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Scopus Author ID: 55042854500

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Employment (3)

University of Torino: Torino, IT

2019-10-01 to present | Associate Professor (ESOMAS Department)
Employment
Source: Self-asserted source
Luca Regis

Università di Siena: Siena, IT

2016-11-01 to 2019-09-30 | Tenure-Track Assistant Professor (Dipartimento di Economia Politica e Statistica)
Employment
Source: Self-asserted source
Luca Regis

IMT Institute for Advanced Studies: Lucca, IT

2013-09-01 to 2016-10-31 | Assistant Professor (AXES Research Unit)
Employment
Source: Self-asserted source
Luca Regis

Education and qualifications (1)

University of Torino: Torino, IT

Ph.D. in Economics, major in Applied Mathematics
Education
Source: Self-asserted source
Luca Regis

Professional activities (1)

Collegio Carlo Alberto: TORINO, IT

2021-05-01 to present | Affiliate
Invited position
Source: Self-asserted source
Luca Regis

Works (17)

An analysis of the Dutch-style pension plans proposed by UK policy-makers

Journal of Social Policy
2022-04 | Journal article
DOI: 10.1017/S0047279421000155
Contributors: IQBAL OWADALLY; RAHIL RAM; LUCA REGIS
Source: check_circle
Crossref

GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS

ASTIN Bulletin
2021-05 | Journal article
DOI: 10.1017/asb.2021.12
Contributors: Clemente De Rosa; Elisa Luciano; Luca Regis
Source: check_circle
Crossref

Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets

Journal of Banking & Finance
2020-11 | Journal article
DOI: 10.1016/j.jbankfin.2020.105935
Contributors: Francesco Menoncin; Luca Regis
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A continuous-time stochastic model for the mortality surface of multiple populations

Insurance: Mathematics and Economics
2019 | Journal article
DOI: 10.1016/j.insmatheco.2019.07.001
EID:

2-s2.0-85069730776

Part of ISSN: 01676687
Contributors: Jevtić, P.; Regis, L.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

A trade-off theory of ownership and capital structure

Journal of Financial Economics
2019 | Journal article
DOI: 10.1016/j.jfineco.2018.09.001
EID:

2-s2.0-85054868603

Part of ISSN: 0304405X
Contributors: Nicodano, G.; Regis, L.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

Communities and regularities in the behavior of investment fund managers

Proceedings of the National Academy of Sciences of the United States of America
2019 | Journal article
DOI: 10.1073/pnas.1802976116
EID:

2-s2.0-85064052749

Part of ISSN: 10916490 00278424
Contributors: Flori, A.; Pammolli, F.; Buldyrev, S.V.; Regis, L.; Eugene Stanley, H.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

International longevity risk pooling

Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018
2018 | Conference paper
DOI: 10.1007/978-3-319-89824-7_57
EID:

2-s2.0-85104105790
Contributors: De Rosa, C.; Luciano, E.; Regis, L.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

Longevity-linked assets and pre-retirement consumption/portfolio decisions

Insurance: Mathematics and Economics
2017 | Journal article
DOI: 10.1016/j.insmatheco.2017.07.002
EID:

2-s2.0-85026666778

Part of ISSN: 01676687
Contributors: Menoncin, F.; Regis, L.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

Basis risk in static versus dynamic longevity-risk hedging

Scandinavian Actuarial Journal
2016-02-08 | Journal article
DOI: 10.1080/03461238.2015.1134636
Contributors: Clemente De Rosa; Elisa Luciano; Luca Regis
Source: Self-asserted source
Luca Regis via Crossref Metadata Search
grade
Preferred source (of 2)‎

Assessing the solvency of insurance portfolios via a continuous-time cohort model

2015 | Journal article
DOI: 10.1016/j.insmatheco.2014.12.002
EID:

2-s2.0-84920913837
Contributors: Jevtić, P.; Regis, L.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier
grade
Preferred source (of 2)‎

Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk

Journal of Risk and Insurance
2015-10 | Journal article
DOI: 10.1111/jori.12104
Contributors: Elisa Luciano; Luca Regis; Elena Vigna
Source: Self-asserted source
Luca Regis via Crossref Metadata Search
grade
Preferred source (of 2)‎

Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk

2014 | Journal article
DOI: 10.1016/j.insmatheco.2013.12.002
EID:

2-s2.0-84892555159
Contributors: Luciano, E.; Regis, L.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

Delta-Gamma hedging of mortality and interest rate risk

2012 | Journal article
DOI: 10.1016/j.insmatheco.2012.01.006
EID:

2-s2.0-84857677938
Contributors: Luciano, E.; Regis, L.; Vigna, E.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

Good and bad banks

2012 | Conference paper
DOI: 10.1007/978-88-470-2342-0_42
EID:

2-s2.0-84900617618
Contributors: Regis, L.
Source: Self-asserted source
Luca Regis via Scopus - Elsevier

Basis Risk in Static vs. Dynamic Longevity Risk Hedging

SSRN Journal
Journal article
DOI: 10.2139/ssrn.2635401
Contributors: Clemente De Rosa; Elisa Luciano; Luca Regis
Source: Self-asserted source
Luca Regis via Crossref Metadata Search

Longevity Assets and Pre-Retirement Consumption/Portfolio Decisions

SSRN Journal
Journal article
DOI: 10.2139/ssrn.2684044
Contributors: Francesco Menoncin; Luca Regis
Source: Self-asserted source
Luca Regis via Crossref Metadata Search

Taxes, Ownership and Capital Structure

SSRN Journal
Journal article
DOI: 10.2139/ssrn.2682570
Contributors: Giovanna Nicodano; Luca Regis
Source: Self-asserted source
Luca Regis via Crossref Metadata Search

Peer review (9 reviews for 7 publications/grants)

Review activity for Annals of operation research. (1)
Review activity for Computational management science. (1)
Review activity for Decisions in economics and finance. (2)
Review activity for Journal of regulatory economics. (1)
Review activity for Mathematics and financial economics. (1)
Review activity for PloS one. (1)
Review activity for Risks. (2)
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