The following pages link to Luca Regis (Q414607):
Displaying 10 items.
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← links)
- A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
- Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
- Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
- Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
- Capital risk, fiscal policy, and the distribution of wealth (Q6631636) (← links)
- Spatial natural hedging: a general framework with application to the mortality of U.S. states (Q6656765) (← links)
