Luca Regis

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Spatial natural hedging: a general framework with application to the mortality of U.S. states Scandinavian Actuarial Journal	2025-01-03	Paper
Capital risk, fiscal policy, and the distribution of wealth Mathematics and Financial Economics	2024-11-01	Paper
Stochastic Mortality Models and Pandemic Shocks Springer Actuarial	2022-11-18	Paper
Geographical diversification and longevity risk mitigation in annuity portfolios ASTIN Bulletin	2021-09-24	Paper
A continuous-time stochastic model for the mortality surface of multiple populations Insurance Mathematics & Economics	2019-09-19	Paper
Basis risk in static versus dynamic longevity-risk hedging Scandinavian Actuarial Journal	2018-07-13	Paper
Longevity-linked assets and pre-retirement consumption/portfolio decisions Insurance Mathematics & Economics	2017-09-19	Paper
Assessing the solvency of insurance portfolios via a continuous-time cohort model Insurance Mathematics & Economics	2015-05-26	Paper
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk Insurance Mathematics & Economics	2014-09-22	Paper
Delta-gamma hedging of mortality and interest rate risk Insurance Mathematics & Economics	2012-05-11	Paper
Risk Premium Impact in the Perturbative Black Scholes Model	2008-06-02	Paper

Research outcomes over time

This page was built for person: Luca Regis