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Author

Luca Regis

Observed names: LUCA REGIS, REGIS, LUCA, REGIS, Luca, Regis Luca, Regis, Luca, luca regis
Observed institutions: University of Siena, IMT School for Advanced Studies Lucca, University of Leeds, Collegio Carlo Alberto, Bielefeld University, University of Chieti-Pescara, University of Turin, Bocconi University
ORCID: 0000-0003-4845-846X
Observed ORCID: 0000-0003-4845-846X
OpenAlex ID: A5044823440
Nonstandard Errors
2024 · ALBERT J. MENKVELD, ANNA DREBER, et al. · The Journal of Finance · 105
Delta–Gamma hedging of mortality and interest rate risk
2012 · Elisa Luciano, Luca Regis, et al. · Insurance Mathematics and Economics · 61
A trade-off theory of ownership and capital structure
2018 · Giovanna Nicodano, Luca Regis · Journal of Financial Economics · 44
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Single‐ and Cross‐Generation Natural Hedging of Longevity and Financial Risk
2015 · Elisa Luciano, Luca Regis, et al. · Journal of Risk & Insurance · 33
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A continuous-time stochastic model for the mortality surface of multiple populations
2019 · Petar Jevtić, Luca Regis · Insurance Mathematics and Economics · 24
Longevity-linked assets and pre-retirement consumption/portfolio decisions
2017 · Francesco Menoncin, Luca Regis · Insurance Mathematics and Economics · 20
Basis risk in static versus dynamic longevity-risk hedging
2016 · Clemente De Rosa, Elisa Luciano, et al. · Scandinavian Actuarial Journal · 20
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Communities and regularities in the behavior of investment fund managers
2019 · Andrea Flori, Fabio Pammolli, et al. · Proceedings of the National Academy of Sciences · 15
Bank Efficiency and Banking Sector Development: the Case of Italy
2007 · Elisa Luciano, Luca Regis · RePEc: Research Papers in Economics · 15
Efficient Versus Inefficient Hedging Strategies in the Presence of Financial and Longevity (Value at) Risk
2013 · Elisa Luciano, Luca Regis · Insurance Mathematics and Economics · 13
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk
2012 · Elisa Luciano, Luca Regis, et al. · SSRN Electronic Journal · 13
Delta and Gamma Hedging of Mortality and Interest Rate Risk
2011 · Elisa Luciano, Luca Regis, et al. · SSRN Electronic Journal · 12
Non-Standard Errors
2021 · Albert J. Menkveld, Anna Dreber, et al. · SSRN Electronic Journal · 10
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Assessing the solvency of insurance portfolios via a continuous-time cohort model
2014 · Petar Jevtić, Luca Regis · Insurance Mathematics and Economics · 10
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets
2020 · Francesco Menoncin, Luca Regis · Journal of Banking & Finance · 8
A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws
2021 · Petar Jevtić, Luca Regis · Mathematics · 6
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An analysis of the Dutch-style pension plans proposed by UK policy-makers
2021 · IQBAL OWADALLY, RAHIL RAM, et al. · Journal of Social Policy · 6
Natural Delta Gamma Hedging of Longevity and Interest Rate Risk
2011 · Elisa Luciano, Luca Regis, et al. · SSRN Electronic Journal · 5
Geographical Diversification and Longevity Risk Mitigation in Annuity Portfolios
2021 · Rosa, Clemente de, Luciano, Elisa, et al. · MAPFRE (Fundación Mapfre) · 4
Stochastic Mortality Models and Pandemic Shocks
2021 · Luca Regis, Petar Jevtić · Springer Actuarial · 3
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Applications of Stochastic Optimal Control to Economics and Finance
2020 · Federico, Salvatore, Ferrari, Giorgio, et al. · MDPI eBooks · 3
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Longevity Assets and Pre-Retirement Consumption/Portfolio Decisions
2015 · Francesco Menoncin, Luca Regis · SSRN Electronic Journal · 3
Risk-return appraisal of longevity swaps
2014 · Elisa Luciano, Luca Regis · Use Siena air (University of Siena) · 3
A Bayesian copula model for stochastic claims reserving
2011 · Luca Regis · RePEc: Research Papers in Economics · 3
A redistributive GSA scheme to cope with socio-economic mortality differentials
2025 · Maria Aragona, Luca Regis, et al. · Astin Bulletin · 2
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Works count: 79
Citation count: 455
H-index: 12
I10-index: 14
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