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Luca Regis

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This is information that was supplied by Luca Regis in registering through RePEc. If you are Luca Regis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Luca
Middle Name:
Last Name: Regis
Suffix:

RePEc Short-ID: pre326

Email:
Homepage: http://lucaregis.altervista.org/
Postal Address:
Phone:

Affiliation

Laboratory for the Analysis of Complex Economic Systems (AXES)
IMT Lucca Institute for Advanced Studies
Location: Lucca, Italy
Homepage: http://axes.imtlucca.it/
Email:
Phone: 0583 4326 723
Fax:
Postal: Piazza San Francesco 19, 55100, Lucca
Handle: RePEc:edi:aximtit (more details at EDIRC)

Works

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Working papers

  1. Elisa Luciano & Luca Regis, 2013. "Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk," Carlo Alberto Notebooks 308, Collegio Carlo Alberto.
  2. Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Natural delta gamma hedging of longevity and interest rate risk," ICER Working Papers - Applied Mathematics Series 21-2011, ICER - International Centre for Economic Research.
  3. Elisa Luciano & Luca Regis, 2012. "Demographic risk transfer: is it worth for annuity providers?," ICER Working Papers 11-2012, ICER - International Centre for Economic Research.
  4. Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks 257, Collegio Carlo Alberto.
  5. Luca Regis, 2011. "A Bayesian copula model for stochastic claims reserving," Carlo Alberto Notebooks 227, Collegio Carlo Alberto.
  6. Elisa Luciano & Luca Regis & Elena Vigna, 2011. "Delta and Gamma hedging of mortality and interest rate risk," ICER Working Papers - Applied Mathematics Series 01-2011, ICER - International Centre for Economic Research.
  7. Luca Regis & Simone Scotti, 2008. "Risk Premium Impact in the Perturbative Black Scholes Model," Papers 0806.0307, arXiv.org.
  8. Elisa Luciano & Luca Regis, 2007. "Bank Efficiency and Banking Sector Development: the Case of Italy," ICER Working Papers - Applied Mathematics Series 5-2007, ICER - International Centre for Economic Research.

Articles

  1. Luciano, Elisa & Regis, Luca, 2014. "Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 68-77.
  2. Luciano, Elisa & Regis, Luca & Vigna, Elena, 2012. "Delta–Gamma hedging of mortality and interest rate risk," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 402-412.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2013-11-16
  2. NEP-ECM: Econometrics (1) 2012-01-03
  3. NEP-HEA: Health Economics (1) 2011-06-25
  4. NEP-IAS: Insurance Economics (1) 2013-01-19
  5. NEP-RMG: Risk Management (3) 2012-07-08 2013-01-19 2013-11-16. Author is listed

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