffie, Darrell (10)

Johannesson, Magnus (8)

Dreber, Anna (8)

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 (2025 and 2024)

YearTitle of citing document
2024A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment. (2025). Gabric, Lydia J ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2510.18721.

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2026Joint survival annuity derivative valuation in the linear-rational Wishart mortality model. (2026). Wong, Patrick ; da Fonseca, Jose. In: Papers. RePEc:arx:papers:2602.06415.

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2025The Equilibrium Effects of Mortality Risk. (2025). Regis, Luca ; Modena, Andrea ; Rizzini, Giorgio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709.

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2025Portfolio optimization in DC pension scheme with unhedgeable stochastic wage. (2025). Menoncin, Francesco ; Vigna, Elena. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:740.

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, Martín ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Herns, Ystein ; Rodriguez, Abel ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Westheide, Christian ; Aslim, Erkmen Giray ; Tagat, Anirudh ; Feyman, Yevgeniy ; Weinberg, Stephen E ; Gilpin, Gregory ; Peukert, Christian ; Merkus, Erik ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Prakash, Manab ; Karney, Daniel ; Falken, Grace ; Weber, Ellerie ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Chen, Weiwei ; Reimao, Maira ; Woahid, S M ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Baker, Bradley ; Naumann, Elias ; Adema, Joop ; Fradkin, Andrey ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Volkov, Eden ; Cullinan, John ; Camp, Andrew M ; Pitknen, Visa ; Mogge, Lukas ; Goldhaber, Dan ; Bansal, Avijit ; Segel, Joel E ; Hill, Andrew ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; Herman, Clment ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Prtner, Claus C ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Lang, David ; Huysmans, Martijn ; Pua, Andrew Adrian ; Sanogo, Vassiki ; McCarthy, Ian M ; Zanoli, Raffaele ; Kronenberg, Christoph ; Gayaker, Savas ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bartram, David ; Wang, Yue ; Bjoerkheim, Markus ; Arenas, Andreu ; Klotzbcher, Valentin ; Tatan, Hseyin ; Burli, Pralhad H ; Imtiaz, Saad M ; Holzmeister, Felix ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Waters, Tom ; Schaak, Henning ; Farquharson, Christine ; Lee, Ryan ; French, Evaewero ; Roeckert, Julian. In: HEC Research Papers Series. RePEc:ebg:heccah:1551.

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2025Financial 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.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2024Non-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.

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2024Non-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.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2025Toward open science in marketing research. (2025). Mizik, Natalie ; Sarstedt, Marko ; Datta, Hannes ; Adler, Susanne J ; Deer, Lachlan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:1:p:212-233.

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2024Pension 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.

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2024Stochastic 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.

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2025Mean-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.

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2024Behavioral 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.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2025The cross section of stock returns in an artificial stock market. (2025). van Cappelle, Tjeerd ; Pokidin, Dmytro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:239:y:2025:i:c:s0167268125003774.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2025Perceived problems, causes, and solutions of finance research reproducibility and replicability: A pre-registered report. (2025). Brosnan, Mark ; Ali, Searat ; Chai, Daniel ; Hasso, Tim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003160.

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2025Methodological ESG uncertainty in portfolio sorts. (2025). Henriquez-Salman, Ricardo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003885.

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2024The 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.

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2024Reproducibility 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.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Cakici, Nusret ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44..

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2025The insights from the crowd: Drawing inferences from many approaches to key empirical questions in international business. (2025). Nuruzzaman, N ; Li, Yuanyuan ; Delios, Andrew ; Carneiro, Jorge ; Qiao, Wei ; Deng, Shu ; Chakravarty, Dwarka ; Zhou, Nan ; Wang, Yong ; Velez-Calle, Andres ; Yu, Jing ; Liu, Wei ; Yadav, Sandeep ; Huang, Dongdong ; Bahl, Mona ; Matsumoto, Yoichi ; Tumasjan, Andranik ; Yan, Jiaju ; Chen, Weihong ; Sivakumar, Sandeep ; Dikova, Desislava ; Zhang, Megan ; Kubek, Ale ; Kim, Hyun Gon ; Vincent, Racheal Louis ; Varshney, Mayank ; Gada, Viswa Prasad ; Tinits, Priit ; Tolstoy, Daniel ; Stallkamp, Maximilian ; Zhao, Yang ; Bathula, Hanoku ; Panicker, Vidya Sukumara ; Parboteeah, Praveen K ; Wagner, Chris ; Basu, Madhurima ; Ljubownikow, Grigorij ; Dau, Luis Alfonso ; Batsakis, Georgios ; Wu, Tao ; Soon, Pei-Shan ; Niu, Chao ; Wen, Liang ; Fan, Xiaomin ; Ahsan, Faisal M ; Bai, Tao ; Manocha, Parul ; Mumi, Atthaphon ; Shi, Lei ; Sethuram, Shyamala ; Sinani, Evis ; MacHek, Ondej ; Lien, Yung-Chih ; Shen, AO ; Uhlmann, Eric. In: Journal of International Business Studies. RePEc:pal:jintbs:v:56:y:2025:i:9:d:10.1057_s41267-025-00808-9.

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2025Activating the longevity economy: digital literacy among older residents and household consumption structure upgrading. (2025). Li, Rui ; Shao, Jiaxin. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-06175-y.

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2024Heterogeneity 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.

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2024The Robustness Reproducibility of the American Economic Review. (2024). Lusher, Lester ; Kopecky, Joseph ; Johannesson, Magnus ; Dreber, Anna ; Campbell, Douglas ; Brodeur, Abel ; Tsoy, Nikita. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:124.

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2025The 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.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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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.
[Full Text][Citation analysis]		article17
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: 17		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: 17		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]		paper3
2019Geographical diversification and longevity risk mitigation in annuity portfolios In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2021GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS.(2021) In: ASTIN Bulletin.
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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]		article26
2015Assessing the solvency of insurance portfolios via a continuous-time cohort model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
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: 6		paper
2017Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article14
2019A continuous-time stochastic model for the mortality surface of multiple populations In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article10
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: 10		paper
2020Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2019A trade-off theory of ownership and capital structure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article11
2017A 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
2014Demographic uncertainty, the financing mix and the sustainability of welfare systems In: Working Papers SWITCH.
[Full Text][Citation analysis]		paper0
2021A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws In: Mathematics.
[Full Text][Citation analysis]		article1
2017Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance” In: Risks.
[Full Text][Citation analysis]		article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
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.
[Full Text][Citation analysis]		paper3
2015Ownership, Taxes and Default In: Working Papers.
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2012Demographic risk transfer: is it worth for annuity providers? In: ICER Working Papers.
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2011Delta and Gamma hedging of mortality and interest rate risk In: ICER Working Papers - Applied Mathematics Series.
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2012Natural delta gamma hedging of longevity and interest rate risk In: ICER Working Papers - Applied Mathematics Series.
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2007Bank Efficiency and Banking Sector Development: the Case of Italy In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper5
2021Non-Standard Errors In: Working Papers.
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