Luca Regis

Available identifiers

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

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