Delta–gamma hedging of mortality and interest rate risk E Luciano, L Regis, E Vigna Insurance: Mathematics and Economics 50 (3), 402-412, 2012 | 71 | 2012 |
A trade-off theory of ownership and capital structure G Nicodano, L Regis Journal of Financial Economics 131 (3), 715-735, 2019 | 52 | 2019 |
Single‐and Cross‐Generation Natural Hedging of Longevity and Financial Risk E Luciano, L Regis, E Vigna Journal of Risk and Insurance 84 (3), 961-986, 2017 | 50 | 2017 |
Bank efficiency and banking sector development: the case of Italy E Luciano, L Regis Applied mathematics, working paper series, working paper, 2007, 2007 | 26 | 2007 |
Basis risk in static versus dynamic longevity-risk hedging C De Rosa, E Luciano, L Regis Scandinavian Actuarial Journal 2017 (4), 343-365, 2017 | 25 | 2017 |
A continuous-time stochastic model for the mortality surface of multiple populations P Jevtić, L Regis Insurance: Mathematics and Economics 88, 181-195, 2019 | 23 | 2019 |
Longevity-linked assets and pre-retirement consumption/portfolio decisions F Menoncin, L Regis Insurance: Mathematics and Economics 76, 75-86, 2017 | 19 | 2017 |
Communities and regularities in the behavior of investment fund managers A Flori, F Pammolli, SV Buldyrev, L Regis, HE Stanley Proceedings of the National Academy of Sciences 116 (14), 6569-6574, 2019 | 15 | 2019 |
Assessing the solvency of insurance portfolios via a continuous-time cohort model P Jevtić, L Regis Insurance: mathematics and economics 61, 36-47, 2015 | 14 | 2015 |
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk E Luciano, L Regis Insurance: Mathematics and Economics 55, 68-77, 2014 | 14 | 2014 |
A Bayesian copula model for stochastic claims reserving L Regis Actuarial and financial mathematics conference, 113, 2011 | 12 | 2011 |
Natural delta gamma hedging of longevity and interest rate risk E Luciano, L Regis, E Vigna ICER Working Paper, 2011 | 8 | 2011 |
An analysis of the Dutch-style pension plans proposed by UK policy-makers I Owadally, R Ram, L Regis Journal of Social Policy 51 (2), 325-345, 2022 | 7 | 2022 |
Stochastic mortality models and pandemic shocks L Regis, P Jevtić Pandemics: Insurance and social protection, 61-74, 2022 | 6 | 2022 |
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets F Menoncin, L Regis Journal of Banking & Finance 120, 105935, 2020 | 5 | 2020 |
Geographical diversification and longevity risk mitigation in annuity portfolios C De Rosa, E Luciano, L Regis ASTIN Bulletin: The Journal of the IAA 51 (2), 375-410, 2021 | 4 | 2021 |
Applications of stochastic optimal control to economics and finance S Federico, G Ferrari, L Regis Basel: MDPI, 2020 | 4 | 2020 |
Geographical diversification in annuity portfolios C De Rosa, E Luciano, L Regis Collegio Carlo Alberto Notebook 546, 2017 | 4 | 2017 |
Longevity assets and pre-retirement consumption/portfolio decisions F Menoncin, L Regis EIC Working Paper Series 2/2015, 2015 | 4 | 2015 |
A square-root factor-based multi-population extension of the mortality laws P Jevtić, L Regis Mathematics 9 (19), 2402, 2021 | 3 | 2021 |